# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0001752724-25-176685
**Filing Date:** 2025-7
**Character Count:** 2667619
**Document Hash:** bb4f4c31888584a1bc4d8d0d484236a6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-176685.hdr.sgml**: 20250724

**ACCESSION NUMBER**: 0001752724-25-176685

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250724

**DATE AS OF CHANGE**: 20250724

**PERIOD START**: 20250831

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02105
- **FILM NUMBER:** 251146279

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity Flex® Funds**

**Fidelity Flex® U.S. Bond Index Fund**

**May 31, 2025**

ZUB-NPRT3-0725

1.9881608.108 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities - 0.3%** | &nbsp;&nbsp;**Asset-Backed Securities - 0.3%** | &nbsp;&nbsp;**Asset-Backed Securities - 0.3%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.3%  |  |  |
| American Express Credit Account Master Trust Series 2023-4 Class A, 5.15% 9/15/2030  | 200000 | 205184 |
| BMW Vehicle Owner Trust Series 2025-A Class A3, 4.56% 9/25/2029  | 180000 | 180932 |
| Capital One Multi-Asset Execution Trust Series 2019-A3 Class A3, 2.06% 8/15/2028  | 111000 | 107939 |
| Capital One Multi-Asset Execution Trust Series 2021-A2 Class A2, 1.39% 7/15/2030  | 280000 | 255591 |
| Capital One Prime Auto Receivables Trust Series 2023-1 Class A3, 4.87% 2/15/2028  | 88380 | 88539 |
| CarMax Auto Owner Trust Series 2022-3 Class A3, 3.97% 4/15/2027  | 234905 | 234257 |
| CarMax Auto Owner Trust Series 2023-2 Class A3, 5.05% 1/18/2028  | 399762 | 400930 |
| Carmax Auto Owner Trust Series 2024-4 Class A3, 4.6% 10/15/2029  | 1000000 | 1006226 |
| Carmax Auto Owner Trust Series 2025-1 Class A3, 4.84% 1/15/2030  | 220000 | 221876 |
| Chase Issuance Trust Series 2023-A2 Class A, 5.08% 9/15/2030  | 600000 | 614523 |
| Citibank Credit Card Issuance Trust Series 2007-A3 Class A3, 6.15% 6/15/2039  | 700000 | 761875 |
| Citibank Credit Card Issuance Trust Series 2018-A7 Class A7, 3.96% 10/13/2030  | 250000 | 246775 |
| Ford Cr Floorplan Mast Own Tr Series 2018-4 Class A, 4.06% 11/15/2030  | 821000 | 810229 |
| Ford Credit Auto Owner Trust Series 2023-A Class A3, 4.65% 2/15/2028  | 250510 | 250607 |
| Ford Credit Auto Owner Trust Series 2024-D Class A3, 4.61% 8/15/2029  | 700000 | 703726 |
| GM Financial Automobile Leasing Trust Series 2025-1 Class A3, 4.66% 2/21/2028  | 180000 | 180664 |
| GM Financial Consumer Automobile Receivables Trust Series 2023-2 Class A3, 4.47% 2/16/2028  | 369972 | 369894 |
| Honda Auto Receivables Owner Trust Series 2025-1 Class A3, 4.57% 9/21/2029  | 510000 | 513429 |
| Hyundai Auto Receivables Trust Series 2022-B Class A3, 3.72% 11/16/2026  | 97377 | 97206 |
| Hyundai Auto Receivables Trust Series 2022-C Class A3, 5.39% 6/15/2027  | 148333 | 148805 |
| Hyundai Auto Receivables Trust Series 2023-A Class A3, 4.58% 4/15/2027  | 281900 | 281861 |
| MBART Series 2025-1 Class A3, 4.78% 12/17/2029  | 150000 | 151331 |
| Nissan Auto Lease Trust Series 2025-A Class A3, 4.75% 3/15/2028  | 100000 | 100723 |
| Toyota Auto Receivables Owner Trust Series 2025-A Class A3, 4.64% 8/15/2029  | 460000 | 462437 |
| World Omni Auto Receivables Trust Series 2025-A Class A3, 4.73% 3/15/2030  | 145000 | 146301 |
| TOTAL UNITED STATES |  | 8541860 |
| <br> **TOTAL ASSET-BACKED SECURITIES**<br> (Cost $8,532,855) |  | <br> **8541860** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Bank Notes - 0.1%** | &nbsp;&nbsp;**Bank Notes - 0.1%** | &nbsp;&nbsp;**Bank Notes - 0.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Bank of America NA 6% 10/15/2036  | 250000 | 259165 |
| Capital One NA 2.7% 2/6/2030  | 500000 | 453793 |
| Citizens Bank NA/Providence RI 3.75% 2/18/2026  | 960000 | 953437 |
| KeyBank NA/Cleveland OH 5.85% 11/15/2027  | 710000 | 728305 |
| Morgan Stanley Bank NA 4.952% 1/14/2028 (b) | 730000 | 734386 |
| PNC Bank NA 3.1% 10/25/2027  | 310000 | 301282 |
| Wells Fargo Bank NA 5.45% 8/7/2026  | 800000 | 808858 |
| <br> **TOTAL BANK NOTES**<br> (Cost $4,258,815) |  | <br> **4239226** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage Securities - 1.1%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 1.1%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 1.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 1.1%  |  |  |
| BANK Series 2017-BNK4 Class ASB, 3.419% 5/15/2050  | 88141 | 87283 |
| BANK Series 2020-BN28 Class A4, 1.844% 3/15/2063  | 380000 | 326274 |
| BANK Series 2021-BN35 Class A5, 2.285% 6/15/2064  | 700000 | 598777 |
| BANK Series 2022-BNK39 Class A4, 2.928% 2/15/2055  | 300000 | 263383 |
| BANK Series 2022-BNK41 Class A4, 3.7897% 4/15/2065 (b) | 950000 | 881012 |
| BANK Series 2023-BNK45 Class A5, 5.203% 2/15/2056 (b) | 1440000 | 1439459 |
| BBCMS Mortgage Trust Series 2021-C10 Class A5, 2.492% 7/15/2054  | 450000 | 397259 |
| BBCMS Mortgage Trust Series 2021-C11 Class A5, 2.322% 9/15/2054  | 450000 | 387608 |
| BBCMS Mortgage Trust Series 2021-C12 Class A5, 2.689% 11/15/2054  | 300000 | 260893 |
| BBCMS Mortgage Trust Series 2021-C9 Class A5, 2.299% 2/15/2054  | 550000 | 477789 |
| BBCMS Mortgage Trust Series 2024-C26 Class A5, 5.829% 5/15/2057 (b) | 1885000 | 1965799 |
| Benchmark Mortgage Trust Series 2019-B12 Class A5, 3.1156% 8/15/2052  | 89000 | 82594 |
| Benchmark Mortgage Trust Series 2019-B9 Class A5, 4.0156% 3/15/2052  | 160000 | 154407 |
| Benchmark Mortgage Trust Series 2020-B19 Class A5, 1.85% 9/15/2053  | 350000 | 299151 |
| Benchmark Mortgage Trust Series 2021-B24 Class A5, 2.5843% 3/15/2054  | 450000 | 388581 |
| Benchmark Mortgage Trust Series 2023-B39 Class A5, 5.7536% 7/15/2056  | 500000 | 519959 |
| BMO Mortgage Trust Series 2022-C1 Class A5, 3.374% 2/15/2055  | 300000 | 270335 |
| BMO Mortgage Trust Series 2023-C6 Class A5, 5.9562% 9/15/2056  | 140000 | 146046 |
| BMO Mortgage Trust Series 2024-C9 Class A5, 5.7592% 7/15/2057  | 1835000 | 1897257 |
| Citigroup Commercial Mortgage Trust Series 2016-C1 Class A4, 3.209% 5/10/2049  | 480000 | 472165 |
| Citigroup Commercial Mortgage Trust Series 2018-B2 Class A4, 4.009% 3/10/2051  | 250000 | 244729 |
| Computershare Corporate Trust Series 2018-C48 Class A5, 4.302% 1/15/2052  | 240000 | 236537 |
| CSAIL Commercial Mortgage Trust Series 2019-C17 Class A4, 2.7628% 9/15/2052  | 200000 | 185226 |
| CSAIL Commercial Mortgage Trust Series 2019-C17 Class A5, 3.0161% 9/15/2052  | 200000 | 184457 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2016-K057 Class A2, 2.57% 7/25/2026  | 328988 | 322830 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2017-K064 Class A2, 3.224% 3/25/2027  | 250000 | 245349 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2017-K068 Class A2, 3.244% 8/25/2027  | 570000 | 557723 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2019-1510 Class A2, 3.718% 1/25/2031  | 165000 | 158419 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2019-K094 Class A2, 2.903% 6/25/2029  | 430000 | 408096 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-K104 Class A2, 2.253% 1/25/2030  | 760000 | 696286 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-K116 Class A2, 1.378% 7/25/2030  | 640000 | 553454 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-K117 Class A2, 1.406% 8/25/2030  | 710000 | 613163 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-K118 Class A2, 1.493% 9/25/2030  | 430000 | 372198 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-K121 Class A2, 1.547% 10/25/2030  | 70000 | 60499 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-K123 Class A2, 1.621% 12/25/2030  | 540000 | 467424 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-K125 Class A2, 1.846% 1/25/2031  | 450000 | 392973 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-K126 Class A2, 2.074% 1/25/2031  | 180000 | 159331 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-K128 Class A2, 2.02% 3/25/2031  | 540000 | 475601 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-K129 Class A2, 1.914% 5/25/2031  | 540000 | 471075 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-K130 Class A2, 1.723% 6/25/2031  | 650000 | 557958 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-K136 Class A2, 2.127% 11/25/2031  | 1090000 | 946032 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-K140 Class A2, 2.25% 1/25/2032  | 1900000 | 1653515 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-K145 Class A2, 2.58% 5/25/2032  | 2500000 | 2208536 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2023-154 Class A2, 4.35% 1/25/2033  | 500000 | 490864 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2023-156 Class A2, 4.43% 2/25/2033  | 1400000 | 1381588 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2023-157 Class A2, 4.2% 5/25/2033  | 600000 | 582152 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2023-K751 Class A2, 4.412% 3/25/2030  | 500000 | 501328 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2024-163 Class A2, 5% 3/25/2034 (b) | 950000 | 967260 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2024-165 Class A2, 4.489% 9/25/2034  | 1110000 | 1088331 |
| GS Mortgage Securities Trust Series 2020-GC45 Class A5, 2.9106% 2/13/2053  | 300000 | 276331 |
| JPMBB Commercial Mortgage Securities Trust Series 2014-C24 Class A5, 3.6385% 11/15/2047  | 31162 | 30543 |
| JPMDB Commercial Mortgage Securities Trust Series 2020-COR7 Class A5, 2.1798% 5/13/2053  | 500000 | 410161 |
| Morgan Stanley Cap I Tr 2020-L4 Series 2020-L4 Class A3, 2.698% 2/15/2053  | 150000 | 136187 |
| Morgan Stanley Capital I Trust Series 2021-L6 Class A4, 2.444% 6/15/2054 (b) | 275000 | 237899 |
| MSWF Commercial Mortgage Trust Series 2023-2 Class A5, 6.014% 12/15/2056  | 180000 | 190023 |
| UBS Commercial Mortgage Trust Series 2019-C16 Class A4, 3.6048% 4/15/2052  | 350000 | 332553 |
| Wells Fargo Commercial Mortgage Trust Series 2019-C52 Class A5, 2.892% 8/15/2052  | 200000 | 184462 |
| Wells Fargo Commercial Mortgage Trust Series 2019-C54 Class A4, 3.146% 12/15/2052  | 500000 | 465441 |
| Wells Fargo Commercial Mortgage Trust Series 2020-C55 Class A5, 2.725% 2/15/2053  | 135000 | 122805 |
| TOTAL UNITED STATES |  | 30885370 |
| <br> **TOTAL COMMERCIAL MORTGAGE SECURITIES**<br> (Cost $32,714,387) |  | <br> **30885370** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 1.2%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 1.2%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 1.2%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| CANADA - 0.2%  |  |  |
| Export Development Canada 4.125% 2/13/2029  | 880000 | 883714 |
| Province of Alberta 1.3% 7/22/2030  | 360000 | 311551 |
| Province of Alberta 3.3% 3/15/2028  | 225000 | 220514 |
| Province of Alberta 4.5% 1/24/2034  | 120000 | 118142 |
| Province of British Columbia 2.25% 6/2/2026  | 350000 | 343214 |
| Province of British Columbia 4.2% 7/6/2033  | 360000 | 348986 |
| Province of British Columbia 4.9% 4/24/2029  | 500000 | 513840 |
| Province of Manitoba 4.9% 5/31/2034  | 190000 | 191824 |
| Province of Ontario 1.125% 10/7/2030  | 1111000 | 947216 |
| Province of Ontario 2.3% 6/15/2026  | 70000 | 68651 |
| Province of Ontario 2.5% 4/27/2026  | 300000 | 295353 |
| Province of Quebec 1.9% 4/21/2031  | 600000 | 525840 |
| Province of Quebec 2.5% 4/20/2026  | 590000 | 580802 |
| Province of Quebec 2.75% 4/12/2027  | 320000 | 312112 |
| Province of Quebec 3.625% 4/13/2028  | 510000 | 504308 |
| Province of Quebec 4.25% 9/5/2034  | 130000 | 124885 |
| TOTAL CANADA |  | 6290952 |
| CHILE - 0.1%  |  |  |
| Chilean Republic 2.55% 7/27/2033  | 1330000 | 1105563 |
| Chilean Republic 3.24% 2/6/2028  | 200000 | 193399 |
| Chilean Republic 3.625% 10/30/2042  | 394000 | 305055 |
| Chilean Republic 4.95% 1/5/2036  | 290000 | 280430 |
| Chilean Republic 5.65% 1/13/2037  | 1000000 | 1013750 |
| TOTAL CHILE |  | 2898197 |
| HUNGARY - 0.0%  |  |  |
| Hungary Government 7.625% 3/29/2041  | 110000 | 121789 |
| INDONESIA - 0.1%  |  |  |
| Indonesia Government 1.85% 3/12/2031  | 460000 | 391575 |
| Indonesia Government 2.85% 2/14/2030  | 200000 | 184850 |
| Indonesia Government 3.35% 3/12/2071  | 270000 | 165375 |
| Indonesia Government 3.4% 9/18/2029  | 360000 | 345600 |
| Indonesia Government 3.5% 2/14/2050  | 400000 | 282000 |
| Indonesia Government 3.85% 10/15/2030  | 750000 | 722925 |
| Indonesia Government 4.1% 4/24/2028  | 240000 | 238560 |
| Indonesia Government 4.35% 1/11/2048  | 250000 | 204750 |
| Indonesia Government 4.45% 4/15/2070  | 150000 | 116372 |
| Indonesia Government 5.25% 1/15/2030  | 300000 | 308700 |
| Indonesia Government 5.6% 1/15/2035  | 300000 | 309300 |
| TOTAL INDONESIA |  | 3270007 |
| ISRAEL - 0.1%  |  |  |
| Israel Government 3.25% 1/17/2028  | 760000 | 728525 |
| Israel Government 3.375% 1/15/2050  | 475000 | 294120 |
| Israel Government 4.5% 1/30/2043  | 200000 | 163643 |
| Israel Government 5.375% 2/19/2030  | 350000 | 352625 |
| Israel Government 5.375% 3/12/2029  | 200000 | 202604 |
| Israel Government 5.5% 3/12/2034  | 200000 | 197222 |
| Israel Government 5.625% 2/19/2035  | 350000 | 345631 |
| Israel Government 5.75% 3/12/2054  | 200000 | 177344 |
| TOTAL ISRAEL |  | 2461714 |
| ITALY - 0.1%  |  |  |
| Italian Republic 1.25% 2/17/2026  | 1161000 | 1135590 |
| Italian Republic 2.875% 10/17/2029  | 400000 | 372230 |
| Italian Republic 3.875% 5/6/2051  | 200000 | 134800 |
| TOTAL ITALY |  | 1642620 |
| JAPAN - 0.0%  |  |  |
| Japan International Cooperation Agency 1.75% 4/28/2031  | 200000 | 172023 |
| KOREA (SOUTH) - 0.0%  |  |  |
| Korean Republic 2.75% 1/19/2027  | 570000 | 556340 |
| MEXICO - 0.2%  |  |  |
| United Mexican States 3.25% 4/16/2030  | 400000 | 364800 |
| United Mexican States 3.5% 2/12/2034  | 1226000 | 1007159 |
| United Mexican States 3.75% 1/11/2028  | 320000 | 312840 |
| United Mexican States 4.5% 1/31/2050  | 1920000 | 1336320 |
| United Mexican States 4.5% 4/22/2029  | 250000 | 244500 |
| United Mexican States 4.6% 2/10/2048  | 270000 | 191700 |
| United Mexican States 4.75% 4/27/2032  | 200000 | 186800 |
| United Mexican States 5% 4/27/2051  | 1195000 | 887885 |
| United Mexican States 5.4% 2/9/2028  | 200000 | 203125 |
| United Mexican States 5.55% 1/21/2045  | 560000 | 482642 |
| United Mexican States 6.05% 1/11/2040  | 120000 | 111390 |
| United Mexican States 6.35% 2/9/2035  | 430000 | 428495 |
| TOTAL MEXICO |  | 5757656 |
| PANAMA - 0.1%  |  |  |
| Panamanian Republic 3.16% 1/23/2030  | 800000 | 705488 |
| Panamanian Republic 3.87% 7/23/2060  | 200000 | 107453 |
| Panamanian Republic 4.5% 4/16/2050  | 400000 | 254400 |
| Panamanian Republic 4.5% 5/15/2047  | 240000 | 157500 |
| Panamanian Republic 6.4% 2/14/2035  | 480000 | 452760 |
| Panamanian Republic 6.7% 1/26/2036  | 240000 | 231360 |
| TOTAL PANAMA |  | 1908961 |
| PERU - 0.0%  |  |  |
| Peruvian Republic 1.862% 12/1/2032  | 420000 | 328860 |
| Peruvian Republic 2.78% 12/1/2060  | 810000 | 423630 |
| Peruvian Republic 3.55% 3/10/2051  | 250000 | 167999 |
| Peruvian Republic 5.375% 2/8/2035  | 290000 | 284795 |
| Peruvian Republic 6.55% 3/14/2037  | 275000 | 292188 |
| TOTAL PERU |  | 1497472 |
| PHILIPPINES - 0.1%  |  |  |
| Philippine Republic 2.65% 12/10/2045  | 610000 | 386191 |
| Philippine Republic 2.95% 5/5/2045  | 370000 | 247438 |
| Philippine Republic 3% 2/1/2028  | 200000 | 193040 |
| Philippine Republic 3.95% 1/20/2040  | 300000 | 253722 |
| Philippine Republic 4.75% 3/5/2035  | 400000 | 387944 |
| Philippine Republic 5.17% 10/13/2027  | 1200000 | 1220625 |
| Philippine Republic 5.25% 5/14/2034  | 400000 | 403800 |
| Philippine Republic 5.5% 1/17/2048  | 200000 | 191778 |
| Philippine Republic 6.375% 10/23/2034  | 130000 | 141570 |
| Philippine Republic 9.5% 2/2/2030  | 170000 | 204850 |
| TOTAL PHILIPPINES |  | 3630958 |
| POLAND - 0.1%  |  |  |
| Republic of Poland 4.625% 3/18/2029  | 560000 | 561966 |
| Republic of Poland 4.875% 10/4/2033  | 260000 | 254670 |
| Republic of Poland 4.875% 2/12/2030  | 400000 | 403632 |
| Republic of Poland 5.125% 9/18/2034  | 300000 | 296775 |
| Republic of Poland 5.375% 2/12/2035  | 400000 | 398276 |
| Republic of Poland 5.5% 3/18/2054  | 200000 | 180925 |
| Republic of Poland 5.5% 4/4/2053  | 260000 | 236405 |
| Republic of Poland 5.75% 11/16/2032  | 200000 | 208510 |
| TOTAL POLAND |  | 2541159 |
| URUGUAY - 0.1%  |  |  |
| Uruguay Republic 4.125% 11/20/2045  | 130000 | 107120 |
| Uruguay Republic 4.375% 1/23/2031  | 270000 | 266760 |
| Uruguay Republic 4.375% 10/27/2027  | 140000 | 139860 |
| Uruguay Republic 4.975% 4/20/2055  | 462000 | 397320 |
| Uruguay Republic 5.1% 6/18/2050  | 100000 | 89830 |
| Uruguay Republic 5.442% 2/14/2037  | 1000000 | 1005500 |
| Uruguay Republic 7.625% 3/21/2036  | 130000 | 152750 |
| TOTAL URUGUAY |  | 2159140 |
| <br> **TOTAL FOREIGN GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS**<br> (Cost $38,088,094) |  | <br> **34908988** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Municipal Securities - 0.3%** | &nbsp;&nbsp;**Municipal Securities - 0.3%** | &nbsp;&nbsp;**Municipal Securities - 0.3%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| California - 0.2%  |  |  |
| Education - 0.0% |  |  |
| California St Univ Rev 2.719% 11/1/2052  | 280000 | 176516 |
| General Obligations - 0.2% |  |  |
| Golden State Tobacco Securitization Corp. Tobacco Settlement (State of California Proj.) Series 2021 B, 2.746% 6/1/2034  | 112000 | 94215 |
| Golden State Tobacco Securitization Corp. Tobacco Settlement (State of California Proj.) Series 2021 B, 3.293% 6/1/2042  | 60000 | 43305 |
| State of California 7.5% 4/1/2034  | 980000 | 1122767 |
| State of California 7.55% 4/1/2039  | 360000 | 425947 |
| State of California 7.6% 11/1/2040  | 350000 | 415504 |
| State of California Gen. Oblig. 3.5% 4/1/2028  | 175000 | 171995 |
|  |  | 2273733 |
| Health Care - 0.0% |  |  |
| Univ CA Regts Med Ctr Pooled Rev (Univ CA Regts Med Ctr Pooled Rev Proj.) Series 2020 N, 3.256% 5/15/2060  | 700000 | 428827 |
| Univ CA Regts Med Ctr Pooled Rev Series 2020 N, 3.006% 5/15/2050  | 150000 | 93876 |
|  |  | 522703 |
| Transportation - 0.0% |  |  |
| Bay Area Toll Auth CA Bridge Rev 6.263% 4/1/2049  | 325000 | 334182 |
| Bay Area Toll Auth CA Bridge Rev 7.043% 4/1/2050  | 55000 | 60987 |
| City of Los Angeles Department of Airports Customer Facility Charge Revenue (Los Angeles CA Dept Arpts Rev Proj.) 4.242% 5/15/2048 (Assured Guaranty Municipal Corp Insured)  | 300000 | 249901 |
|  |  | 645070 |
| TOTAL CALIFORNIA |  | 3618022 |
| Florida - 0.0%  |  |  |
| Special Tax - 0.0% |  |  |
| State of Florida Series 2024A, 5.526% 7/1/2034  | 300000 | 302761 |
| Idaho - 0.0%  |  |  |
| Electric Utilities - 0.0% |  |  |
| Idaho Energy Res Auth Transmission Facs Rev (Bonneville Power Administration Proj.) Series 2021, 2.861% 9/1/2046  | 75000 | 50242 |
| Illinois - 0.1%  |  |  |
| General Obligations - 0.1% |  |  |
| Illinois St 7.35% 7/1/2035  | 78571 | 83298 |
| Illinois St Gen. Oblig. 5.1% 6/1/2033  | 654412 | 650702 |
|  |  | 734000 |
| Transportation - 0.0% |  |  |
| Chicago IL O'Hare Intl Arpt Rev 6.395% 1/1/2040  | 300000 | 325689 |
| TOTAL ILLINOIS |  | 1059689 |
| Kansas - 0.0%  |  |  |
| General Obligations - 0.0% |  |  |
| Kansas St Dev Fin Auth Rev (Kansas St Proj.) Series 2015 H, 4.927% 4/15/2045  | 140000 | 129432 |
| Massachusetts - 0.0%  |  |  |
| General Obligations - 0.0% |  |  |
| Massachusetts St 5.456% 12/1/2039  | 145000 | 145083 |
| Special Tax - 0.0% |  |  |
| Massachusetts St Sch Bldg Auth Dedicated Sales Tax Rev Series 2019 B, 3.395% 10/15/2040  | 250000 | 206635 |
| Water & Sewer - 0.0% |  |  |
| Massachusetts St Wtr Res Auth Series 2021C, 2.823% 8/1/2041  | 300000 | 233505 |
| TOTAL MASSACHUSETTS |  | 585223 |
| Michigan - 0.0%  |  |  |
| Education - 0.0% |  |  |
| University MI Univ Revs 4.454% 4/1/2122  | 180000 | 137908 |
| General Obligations - 0.0% |  |  |
| Michigan St Strategic Fd Ltd Oblig Rev (State of Michigan Proj.) Series 2021 A, 3.225% 9/1/2047  | 100000 | 72627 |
| TOTAL MICHIGAN |  | 210535 |
| Minnesota - 0.0%  |  |  |
| Education - 0.0% |  |  |
| University MN Series 2022, 4.048% 4/1/2052  | 210000 | 162798 |
| New Jersey - 0.0%  |  |  |
| Transportation - 0.0% |  |  |
| New Jersey Turnpike Authority 7.102% 1/1/2041  | 140000 | 156439 |
| New Jersey Turnpike Authority 7.414% 1/1/2040  | 320000 | 377340 |
|  |  | 533779 |
| TOTAL NEW JERSEY |  | 533779 |
| New Jersey,New York - 0.0%  |  |  |
| Transportation - 0.0% |  |  |
| Port Auth NY & NJ 4.96% 8/1/2046  | 70000 | 65051 |
| Port Auth NY & NJ Series 225, 3.175% 7/15/2060  | 300000 | 185267 |
|  |  | 250318 |
| TOTAL NEW JERSEY,NEW YORK |  | 250318 |
| New York - 0.0%  |  |  |
| General Obligations - 0.0% |  |  |
| City of New York NY 6.271% 12/1/2037  | 280000 | 294853 |
| Special Tax - 0.0% |  |  |
| New York St Dorm Auth St Pers Income Tax Rev (New York State Pit Proj.) 2.202% 3/15/2034  | 300000 | 244027 |
| Transportation - 0.0% |  |  |
| Metropolitan Transn Auth NY Rv 6.814% 11/15/2040  | 85000 | 91308 |
| Water & Sewer - 0.0% |  |  |
| New York NY Cty Muni Wtr Fin Auth 6.011% 6/15/2042  | 280000 | 284468 |
| TOTAL NEW YORK |  | 914656 |
| North Carolina - 0.0%  |  |  |
| Health Care - 0.0% |  |  |
| Atrium Health (Atrium Health Proj.) 3.204% 1/15/2051  | 150000 | 99145 |
| Ohio - 0.0%  |  |  |
| Electric Utilities - 0.0% |  |  |
| American Mun Pwr Rev 7.834% 2/15/2041  | 170000 | 197459 |
| Texas - 0.0%  |  |  |
| Electric Utilities - 0.0% |  |  |
| San Antonio TX Elec & Gas Rev 4.427% 2/1/2042  | 300000 | 277792 |
| General Obligations - 0.0% |  |  |
| Texas State 4.681% 4/1/2040  | 300000 | 282834 |
| Texas State Gen. Oblig. Series 2015 C, 3.738% 10/1/2031  | 190000 | 182601 |
|  |  | 465435 |
| Special Tax - 0.0% |  |  |
| Dallas TX Rapid Transit Sales Tax Rev Series 2021 A, 2.613% 12/1/2048  | 300000 | 192371 |
| Transportation - 0.0% |  |  |
| Dallas Fort Worth International Airport 4.507% 11/1/2051  | 100000 | 84017 |
| Dallas Fort Worth International Airport Series 2019A, 3.144% 11/1/2045  | 20000 | 14567 |
| Dallas Fort Worth International Airport Series 2021 C, 2.843% 11/1/2046  | 250000 | 172546 |
|  |  | 271130 |
| TOTAL TEXAS |  | 1206728 |
| Virginia - 0.0%  |  |  |
| Education - 0.0% |  |  |
| University VA Univ Revs (University VA Univ Revs Proj.) 2.584% 11/1/2051  | 210000 | 122376 |
| <br> **TOTAL MUNICIPAL SECURITIES**<br> (Cost $11,127,952) |  | <br> **9443163** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 27.1%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 27.1%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 27.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| AUSTRALIA - 0.2%  |  |  |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Australia & New Zealand Banking Group Ltd/New York NY 4.75% 1/18/2027  | 340000 | 342597 |
| National Australia Bank Ltd/New York 4.9% 6/13/2028  | 300000 | 305820 |
| National Australia Bank Ltd/New York 4.944% 1/12/2028  | 250000 | 254726 |
| Westpac Banking Corp 1.953% 11/20/2028  | 170000 | 157469 |
| Westpac Banking Corp 3.02% 11/18/2036 (b) | 180000 | 155487 |
| Westpac Banking Corp 3.133% 11/18/2041  | 100000 | 70378 |
| Westpac Banking Corp 3.35% 3/8/2027  | 670000 | 659925 |
| Westpac Banking Corp 4.043% 8/26/2027  | 230000 | 229487 |
| Westpac Banking Corp 4.11% 7/24/2034 (b) | 500000 | 478762 |
| Westpac Banking Corp 4.322% 11/23/2031 (b) | 270000 | 267222 |
| Westpac Banking Corp 5.405% 8/10/2033 (b) | 100000 | 99803 |
| Westpac Banking Corp 5.618% 11/20/2035 (b) | 100000 | 99270 |
| Westpac Banking Corp 6.82% 11/17/2033  | 100000 | 108837 |
|  |  | 3229783 |
| Materials - 0.1% |  |  |
| Metals & Mining - 0.1% |  |  |
| BHP Billiton Finance USA Ltd 4.125% 2/24/2042  | 225000 | 187833 |
| BHP Billiton Finance USA Ltd 4.75% 2/28/2028  | 400000 | 404952 |
| BHP Billiton Finance USA Ltd 5% 9/30/2043  | 151000 | 139248 |
| BHP Billiton Finance USA Ltd 5.25% 9/8/2033  | 330000 | 332759 |
| BHP Billiton Finance USA Ltd 5.3% 2/21/2035  | 50000 | 50044 |
| BHP Billiton Finance USA Ltd 5.5% 9/8/2053  | 50000 | 48004 |
| Rio Tinto Finance USA Ltd 2.75% 11/2/2051  | 390000 | 228793 |
| Rio Tinto Finance USA Ltd 5.2% 11/2/2040  | 324000 | 311207 |
| Rio Tinto Finance USA PLC 4.875% 3/14/2030  | 210000 | 212288 |
| Rio Tinto Finance USA PLC 5% 3/9/2033  | 200000 | 199814 |
| Rio Tinto Finance USA PLC 5.25% 3/14/2035  | 420000 | 418743 |
| Rio Tinto Finance USA PLC 5.75% 3/14/2055  | 105000 | 102083 |
|  |  | 2635768 |
| TOTAL AUSTRALIA |  | 5865551 |
| BELGIUM - 0.1%  |  |  |
| Consumer Staples - 0.1% |  |  |
| Beverages - 0.1% |  |  |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc 4.7% 2/1/2036  | 200000 | 192242 |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc 4.9% 2/1/2046  | 100000 | 90152 |
| Anheuser-Busch InBev Finance Inc 4.7% 2/1/2036  | 220000 | 211466 |
| Anheuser-Busch InBev Finance Inc 4.9% 2/1/2046  | 100000 | 90138 |
| Anheuser-Busch InBev Worldwide Inc 4.35% 6/1/2040  | 180000 | 158850 |
| Anheuser-Busch InBev Worldwide Inc 4.439% 10/6/2048  | 1195000 | 994894 |
| Anheuser-Busch InBev Worldwide Inc 4.6% 4/15/2048  | 487000 | 422338 |
| Anheuser-Busch InBev Worldwide Inc 4.95% 1/15/2042  | 230000 | 213333 |
| Anheuser-Busch InBev Worldwide Inc 5.45% 1/23/2039  | 380000 | 381004 |
| Anheuser-Busch InBev Worldwide Inc 5.55% 1/23/2049  | 400000 | 392538 |
| Anheuser-Busch InBev Worldwide Inc 5.8% 1/23/2059  | 370000 | 369605 |
| Anheuser-Busch InBev Worldwide Inc 5.875% 6/15/2035  | 180000 | 190899 |
| Anheuser-Busch InBev Worldwide Inc 8.2% 1/15/2039  | 110000 | 138290 |
| TOTAL BELGIUM |  | 3845749 |
| BRAZIL - 0.1%  |  |  |
| Materials - 0.1% |  |  |
| Metals & Mining - 0.1% |  |  |
| Vale Overseas Ltd 3.75% 7/8/2030  | 500000 | 467115 |
| Vale Overseas Ltd 6.125% 6/12/2033  | 70000 | 71876 |
| Vale Overseas Ltd 6.4% 6/28/2054  | 150000 | 142842 |
| Vale Overseas Ltd 6.875% 11/21/2036  | 120000 | 127977 |
|  |  | 809810 |
| Paper & Forest Products - 0.0% |  |  |
| Suzano Austria GmbH 2.5% 9/15/2028  | 320000 | 293562 |
| Suzano Austria GmbH 3.125% 1/15/2032  | 250000 | 213121 |
| Suzano Austria GmbH 6% 1/15/2029  | 230000 | 234140 |
|  |  | 740823 |
| TOTAL BRAZIL |  | 1550633 |
| CANADA - 0.9%  |  |  |
| Communication Services - 0.1% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| Bell Canada 2.15% 2/15/2032  | 230000 | 190934 |
| Bell Canada 3.2% 2/15/2052  | 100000 | 62436 |
| Bell Canada 4.464% 4/1/2048  | 130000 | 102343 |
| Bell Canada 5.55% 2/15/2054  | 240000 | 220577 |
| TELUS Corp 4.3% 6/15/2049  | 100000 | 75151 |
|  |  | 651441 |
| Wireless Telecommunication Services - 0.1% |  |  |
| Rogers Communications Inc 2.9% 11/15/2026  | 90000 | 87737 |
| Rogers Communications Inc 4.3% 2/15/2048  | 240000 | 187964 |
| Rogers Communications Inc 4.55% 3/15/2052  | 480000 | 376508 |
| Rogers Communications Inc 5% 3/15/2044  | 210000 | 182776 |
|  |  | 834985 |
| TOTAL COMMUNICATION SERVICES |  | 1486426 |
| Energy - 0.2% |  |  |
| Oil, Gas & Consumable Fuels - 0.2% |  |  |
| Canadian Natural Resources Ltd 3.85% 6/1/2027  | 152000 | 149833 |
| Canadian Natural Resources Ltd 4.95% 6/1/2047  | 210000 | 171008 |
| Canadian Natural Resources Ltd 5% 12/15/2029 (c) | 400000 | 398419 |
| Canadian Natural Resources Ltd 6.25% 3/15/2038  | 50000 | 50183 |
| Canadian Natural Resources Ltd 6.45% 6/30/2033  | 140000 | 147128 |
| Cenovus Energy Inc 5.4% 6/15/2047  | 171000 | 147146 |
| Enbridge Inc 1.6% 10/4/2026  | 860000 | 826827 |
| Enbridge Inc 2.5% 8/1/2033  | 520000 | 423365 |
| Enbridge Inc 3.125% 11/15/2029  | 420000 | 392074 |
| Enbridge Inc 3.4% 8/1/2051  | 190000 | 121132 |
| Enbridge Inc 4.5% 6/10/2044  | 120000 | 96256 |
| Enbridge Inc 5.625% 4/5/2034  | 100000 | 100963 |
| Enbridge Inc 5.7% 3/8/2033  | 200000 | 203983 |
| Enbridge Inc 6.2% 11/15/2030  | 540000 | 571809 |
| Enbridge Inc 8.5% 1/15/2084 (b) | 60000 | 65107 |
| South Bow USA Infrastructure Holdings LLC 5.026% 10/1/2029 (c) | 100000 | 99159 |
| South Bow USA Infrastructure Holdings LLC 5.584% 10/1/2034 (c) | 150000 | 144382 |
| South Bow USA Infrastructure Holdings LLC 6.176% 10/1/2054 (c) | 100000 | 91003 |
| Suncor Energy Inc 4% 11/15/2047  | 234000 | 167172 |
| Suncor Energy Inc 6.8% 5/15/2038  | 130000 | 136208 |
| Suncor Energy Inc 7.15% 2/1/2032  | 90000 | 97322 |
| TransCanada PipeLines Ltd 4.1% 4/15/2030  | 270000 | 261516 |
| TransCanada PipeLines Ltd 4.25% 5/15/2028  | 320000 | 317478 |
| TransCanada PipeLines Ltd 4.875% 5/15/2048  | 80000 | 68191 |
| TransCanada PipeLines Ltd 5% 10/16/2043  | 440000 | 393580 |
| TransCanada PipeLines Ltd 6.1% 6/1/2040  | 170000 | 171391 |
| TransCanada PipeLines Ltd 7.25% 8/15/2038  | 100000 | 109920 |
|  |  | 5922555 |
| Financials - 0.5% |  |  |
| Banks - 0.5% |  |  |
| Bank of Montreal 1.25% 9/15/2026  | 395000 | 379402 |
| Bank of Montreal 2.65% 3/8/2027  | 460000 | 446448 |
| Bank of Montreal 3.088% 1/10/2037 (b) | 110000 | 93636 |
| Bank of Montreal 3.803% 12/15/2032 (b) | 100000 | 96713 |
| Bank of Montreal 5.717% 9/25/2028  | 320000 | 331691 |
| Bank of Nova Scotia/The 2.45% 2/2/2032  | 110000 | 94257 |
| Bank of Nova Scotia/The 4.588% 5/4/2037 (b) | 120000 | 111845 |
| Bank of Nova Scotia/The 4.85% 2/1/2030  | 210000 | 212239 |
| Bank of Nova Scotia/The 5.25% 6/12/2028  | 330000 | 338611 |
| Bank of Nova Scotia/The 5.45% 6/12/2025  | 900000 | 900188 |
| Bank of Nova Scotia/The 5.65% 2/1/2034  | 250000 | 258651 |
| Canadian Imperial Bank of Commerce 3.6% 4/7/2032  | 85000 | 78027 |
| Canadian Imperial Bank of Commerce 5.001% 4/28/2028  | 310000 | 315042 |
| Canadian Imperial Bank of Commerce 5.926% 10/2/2026  | 210000 | 213843 |
| Canadian Imperial Bank of Commerce 5.986% 10/3/2028  | 310000 | 324155 |
| Canadian Imperial Bank of Commerce 6.092% 10/3/2033  | 186000 | 197312 |
| National Bank of Canada 4.5% 10/10/2029  | 250000 | 247555 |
| Royal Bank of Canada 1.2% 4/27/2026  | 1030000 | 1001323 |
| Royal Bank of Canada 2.05% 1/21/2027  | 1120000 | 1081046 |
| Royal Bank of Canada 3.625% 5/4/2027  | 410000 | 404510 |
| Royal Bank of Canada 4.24% 8/3/2027  | 390000 | 389081 |
| Royal Bank of Canada 4.522% 10/18/2028 (b) | 250000 | 249802 |
| Royal Bank of Canada 4.65% 1/27/2026  | 210000 | 209776 |
| Royal Bank of Canada 4.65% 10/18/2030 (b) | 420000 | 418218 |
| Royal Bank of Canada 4.95% 2/1/2029  | 90000 | 91613 |
| Royal Bank of Canada 5% 5/2/2033  | 200000 | 200494 |
| Royal Bank of Canada 5.15% 2/1/2034  | 100000 | 100949 |
| Royal Bank of Canada 5.153% 2/4/2031 (b) | 160000 | 162278 |
| Toronto Dominion Bank 2% 9/10/2031  | 200000 | 171990 |
| Toronto Dominion Bank 3.2% 3/10/2032  | 190000 | 170177 |
| Toronto Dominion Bank 3.766% 6/6/2025  | 1440000 | 1439855 |
| Toronto Dominion Bank 4.456% 6/8/2032  | 100000 | 96891 |
| Toronto Dominion Bank 5.146% 9/10/2034 (b) | 220000 | 218029 |
| Toronto Dominion Bank 5.156% 1/10/2028  | 620000 | 630929 |
| Toronto Dominion Bank 5.264% 12/11/2026  | 300000 | 303365 |
| Toronto Dominion Bank 5.298% 1/30/2032  | 400000 | 405632 |
|  |  | 12385573 |
| Capital Markets - 0.0% |  |  |
| Brookfield Capital Finance LLC 6.087% 6/14/2033  | 100000 | 104216 |
| Brookfield Finance Inc 2.724% 4/15/2031  | 330000 | 293271 |
| Brookfield Finance Inc 3.5% 3/30/2051  | 100000 | 65698 |
| Brookfield Finance Inc 3.9% 1/25/2028  | 190000 | 186464 |
| Brookfield Finance Inc 5.813% 3/3/2055  | 100000 | 94784 |
| Brookfield Finance Inc 5.968% 3/4/2054  | 100000 | 96660 |
| Brookfield Finance Inc 6.35% 1/5/2034  | 170000 | 180005 |
| Brookfield Finance LLC / Brookfield Finance Inc 3.45% 4/15/2050  | 120000 | 78543 |
| CI Financial Corp 3.2% 12/17/2030  | 220000 | 191921 |
|  |  | 1291562 |
| Insurance - 0.0% |  |  |
| Fairfax Financial Holdings Ltd 4.625% 4/29/2030  | 240000 | 236491 |
| Fairfax Financial Holdings Ltd 5.625% 8/16/2032  | 70000 | 71117 |
| Fairfax Financial Holdings Ltd 5.75% 5/20/2035 (c) | 100000 | 99841 |
| Fairfax Financial Holdings Ltd 6% 12/7/2033  | 70000 | 71967 |
| Fairfax Financial Holdings Ltd 6.1% 3/15/2055  | 50000 | 47458 |
| Fairfax Financial Holdings Ltd 6.35% 3/22/2054  | 150000 | 146801 |
| Manulife Financial Corp 4.15% 3/4/2026  | 510000 | 508422 |
| Manulife Financial Corp 5.375% 3/4/2046  | 50000 | 47932 |
|  |  | 1230029 |
| TOTAL FINANCIALS |  | 14907164 |
| Industrials - 0.1% |  |  |
| Ground Transportation - 0.1% |  |  |
| Canadian National Railway Co 2.45% 5/1/2050  | 290000 | 165440 |
| Canadian National Railway Co 2.75% 3/1/2026  | 150000 | 148079 |
| Canadian National Railway Co 3.65% 2/3/2048  | 100000 | 74477 |
| Canadian National Railway Co 4.45% 1/20/2049  | 50000 | 42063 |
| Canadian National Railway Co 6.125% 11/1/2053  | 60000 | 63600 |
| Canadian Pacific Railway Co 1.75% 12/2/2026  | 200000 | 192262 |
| Canadian Pacific Railway Co 2.45% 12/2/2031  | 200000 | 173203 |
| Canadian Pacific Railway Co 3.1% 12/2/2051  | 300000 | 192218 |
| Canadian Pacific Railway Co 3.5% 5/1/2050  | 260000 | 179401 |
| Canadian Pacific Railway Co 4.2% 11/15/2069  | 50000 | 36296 |
| Canadian Pacific Railway Co 4.8% 8/1/2045  | 230000 | 201071 |
| Canadian Pacific Railway Co 6.125% 9/15/2115  | 100000 | 97926 |
|  |  | 1566036 |
| Professional Services - 0.0% |  |  |
| TR Finance LLC 5.85% 4/15/2040  | 110000 | 110877 |
| TOTAL INDUSTRIALS |  | 1676913 |
| Materials - 0.0% |  |  |
| Chemicals - 0.0% |  |  |
| Nutrien Ltd 3.95% 5/13/2050  | 170000 | 122894 |
| Nutrien Ltd 4.125% 3/15/2035  | 150000 | 133521 |
| Nutrien Ltd 4.2% 4/1/2029  | 32000 | 31490 |
| Nutrien Ltd 4.9% 3/27/2028  | 380000 | 383989 |
| Nutrien Ltd 5% 4/1/2049  | 156000 | 135540 |
| Nutrien Ltd 5.4% 6/21/2034  | 300000 | 298838 |
|  |  | 1106272 |
| Metals & Mining - 0.0% |  |  |
| Barrick North America Finance LLC 5.7% 5/30/2041  | 242000 | 236287 |
| Barrick PD Australia Finance Pty Ltd 5.95% 10/15/2039  | 100000 | 100853 |
|  |  | 337140 |
| TOTAL MATERIALS |  | 1443412 |
| Utilities - 0.0% |  |  |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |
| Emera US Finance LP 2.639% 6/15/2031  | 130000 | 111937 |
| Emera US Finance LP 3.55% 6/15/2026  | 160000 | 157874 |
| Emera US Finance LP 4.75% 6/15/2046  | 100000 | 80701 |
|  |  | 350512 |
| TOTAL CANADA |  | 25786982 |
| CHINA - 0.0%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Broadline Retail - 0.0% |  |  |
| Alibaba Group Holding Ltd 2.125% 2/9/2031  | 340000 | 299067 |
| Alibaba Group Holding Ltd 3.15% 2/9/2051  | 235000 | 150145 |
| Alibaba Group Holding Ltd 4% 12/6/2037  | 140000 | 121572 |
| Alibaba Group Holding Ltd 4.5% 11/28/2034  | 230000 | 218581 |
| TOTAL CHINA |  | 789365 |
| FRANCE - 0.1%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| Orange SA 5.375% 1/13/2042  | 270000 | 255745 |
| Energy - 0.1% |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |
| TotalEnergies Capital International SA 3.127% 5/29/2050  | 100000 | 64111 |
| TotalEnergies Capital International SA 3.386% 6/29/2060  | 380000 | 240208 |
| TotalEnergies Capital International SA 3.461% 7/12/2049  | 140000 | 95760 |
| TotalEnergies Capital SA 3.883% 10/11/2028  | 470000 | 465470 |
| TotalEnergies Capital SA 5.15% 4/5/2034  | 230000 | 231665 |
| TotalEnergies Capital SA 5.488% 4/5/2054  | 240000 | 223987 |
| TotalEnergies Capital SA 5.638% 4/5/2064  | 70000 | 65415 |
|  |  | 1386616 |
| TOTAL FRANCE |  | 1642361 |
| GERMANY - 0.3%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| Deutsche Telekom International Finance BV 8.75% 6/15/2030 (b) | 370000 | 433706 |
| Consumer Discretionary - 0.0% |  |  |
| Automobiles - 0.0% |  |  |
| Mercedes-Benz Finance North America LLC 8.5% 1/18/2031  | 100000 | 117697 |
| Financials - 0.3% |  |  |
| Capital Markets - 0.1% |  |  |
| Deutsche Bank AG 4.1% 1/13/2026  | 700000 | 697273 |
| Deutsche Bank AG/New York NY 2.311% 11/16/2027 (b) | 830000 | 798972 |
| Deutsche Bank AG/New York NY 3.547% 9/18/2031 (b) | 150000 | 138225 |
| Deutsche Bank AG/New York NY 3.729% 1/14/2032 (b) | 520000 | 468383 |
| Deutsche Bank AG/New York NY 4.1% 1/13/2026  | 154000 | 153201 |
| Deutsche Bank AG/New York NY 4.875% 12/1/2032 (b) | 200000 | 196276 |
| Deutsche Bank AG/New York NY 4.999% 9/11/2030 (b) | 150000 | 149340 |
| Deutsche Bank AG/New York NY 5.297% 5/9/2031 (b) | 250000 | 250346 |
| Deutsche Bank AG/New York NY 5.403% 9/11/2035 (b) | 150000 | 146381 |
| Deutsche Bank AG/New York NY 6.72% 1/18/2029 (b) | 150000 | 156541 |
| Deutsche Bank AG/New York NY 6.819% 11/20/2029 (b) | 280000 | 296270 |
|  |  | 3451208 |
| Financial Services - 0.2% |  |  |
| KfW 0% 6/29/2037 (d) | 1000000 | 576645 |
| KfW 0.375% 7/18/2025  | 208000 | 206939 |
| KfW 3% 5/20/2027  | 2200000 | 2159664 |
| Landwirtschaftliche Rentenbank 3.875% 9/28/2027  | 1110000 | 1108880 |
|  |  | 4052128 |
| TOTAL FINANCIALS |  | 7503336 |
| TOTAL GERMANY |  | 8054739 |
| HONG KONG - 0.0%  |  |  |
| Financials - 0.0% |  |  |
| Insurance - 0.0% |  |  |
| Prudential Funding Asia PLC 3.125% 4/14/2030  | 100000 | 93903 |
| IRELAND - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Consumer Finance - 0.1% |  |  |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 2.45% 10/29/2026  | 1000000 | 969194 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3% 10/29/2028  | 250000 | 235992 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.3% 1/30/2032  | 160000 | 142073 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.4% 10/29/2033  | 250000 | 215265 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.85% 10/29/2041  | 250000 | 194595 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 4.45% 10/1/2025  | 300000 | 299623 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 4.625% 10/15/2027  | 270000 | 269295 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 4.625% 9/10/2029  | 210000 | 208379 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 5.3% 1/19/2034  | 200000 | 197569 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.15% 9/30/2030  | 150000 | 158394 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.45% 4/15/2027  | 219000 | 225365 |
|  |  | 3115744 |
| Materials - 0.0% |  |  |
| Containers & Packaging - 0.0% |  |  |
| Smurfit Kappa Treasury ULC 5.438% 4/3/2034  | 300000 | 300372 |
| Smurfit Westrock Financing DAC 5.418% 1/15/2035  | 200000 | 199142 |
|  |  | 499514 |
| TOTAL IRELAND |  | 3615258 |
| JAPAN - 0.6%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Automobiles - 0.0% |  |  |
| Honda Motor Co Ltd 2.967% 3/10/2032  | 130000 | 114860 |
| Toyota Motor Corp 3.669% 7/20/2028  | 290000 | 285603 |
|  |  | 400463 |
| Financials - 0.6% |  |  |
| Banks - 0.5% |  |  |
| Japan Bank for International Cooperation 1.25% 1/21/2031  | 1012000 | 859405 |
| Japan Bank for International Cooperation 2% 10/17/2029  | 240000 | 219211 |
| Japan Bank for International Cooperation 2.75% 11/16/2027  | 760000 | 736116 |
| Japan Bank for International Cooperation 4.875% 10/18/2028  | 390000 | 399257 |
| Mitsubishi UFJ Financial Group Inc 1.538% 7/20/2027 (b) | 550000 | 531144 |
| Mitsubishi UFJ Financial Group Inc 2.309% 7/20/2032 (b) | 550000 | 472902 |
| Mitsubishi UFJ Financial Group Inc 2.341% 1/19/2028 (b) | 330000 | 318166 |
| Mitsubishi UFJ Financial Group Inc 2.559% 2/25/2030  | 200000 | 181783 |
| Mitsubishi UFJ Financial Group Inc 2.757% 9/13/2026  | 1050000 | 1027358 |
| Mitsubishi UFJ Financial Group Inc 3.195% 7/18/2029  | 670000 | 633921 |
| Mitsubishi UFJ Financial Group Inc 3.961% 3/2/2028  | 100000 | 98913 |
| Mitsubishi UFJ Financial Group Inc 4.153% 3/7/2039  | 150000 | 134144 |
| Mitsubishi UFJ Financial Group Inc 4.286% 7/26/2038  | 110000 | 99611 |
| Mitsubishi UFJ Financial Group Inc 5.197% 1/16/2031 (b) | 400000 | 406353 |
| Mitsubishi UFJ Financial Group Inc 5.406% 4/19/2034 (b) | 200000 | 202505 |
| Mitsubishi UFJ Financial Group Inc 5.441% 2/22/2034 (b) | 240000 | 243819 |
| Mitsubishi UFJ Financial Group Inc 5.475% 2/22/2031 (b) | 200000 | 205418 |
| Mitsubishi UFJ Financial Group Inc 5.615% 4/24/2036 (b) | 200000 | 203143 |
| Mizuho Financial Group Inc 1.554% 7/9/2027 (b) | 200000 | 193353 |
| Mizuho Financial Group Inc 1.979% 9/8/2031 (b) | 280000 | 242006 |
| Mizuho Financial Group Inc 5.098% 5/13/2031 (b) | 400000 | 404212 |
| Mizuho Financial Group Inc 5.382% 7/10/2030 (b) | 630000 | 642893 |
| Mizuho Financial Group Inc 5.669% 9/13/2033 (b) | 200000 | 204804 |
| Mizuho Financial Group Inc 5.739% 5/27/2031 (b) | 590000 | 612119 |
| Mizuho Financial Group Inc 5.778% 7/6/2029 (b) | 430000 | 444020 |
| Sumitomo Mitsui Financial Group Inc 1.474% 7/8/2025  | 650000 | 648022 |
| Sumitomo Mitsui Financial Group Inc 2.174% 1/14/2027  | 1010000 | 974458 |
| Sumitomo Mitsui Financial Group Inc 2.75% 1/15/2030  | 200000 | 183806 |
| Sumitomo Mitsui Financial Group Inc 3.01% 10/19/2026  | 725000 | 710987 |
| Sumitomo Mitsui Financial Group Inc 3.05% 1/14/2042  | 260000 | 188696 |
| Sumitomo Mitsui Financial Group Inc 5.24% 4/15/2030  | 200000 | 204212 |
| Sumitomo Mitsui Financial Group Inc 5.52% 1/13/2028  | 500000 | 513254 |
| Sumitomo Mitsui Financial Group Inc 5.558% 7/9/2034  | 200000 | 203620 |
| Sumitomo Mitsui Financial Group Inc 5.632% 1/15/2035  | 200000 | 204579 |
| Sumitomo Mitsui Financial Group Inc 5.776% 7/13/2033  | 280000 | 290120 |
| Sumitomo Mitsui Financial Group Inc 5.8% 7/13/2028  | 300000 | 311081 |
| Sumitomo Mitsui Financial Group Inc 5.808% 9/14/2033  | 200000 | 209658 |
| Sumitomo Mitsui Financial Group Inc 5.836% 7/9/2044  | 170000 | 169440 |
| Sumitomo Mitsui Financial Group Inc 6.184% 7/13/2043  | 60000 | 62838 |
|  |  | 14591347 |
| Capital Markets - 0.1% |  |  |
| Nomura Holdings Inc 1.851% 7/16/2025  | 666000 | 663586 |
| Nomura Holdings Inc 2.329% 1/22/2027  | 290000 | 278803 |
| Nomura Holdings Inc 2.679% 7/16/2030  | 210000 | 188260 |
| Nomura Holdings Inc 2.999% 1/22/2032  | 565000 | 492507 |
| Nomura Holdings Inc 6.07% 7/12/2028  | 200000 | 207715 |
|  |  | 1830871 |
| TOTAL FINANCIALS |  | 16422218 |
| Health Care - 0.0% |  |  |
| Pharmaceuticals - 0.0% |  |  |
| Takeda Pharmaceutical Co Ltd 2.05% 3/31/2030  | 290000 | 256931 |
| Takeda Pharmaceutical Co Ltd 3.025% 7/9/2040  | 330000 | 240639 |
| Takeda Pharmaceutical Co Ltd 5% 11/26/2028  | 210000 | 212877 |
| Takeda Pharmaceutical Co Ltd 5.8% 7/5/2064  | 410000 | 385508 |
|  |  | 1095955 |
| TOTAL JAPAN |  | 17918636 |
| KOREA (SOUTH) - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Export-Import Bank of Korea 0.625% 2/9/2026  | 400000 | 389752 |
| Export-Import Bank of Korea 1.25% 9/21/2030  | 680000 | 578682 |
| Export-Import Bank of Korea 4% 9/11/2029  | 200000 | 196659 |
| Export-Import Bank of Korea 4.25% 9/15/2027  | 430000 | 428780 |
| Export-Import Bank of Korea 5.125% 9/18/2028  | 290000 | 296968 |
| Export-Import Bank of Korea 5.25% 1/14/2035  | 200000 | 205020 |
| Korea Development Bank/The 1.625% 1/19/2031  | 250000 | 214673 |
| Korea Development Bank/The 2% 10/25/2031  | 350000 | 302318 |
| TOTAL KOREA (SOUTH) |  | 2612852 |
| LUXEMBOURG - 0.0%  |  |  |
| Materials - 0.0% |  |  |
| Metals & Mining - 0.0% |  |  |
| ArcelorMittal SA 6% 6/17/2034  | 60000 | 61911 |
| ArcelorMittal SA 6.35% 6/17/2054  | 100000 | 97938 |
| ArcelorMittal SA 6.55% 11/29/2027  | 230000 | 238527 |
| ArcelorMittal SA 6.8% 11/29/2032  | 270000 | 292172 |
| TOTAL LUXEMBOURG |  | 690548 |
| MEXICO - 0.1%  |  |  |
| Communication Services - 0.1% |  |  |
| Media - 0.0% |  |  |
| Grupo Televisa SAB 5% 5/13/2045  | 100000 | 66985 |
| Grupo Televisa SAB 6.625% 1/15/2040  | 110000 | 96628 |
|  |  | 163613 |
| Wireless Telecommunication Services - 0.1% |  |  |
| America Movil SAB de CV 2.875% 5/7/2030  | 511000 | 467029 |
| America Movil SAB de CV 3.625% 4/22/2029  | 200000 | 191978 |
| America Movil SAB de CV 6.125% 3/30/2040  | 100000 | 101511 |
|  |  | 760518 |
| TOTAL COMMUNICATION SERVICES |  | 924131 |
| Consumer Staples - 0.0% |  |  |
| Beverages - 0.0% |  |  |
| Coca-Cola Femsa SAB de CV 2.75% 1/22/2030  | 150000 | 138393 |
| Materials - 0.0% |  |  |
| Metals & Mining - 0.0% |  |  |
| Southern Copper Corp 5.25% 11/8/2042  | 100000 | 89848 |
| Southern Copper Corp 5.875% 4/23/2045  | 178000 | 168778 |
| Southern Copper Corp 7.5% 7/27/2035  | 320000 | 358602 |
|  |  | 617228 |
| TOTAL MEXICO |  | 1679752 |
| MULTI-NATIONAL - 0.8%  |  |  |
| Financials - 0.8% |  |  |
| Banks - 0.5% |  |  |
| African Development Bank 0.875% 7/22/2026  | 200000 | 192783 |
| Asian Development Bank 0.75% 10/8/2030  | 150000 | 126345 |
| Asian Development Bank 1.875% 1/24/2030  | 1139000 | 1036920 |
| Asian Development Bank 2.5% 11/2/2027  | 20000 | 19350 |
| Asian Development Bank 4% 1/12/2033  | 500000 | 491188 |
| Asian Development Bank 4.375% 3/6/2029  | 1340000 | 1358866 |
| Asian Development Bank 4.5% 8/25/2028  | 630000 | 640753 |
| Corp Andina de Fomento 4.125% 1/7/2028  | 147000 | 146482 |
| Corp Andina de Fomento 5% 1/22/2030  | 150000 | 153537 |
| Corp Andina de Fomento 5% 1/24/2029  | 330000 | 336547 |
| European Investment Bank 0.75% 9/23/2030  | 400000 | 337869 |
| European Investment Bank 0.875% 5/17/2030  | 80000 | 68782 |
| European Investment Bank 1.25% 2/14/2031  | 630000 | 540838 |
| European Investment Bank 1.75% 3/15/2029  | 2950000 | 2724587 |
| European Investment Bank 3.625% 7/15/2030  | 1710000 | 1678695 |
| European Investment Bank 4.875% 2/15/2036  | 400000 | 412900 |
| Inter-American Development Bank 0.875% 4/20/2026  | 400000 | 388481 |
| Inter-American Development Bank 1.125% 1/13/2031  | 730000 | 622326 |
| Inter-American Development Bank 1.5% 1/13/2027  | 1000000 | 960850 |
| Inter-American Development Bank 3.125% 9/18/2028  | 680000 | 662741 |
| Inter-American Development Bank 4% 1/12/2028  | 1500000 | 1502754 |
| Inter-American Development Bank 4.375% 1/24/2044  | 190000 | 173657 |
| Inter-American Development Bank 4.5% 9/13/2033  | 270000 | 272275 |
|  |  | 14849526 |
| Capital Markets - 0.0% |  |  |
| Asian Infrastructure Investment Bank/The 4.25% 3/13/2034  | 300000 | 297017 |
| Financial Services - 0.3% |  |  |
| International Bank for Reconstruction & Development 0.5% 10/28/2025  | 364000 | 358297 |
| International Bank for Reconstruction & Development 0.75% 8/26/2030  | 1433000 | 1211788 |
| International Bank for Reconstruction & Development 0.875% 5/14/2030  | 1054000 | 906067 |
| International Bank for Reconstruction & Development 1.875% 10/27/2026  | 320000 | 310569 |
| International Bank for Reconstruction & Development 2.5% 11/22/2027  | 1340000 | 1294927 |
| International Bank for Reconstruction & Development 3.625% 9/21/2029  | 2750000 | 2711098 |
| International Bank for Reconstruction & Development 4% 7/25/2030  | 750000 | 748738 |
| International Bank for Reconstruction & Development 4.75% 11/14/2033  | 530000 | 544545 |
| International Finance Corp 0.75% 8/27/2030  | 100000 | 84522 |
|  |  | 8170551 |
| TOTAL MULTI-NATIONAL |  | 23317094 |
| NETHERLANDS - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Cooperatieve Rabobank UA 3.75% 7/21/2026  | 250000 | 247441 |
| Cooperatieve Rabobank UA 4.375% 8/4/2025  | 290000 | 289624 |
| Cooperatieve Rabobank UA 5.25% 5/24/2041  | 180000 | 173384 |
| Cooperatieve Rabobank UA 5.75% 12/1/2043  | 260000 | 255712 |
| Cooperatieve Rabobank UA/NY 4.883% 1/21/2028  | 300000 | 304804 |
| ING Groep NV 2.727% 4/1/2032 (b) | 200000 | 176915 |
| ING Groep NV 3.95% 3/29/2027  | 200000 | 198042 |
| ING Groep NV 4.017% 3/28/2028 (b) | 200000 | 197722 |
| ING Groep NV 4.252% 3/28/2033 (b) | 200000 | 189712 |
| ING Groep NV 5.066% 3/25/2031 (b) | 350000 | 351975 |
| ING Groep NV 5.525% 3/25/2036 (b) | 200000 | 199515 |
| ING Groep NV 5.55% 3/19/2035 (b) | 220000 | 221404 |
|  |  | 2806250 |
| Information Technology - 0.0% |  |  |
| Semiconductors & Semiconductor Equipment - 0.0% |  |  |
| NXP BV / NXP Funding LLC / NXP USA Inc 2.65% 2/15/2032  | 300000 | 255611 |
| NXP BV / NXP Funding LLC / NXP USA Inc 3.25% 11/30/2051  | 120000 | 74220 |
| NXP BV / NXP Funding LLC / NXP USA Inc 3.25% 5/11/2041  | 190000 | 135043 |
| NXP BV / NXP Funding LLC / NXP USA Inc 3.4% 5/1/2030  | 100000 | 93406 |
| NXP BV / NXP Funding LLC / NXP USA Inc 3.875% 6/18/2026  | 140000 | 138862 |
| NXP BV / NXP Funding LLC / NXP USA Inc 4.3% 6/18/2029  | 100000 | 98070 |
|  |  | 795212 |
| TOTAL NETHERLANDS |  | 3601462 |
| NORWAY - 0.0%  |  |  |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| Equinor ASA 2.375% 5/22/2030  | 310000 | 280481 |
| Equinor ASA 3.625% 9/10/2028  | 130000 | 127709 |
| Equinor ASA 4.8% 11/8/2043  | 130000 | 116548 |
| Equinor ASA 5.1% 8/17/2040  | 180000 | 171094 |
| TOTAL NORWAY |  | 695832 |
| SPAIN - 0.3%  |  |  |
| Communication Services - 0.1% |  |  |
| Diversified Telecommunication Services - 0.1% |  |  |
| Telefonica Emisiones SA 4.103% 3/8/2027  | 300000 | 297822 |
| Telefonica Emisiones SA 4.895% 3/6/2048  | 270000 | 221570 |
| Telefonica Emisiones SA 5.213% 3/8/2047  | 160000 | 138128 |
| Telefonica Emisiones SA 7.045% 6/20/2036  | 100000 | 109461 |
| Telefonica Europe BV 8.25% 9/15/2030  | 608000 | 701480 |
|  |  | 1468461 |
| Financials - 0.2% |  |  |
| Banks - 0.2% |  |  |
| Banco Bilbao Vizcaya Argentaria SA 1.125% 9/18/2025  | 200000 | 197909 |
| Banco Bilbao Vizcaya Argentaria SA 5.862% 9/14/2026 (b) | 400000 | 400865 |
| Banco Bilbao Vizcaya Argentaria SA 6.138% 9/14/2028 (b) | 400000 | 411984 |
| Banco Santander SA 1.722% 9/14/2027 (b) | 800000 | 769000 |
| Banco Santander SA 3.306% 6/27/2029  | 200000 | 190249 |
| Banco Santander SA 3.8% 2/23/2028  | 600000 | 585514 |
| Banco Santander SA 5.179% 11/19/2025  | 400000 | 400609 |
| Banco Santander SA 5.294% 8/18/2027  | 600000 | 607670 |
| Banco Santander SA 5.365% 7/15/2028 (b) | 1400000 | 1421087 |
| Banco Santander SA 5.538% 3/14/2030 (b) | 400000 | 409404 |
| Banco Santander SA 6.35% 3/14/2034  | 200000 | 206667 |
| Banco Santander SA 6.921% 8/8/2033  | 200000 | 213405 |
|  |  | 5814363 |
| TOTAL SPAIN |  | 7282824 |
| SWEDEN - 0.0%  |  |  |
| Financials - 0.0% |  |  |
| Financial Services - 0.0% |  |  |
| Svensk Exportkredit AB 2.25% 3/22/2027  | 970000 | 938049 |
| SWITZERLAND - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Capital Markets - 0.1% |  |  |
| Credit Suisse USA LLC 7.125% 7/15/2032  | 220000 | 246118 |
| UBS AG/London 4.5% 6/26/2048  | 210000 | 175688 |
| UBS AG/Stamford CT 1.25% 8/7/2026  | 1010000 | 972875 |
|  |  | 1394681 |
| Industrials - 0.0% |  |  |
| Electrical Equipment - 0.0% |  |  |
| ABB Finance USA Inc 4.375% 5/8/2042  | 70000 | 59880 |
| Information Technology - 0.0% |  |  |
| Electronic Equipment, Instruments & Components - 0.0% |  |  |
| Tyco Electronics Group SA 2.5% 2/4/2032  | 110000 | 94569 |
| Tyco Electronics Group SA 4.5% 2/13/2026  | 200000 | 199954 |
|  |  | 294523 |
| TOTAL SWITZERLAND |  | 1749084 |
| UNITED KINGDOM - 1.1%  |  |  |
| Communication Services - 0.1% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| British Telecommunications PLC 9.625% 12/15/2030 (e) | 154000 | 187843 |
| Media - 0.0% |  |  |
| RELX Capital Inc 4% 3/18/2029  | 240000 | 236804 |
| Wireless Telecommunication Services - 0.1% |  |  |
| Vodafone Group PLC 4.25% 9/17/2050  | 170000 | 128609 |
| Vodafone Group PLC 4.375% 5/30/2028  | 250000 | 252661 |
| Vodafone Group PLC 4.875% 6/19/2049  | 280000 | 234392 |
| Vodafone Group PLC 5% 5/30/2038  | 130000 | 122939 |
| Vodafone Group PLC 5.125% 6/19/2059  | 500000 | 421556 |
| Vodafone Group PLC 5.75% 6/28/2054  | 260000 | 243375 |
| Vodafone Group PLC 6.25% 11/30/2032  | 100000 | 107026 |
|  |  | 1510558 |
| TOTAL COMMUNICATION SERVICES |  | 1935205 |
| Consumer Staples - 0.2% |  |  |
| Beverages - 0.0% |  |  |
| Diageo Capital PLC 1.375% 9/29/2025  | 200000 | 197951 |
| Diageo Capital PLC 2% 4/29/2030  | 400000 | 356187 |
| Diageo Capital PLC 2.125% 4/29/2032  | 200000 | 167985 |
| Diageo Capital PLC 5.5% 1/24/2033  | 200000 | 206039 |
| Diageo Capital PLC 5.875% 9/30/2036  | 120000 | 126825 |
|  |  | 1054987 |
| Food Products - 0.0% |  |  |
| Mead Johnson Nutrition Co 5.9% 11/1/2039  | 100000 | 103167 |
| Unilever Capital Corp 1.375% 9/14/2030  | 380000 | 327136 |
| Unilever Capital Corp 2.9% 5/5/2027  | 400000 | 391292 |
| Unilever Capital Corp 4.875% 9/8/2028  | 180000 | 184112 |
|  |  | 1005707 |
| Tobacco - 0.2% |  |  |
| BAT Capital Corp 3.215% 9/6/2026  | 100000 | 98304 |
| BAT Capital Corp 3.462% 9/6/2029  | 430000 | 408977 |
| BAT Capital Corp 3.557% 8/15/2027  | 1440000 | 1408451 |
| BAT Capital Corp 3.734% 9/25/2040  | 50000 | 38344 |
| BAT Capital Corp 3.984% 9/25/2050  | 100000 | 69828 |
| BAT Capital Corp 4.39% 8/15/2037  | 470000 | 413462 |
| BAT Capital Corp 4.54% 8/15/2047  | 128000 | 101044 |
| BAT Capital Corp 4.7% 4/2/2027  | 270000 | 270550 |
| BAT Capital Corp 4.742% 3/16/2032  | 170000 | 166272 |
| BAT Capital Corp 4.758% 9/6/2049  | 260000 | 208735 |
| BAT Capital Corp 5.282% 4/2/2050  | 100000 | 86115 |
| BAT Capital Corp 5.65% 3/16/2052  | 50000 | 45224 |
| BAT Capital Corp 5.834% 2/20/2031  | 100000 | 104189 |
| BAT Capital Corp 6% 2/20/2034  | 100000 | 104033 |
| BAT Capital Corp 6.421% 8/2/2033  | 200000 | 214401 |
| BAT International Finance PLC 5.931% 2/2/2029  | 70000 | 73111 |
| Reynolds American Inc 4.45% 6/12/2025  | 140000 | 139990 |
| Reynolds American Inc 5.7% 8/15/2035  | 110000 | 110353 |
| Reynolds American Inc 5.85% 8/15/2045  | 100000 | 94258 |
|  |  | 4155641 |
| TOTAL CONSUMER STAPLES |  | 6216335 |
| Financials - 0.7% |  |  |
| Banks - 0.7% |  |  |
| Barclays PLC 2.279% 11/24/2027 (b) | 300000 | 289488 |
| Barclays PLC 2.894% 11/24/2032 (b) | 520000 | 452463 |
| Barclays PLC 3.33% 11/24/2042 (b) | 465000 | 333836 |
| Barclays PLC 3.564% 9/23/2035 (b) | 240000 | 218687 |
| Barclays PLC 4.375% 1/12/2026  | 210000 | 209495 |
| Barclays PLC 4.836% 5/9/2028  | 310000 | 310553 |
| Barclays PLC 4.95% 1/10/2047  | 200000 | 176900 |
| Barclays PLC 5.088% 6/20/2030 (b) | 200000 | 199229 |
| Barclays PLC 5.2% 5/12/2026  | 360000 | 360911 |
| Barclays PLC 5.25% 8/17/2045  | 200000 | 187312 |
| Barclays PLC 5.304% 8/9/2026 (b) | 250000 | 250222 |
| Barclays PLC 5.335% 9/10/2035 (b) | 520000 | 505675 |
| Barclays PLC 5.501% 8/9/2028 (b) | 590000 | 598719 |
| Barclays PLC 5.746% 8/9/2033 (b) | 200000 | 204135 |
| Barclays PLC 5.785% 2/25/2036 (b) | 200000 | 200439 |
| Barclays PLC 5.829% 5/9/2027 (b) | 400000 | 403651 |
| Barclays PLC 6.49% 9/13/2029 (b) | 800000 | 839595 |
| HSBC Holdings PLC 2.013% 9/22/2028 (b) | 630000 | 592247 |
| HSBC Holdings PLC 2.206% 8/17/2029 (b) | 550000 | 506897 |
| HSBC Holdings PLC 2.804% 5/24/2032 (b) | 340000 | 297482 |
| HSBC Holdings PLC 3.973% 5/22/2030 (b) | 214000 | 206355 |
| HSBC Holdings PLC 4.292% 9/12/2026 (b) | 1600000 | 1596907 |
| HSBC Holdings PLC 4.762% 3/29/2033 (b) | 210000 | 201496 |
| HSBC Holdings PLC 5.24% 5/13/2031 (b) | 300000 | 301353 |
| HSBC Holdings PLC 5.402% 8/11/2033 (b) | 680000 | 685965 |
| HSBC Holdings PLC 5.597% 5/17/2028 (b) | 390000 | 395794 |
| HSBC Holdings PLC 5.79% 5/13/2036 (b) | 300000 | 302094 |
| HSBC Holdings PLC 6.1% 1/14/2042  | 240000 | 249766 |
| HSBC Holdings PLC 6.332% 3/9/2044 (b) | 930000 | 975969 |
| HSBC Holdings PLC 6.5% 5/2/2036  | 100000 | 106530 |
| HSBC Holdings PLC 6.5% 9/15/2037  | 670000 | 692726 |
| HSBC Holdings PLC 6.5% 9/15/2037  | 140000 | 147407 |
| HSBC Holdings PLC 6.547% 6/20/2034 (b) | 200000 | 209231 |
| HSBC Holdings PLC 6.8% 6/1/2038  | 100000 | 108509 |
| HSBC Holdings PLC 7.399% 11/13/2034 (b) | 310000 | 341468 |
| HSBC Holdings PLC 8.113% 11/3/2033 (b) | 290000 | 331361 |
| Lloyds Banking Group PLC 3.369% 12/14/2046 (b) | 200000 | 139561 |
| Lloyds Banking Group PLC 3.574% 11/7/2028 (b) | 420000 | 408751 |
| Lloyds Banking Group PLC 4.375% 3/22/2028  | 656000 | 651909 |
| Lloyds Banking Group PLC 4.976% 8/11/2033 (b) | 200000 | 196220 |
| Lloyds Banking Group PLC 5.087% 11/26/2028 (b) | 200000 | 201800 |
| Lloyds Banking Group PLC 5.59% 11/26/2035 (b) | 200000 | 199921 |
| Lloyds Banking Group PLC 5.721% 6/5/2030 (b) | 300000 | 309486 |
| Lloyds Banking Group PLC 7.953% 11/15/2033 (b) | 200000 | 227336 |
| NatWest Group PLC 3.032% 11/28/2035 (b) | 200000 | 177280 |
| NatWest Group PLC 4.964% 8/15/2030 (b) | 240000 | 240460 |
| NatWest Group PLC 5.516% 9/30/2028 (b) | 290000 | 294788 |
| NatWest Group PLC 5.778% 3/1/2035 (b) | 400000 | 407722 |
| NatWest Group PLC 5.847% 3/2/2027 (b) | 480000 | 483886 |
| NatWest Group PLC 7.472% 11/10/2026 (b) | 330000 | 333790 |
| Santander UK Group Holdings PLC 1.532% 8/21/2026 (b) | 250000 | 248136 |
| Santander UK Group Holdings PLC 6.534% 1/10/2029 (b) | 250000 | 259568 |
|  |  | 18771481 |
| Health Care - 0.1% |  |  |
| Pharmaceuticals - 0.1% |  |  |
| Astrazeneca Finance LLC 1.2% 5/28/2026  | 1220000 | 1184461 |
| Astrazeneca Finance LLC 2.25% 5/28/2031  | 170000 | 149988 |
| Astrazeneca Finance LLC 4.875% 3/3/2033  | 380000 | 381706 |
| Astrazeneca Finance LLC 5% 2/26/2034  | 130000 | 130862 |
| Astrazeneca PLC 1.375% 8/6/2030  | 240000 | 205853 |
| Astrazeneca PLC 2.125% 8/6/2050  | 90000 | 48112 |
| Astrazeneca PLC 3.125% 6/12/2027  | 140000 | 137337 |
| Astrazeneca PLC 4% 9/18/2042  | 220000 | 182904 |
| Astrazeneca PLC 4.375% 8/17/2048  | 180000 | 150895 |
| Astrazeneca PLC 6.45% 9/15/2037  | 219000 | 241786 |
| GlaxoSmithKline Capital Inc 6.375% 5/15/2038  | 331000 | 360653 |
|  |  | 3174557 |
| Utilities - 0.0% |  |  |
| Multi-Utilities - 0.0% |  |  |
| National Grid PLC 5.418% 1/11/2034  | 60000 | 60467 |
| National Grid PLC 5.809% 6/12/2033  | 100000 | 103238 |
|  |  | 163705 |
| TOTAL UNITED KINGDOM |  | 30261283 |
| UNITED STATES - 22.1%  |  |  |
| Communication Services - 1.6% |  |  |
| Diversified Telecommunication Services - 0.5% |  |  |
| AT&T Inc 1.65% 2/1/2028  | 200000 | 186131 |
| AT&T Inc 1.7% 3/25/2026  | 1160000 | 1132847 |
| AT&T Inc 2.25% 2/1/2032  | 1280000 | 1085991 |
| AT&T Inc 2.55% 12/1/2033  | 210000 | 172715 |
| AT&T Inc 2.75% 6/1/2031  | 401000 | 358867 |
| AT&T Inc 3.1% 2/1/2043  | 210000 | 147061 |
| AT&T Inc 3.3% 2/1/2052  | 350000 | 224846 |
| AT&T Inc 3.5% 2/1/2061  | 410000 | 256949 |
| AT&T Inc 3.5% 6/1/2041  | 630000 | 482028 |
| AT&T Inc 3.5% 9/15/2053  | 1009000 | 670465 |
| AT&T Inc 3.55% 9/15/2055  | 723000 | 477962 |
| AT&T Inc 3.65% 6/1/2051  | 520000 | 361550 |
| AT&T Inc 3.65% 9/15/2059  | 419000 | 275317 |
| AT&T Inc 4.3% 2/15/2030  | 720000 | 712413 |
| AT&T Inc 4.5% 5/15/2035  | 220000 | 206950 |
| AT&T Inc 4.65% 6/1/2044  | 110000 | 92837 |
| AT&T Inc 4.75% 5/15/2046  | 130000 | 110872 |
| AT&T Inc 4.85% 7/15/2045  | 110000 | 94781 |
| AT&T Inc 5.15% 3/15/2042  | 236000 | 214244 |
| AT&T Inc 5.45% 3/1/2047  | 160000 | 148179 |
| AT&T Inc 5.7% 3/1/2057  | 110000 | 102896 |
| Sprint Capital Corp 6.875% 11/15/2028  | 490000 | 524202 |
| Verizon Communications Inc 1.5% 9/18/2030  | 930000 | 793014 |
| Verizon Communications Inc 2.355% 3/15/2032  | 615000 | 524511 |
| Verizon Communications Inc 2.85% 9/3/2041  | 920000 | 638574 |
| Verizon Communications Inc 2.987% 10/30/2056  | 802000 | 469618 |
| Verizon Communications Inc 3.55% 3/22/2051  | 500000 | 349502 |
| Verizon Communications Inc 3.7% 3/22/2061  | 140000 | 94320 |
| Verizon Communications Inc 4.016% 12/3/2029  | 1020000 | 998545 |
| Verizon Communications Inc 4.125% 3/16/2027  | 540000 | 537794 |
| Verizon Communications Inc 4.272% 1/15/2036  | 106000 | 96512 |
| Verizon Communications Inc 4.329% 9/21/2028  | 270000 | 269435 |
| Verizon Communications Inc 4.4% 11/1/2034  | 420000 | 393335 |
| Verizon Communications Inc 4.5% 8/10/2033  | 300000 | 287493 |
| Verizon Communications Inc 4.812% 3/15/2039  | 780000 | 719067 |
| Verizon Communications Inc 5.012% 4/15/2049  | 146000 | 131376 |
| Verizon Communications Inc 5.012% 8/21/2054  | 214000 | 187106 |
| Verizon Communications Inc 5.25% 3/16/2037  | 102000 | 100048 |
|  |  | 14630353 |
| Entertainment - 0.1% |  |  |
| Netflix Inc 4.9% 8/15/2034  | 170000 | 170777 |
| Netflix Inc 6.375% 5/15/2029  | 390000 | 417537 |
| Walt Disney Co/The 2% 9/1/2029  | 730000 | 665694 |
| Walt Disney Co/The 2.65% 1/13/2031  | 200000 | 182218 |
| Walt Disney Co/The 2.75% 9/1/2049  | 160000 | 98221 |
| Walt Disney Co/The 3.5% 5/13/2040  | 163000 | 130889 |
| Walt Disney Co/The 3.6% 1/13/2051  | 300000 | 215427 |
| Walt Disney Co/The 3.7% 10/15/2025  | 434000 | 432768 |
| Walt Disney Co/The 3.8% 5/13/2060  | 60000 | 42633 |
| Walt Disney Co/The 4.75% 9/15/2044  | 151000 | 133285 |
| Walt Disney Co/The 6.15% 2/15/2041  | 100000 | 105273 |
| Walt Disney Co/The 6.15% 3/1/2037  | 120000 | 128708 |
| Walt Disney Co/The 6.2% 12/15/2034  | 280000 | 308247 |
|  |  | 3031677 |
| Interactive Media & Services - 0.1% |  |  |
| Alphabet Inc 1.1% 8/15/2030  | 410000 | 350387 |
| Alphabet Inc 1.9% 8/15/2040  | 100000 | 65499 |
| Alphabet Inc 2.05% 8/15/2050  | 510000 | 277344 |
| Alphabet Inc 5.3% 5/15/2065  | 100000 | 95750 |
| Meta Platforms Inc 3.5% 8/15/2027  | 470000 | 464143 |
| Meta Platforms Inc 3.85% 8/15/2032  | 120000 | 113695 |
| Meta Platforms Inc 4.3% 8/15/2029  | 200000 | 200782 |
| Meta Platforms Inc 4.45% 8/15/2052  | 480000 | 396959 |
| Meta Platforms Inc 4.65% 8/15/2062  | 100000 | 82472 |
| Meta Platforms Inc 4.75% 8/15/2034  | 230000 | 227445 |
| Meta Platforms Inc 4.95% 5/15/2033  | 290000 | 293145 |
| Meta Platforms Inc 5.4% 8/15/2054  | 176000 | 167078 |
| Meta Platforms Inc 5.6% 5/15/2053  | 150000 | 146718 |
| Meta Platforms Inc 5.75% 5/15/2063  | 530000 | 523645 |
|  |  | 3405062 |
| Media - 0.7% |  |  |
| Charter Communications Operating LLC / Charter Communications Operating Capital 2.8% 4/1/2031  | 100000 | 87805 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 3.5% 3/1/2042  | 680000 | 470287 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 3.5% 6/1/2041  | 280000 | 196782 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 3.75% 2/15/2028  | 150000 | 146400 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 3.85% 4/1/2061  | 400000 | 246531 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 3.95% 6/30/2062  | 310000 | 192303 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 4.4% 12/1/2061  | 120000 | 80839 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 4.4% 4/1/2033  | 700000 | 645685 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.125% 7/1/2049  | 200000 | 160913 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.375% 4/1/2038  | 110000 | 101363 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.375% 5/1/2047  | 100000 | 84003 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.5% 4/1/2063  | 370000 | 302837 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.75% 4/1/2048  | 250000 | 219379 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 6.1% 6/1/2029  | 210000 | 218610 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 6.484% 10/23/2045  | 100000 | 96232 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 6.55% 6/1/2034  | 250000 | 261542 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 6.834% 10/23/2055  | 390000 | 388250 |
| Comcast Corp 1.5% 2/15/2031  | 295000 | 248580 |
| Comcast Corp 1.95% 1/15/2031  | 300000 | 259653 |
| Comcast Corp 2.35% 1/15/2027  | 2935000 | 2843222 |
| Comcast Corp 2.45% 8/15/2052  | 645000 | 342853 |
| Comcast Corp 2.65% 2/1/2030  | 680000 | 626669 |
| Comcast Corp 2.8% 1/15/2051  | 120000 | 70274 |
| Comcast Corp 2.887% 11/1/2051  | 273000 | 162000 |
| Comcast Corp 2.937% 11/1/2056  | 660000 | 377388 |
| Comcast Corp 2.987% 11/1/2063  | 160000 | 88088 |
| Comcast Corp 3.2% 7/15/2036  | 390000 | 319687 |
| Comcast Corp 3.4% 7/15/2046  | 100000 | 69322 |
| Comcast Corp 3.45% 2/1/2050  | 230000 | 154264 |
| Comcast Corp 3.969% 11/1/2047  | 170000 | 127461 |
| Comcast Corp 3.999% 11/1/2049  | 300000 | 222576 |
| Comcast Corp 4% 3/1/2048  | 150000 | 112744 |
| Comcast Corp 4.049% 11/1/2052  | 15000 | 11051 |
| Comcast Corp 4.15% 10/15/2028  | 150000 | 149012 |
| Comcast Corp 4.55% 1/15/2029  | 330000 | 332203 |
| Comcast Corp 4.6% 8/15/2045  | 180000 | 152342 |
| Comcast Corp 5.3% 5/15/2035  | 350000 | 350720 |
| Comcast Corp 5.35% 5/15/2053  | 330000 | 298771 |
| Comcast Corp 5.5% 5/15/2064  | 450000 | 409137 |
| Comcast Corp 5.65% 6/15/2035  | 476000 | 490572 |
| Comcast Corp 7.05% 3/15/2033  | 210000 | 236531 |
| Discovery Communications LLC 3.625% 5/15/2030  | 475000 | 420069 |
| Discovery Communications LLC 3.95% 3/20/2028  | 1370000 | 1308195 |
| Discovery Communications LLC 5% 9/20/2037  | 340000 | 267701 |
| Fox Corp 3.5% 4/8/2030  | 290000 | 274676 |
| Fox Corp 4.709% 1/25/2029  | 220000 | 220523 |
| Fox Corp 5.476% 1/25/2039  | 214000 | 204877 |
| Fox Corp 5.576% 1/25/2049  | 166000 | 152309 |
| Paramount Global 4.2% 5/19/2032  | 150000 | 135199 |
| Paramount Global 4.2% 6/1/2029  | 200000 | 193298 |
| Paramount Global 4.375% 3/15/2043  | 100000 | 72915 |
| Paramount Global 4.6% 1/15/2045  | 110000 | 80955 |
| Paramount Global 4.95% 1/15/2031  | 237000 | 229463 |
| Paramount Global 4.95% 5/19/2050  | 70000 | 52752 |
| Paramount Global 5.85% 9/1/2043  | 239000 | 204758 |
| Time Warner Cable Enterprises LLC 8.375% 7/15/2033  | 100000 | 114852 |
| Time Warner Cable LLC 5.5% 9/1/2041  | 110000 | 96946 |
| Time Warner Cable LLC 5.875% 11/15/2040  | 360000 | 336669 |
| Time Warner Cable LLC 6.55% 5/1/2037  | 100000 | 100665 |
| Time Warner Cable LLC 7.3% 7/1/2038  | 100000 | 106566 |
| TWDC Enterprises 18 Corp 1.85% 7/30/2026  | 470000 | 457399 |
| TWDC Enterprises 18 Corp 3% 7/30/2046  | 110000 | 72469 |
| TWDC Enterprises 18 Corp 3.7% 12/1/2042  | 250000 | 194889 |
| TWDC Enterprises 18 Corp 4.125% 6/1/2044  | 192000 | 156608 |
| TWDC Enterprises 18 Corp 7% 3/1/2032  | 290000 | 328853 |
| Warnermedia Holdings Inc 3.755% 3/15/2027  | 180000 | 174487 |
| Warnermedia Holdings Inc 4.279% 3/15/2032  | 345000 | 292756 |
| Warnermedia Holdings Inc 5.05% 3/15/2042  | 330000 | 237378 |
| Warnermedia Holdings Inc 5.141% 3/15/2052  | 651000 | 422017 |
| Warnermedia Holdings Inc 5.391% 3/15/2062  | 510000 | 328303 |
|  |  | 19593428 |
| Wireless Telecommunication Services - 0.2% |  |  |
| T-Mobile USA Inc 2.05% 2/15/2028  | 200000 | 187947 |
| T-Mobile USA Inc 2.55% 2/15/2031  | 340000 | 301146 |
| T-Mobile USA Inc 2.625% 4/15/2026  | 1300000 | 1279852 |
| T-Mobile USA Inc 3% 2/15/2041  | 210000 | 150218 |
| T-Mobile USA Inc 3.3% 2/15/2051  | 400000 | 260094 |
| T-Mobile USA Inc 3.6% 11/15/2060  | 560000 | 363886 |
| T-Mobile USA Inc 3.875% 4/15/2030  | 190000 | 183211 |
| T-Mobile USA Inc 4.375% 4/15/2040  | 100000 | 86712 |
| T-Mobile USA Inc 4.5% 4/15/2050  | 480000 | 387262 |
| T-Mobile USA Inc 4.8% 7/15/2028  | 350000 | 353744 |
| T-Mobile USA Inc 5.05% 7/15/2033  | 350000 | 347017 |
| T-Mobile USA Inc 5.2% 1/15/2033  | 150000 | 150567 |
| T-Mobile USA Inc 5.25% 6/15/2055  | 320000 | 284877 |
| T-Mobile USA Inc 5.65% 1/15/2053  | 470000 | 444638 |
| T-Mobile USA Inc 5.8% 9/15/2062  | 330000 | 316176 |
|  |  | 5097347 |
| TOTAL COMMUNICATION SERVICES |  | 45757867 |
| Consumer Discretionary - 1.4% |  |  |
| Automobile Components - 0.0% |  |  |
| Aptiv Swiss Holdings Ltd 4.65% 9/13/2029  | 1000000 | 983620 |
| Lear Corp 2.6% 1/15/2032  | 110000 | 93502 |
| Lear Corp 3.55% 1/15/2052  | 80000 | 49314 |
| Lear Corp 3.8% 9/15/2027  | 240000 | 234784 |
|  |  | 1361220 |
| Automobiles - 0.4% |  |  |
| American Honda Finance Corp 1% 9/10/2025  | 240000 | 237662 |
| American Honda Finance Corp 1.2% 7/8/2025  | 400000 | 398615 |
| American Honda Finance Corp 1.8% 1/13/2031  | 140000 | 118729 |
| American Honda Finance Corp 2.35% 1/8/2027  | 690000 | 666518 |
| American Honda Finance Corp 4.8% 3/5/2030  | 230000 | 230282 |
| American Honda Finance Corp 4.85% 10/23/2031  | 100000 | 99125 |
| American Honda Finance Corp 4.9% 1/10/2034  | 140000 | 136385 |
| American Honda Finance Corp 5.125% 7/7/2028  | 170000 | 172727 |
| American Honda Finance Corp 5.2% 3/5/2035  | 120000 | 117234 |
| Ford Motor Co 4.75% 1/15/2043  | 400000 | 300601 |
| Ford Motor Co 5.291% 12/8/2046  | 250000 | 197118 |
| Ford Motor Co 6.1% 8/19/2032  | 540000 | 527446 |
| Ford Motor Co 7.4% 11/1/2046  | 120000 | 121998 |
| General Motors Co 4.2% 10/1/2027  | 90000 | 88538 |
| General Motors Co 5% 4/1/2035  | 260000 | 240167 |
| General Motors Co 5.15% 4/1/2038  | 120000 | 108353 |
| General Motors Co 5.2% 4/1/2045  | 110000 | 91465 |
| General Motors Co 5.4% 4/1/2048  | 90000 | 75736 |
| General Motors Co 5.6% 10/15/2032  | 360000 | 358254 |
| General Motors Co 5.95% 4/1/2049  | 260000 | 234627 |
| General Motors Co 6.75% 4/1/2046  | 405000 | 403940 |
| General Motors Co 6.8% 10/1/2027  | 330000 | 342067 |
| General Motors Financial Co Inc 2.4% 4/10/2028  | 190000 | 177172 |
| General Motors Financial Co Inc 2.7% 8/20/2027  | 140000 | 133215 |
| General Motors Financial Co Inc 3.85% 1/5/2028  | 160000 | 155461 |
| General Motors Financial Co Inc 4.3% 4/6/2029  | 370000 | 358398 |
| General Motors Financial Co Inc 4.35% 1/17/2027  | 1540000 | 1525388 |
| General Motors Financial Co Inc 5.25% 3/1/2026  | 170000 | 170193 |
| General Motors Financial Co Inc 5.4% 4/6/2026  | 360000 | 361061 |
| General Motors Financial Co Inc 5.45% 7/15/2030  | 600000 | 600825 |
| General Motors Financial Co Inc 5.45% 9/6/2034  | 100000 | 95736 |
| General Motors Financial Co Inc 5.6% 6/18/2031  | 100000 | 100411 |
| General Motors Financial Co Inc 5.65% 1/17/2029  | 130000 | 131802 |
| General Motors Financial Co Inc 6% 1/9/2028  | 330000 | 338211 |
| General Motors Financial Co Inc 6.4% 1/9/2033  | 260000 | 268506 |
|  |  | 9683966 |
| Broadline Retail - 0.2% |  |  |
| Amazon.com Inc 0.8% 6/3/2025  | 130000 | 129986 |
| Amazon.com Inc 1% 5/12/2026  | 200000 | 194003 |
| Amazon.com Inc 1.5% 6/3/2030  | 160000 | 140418 |
| Amazon.com Inc 2.1% 5/12/2031  | 360000 | 317172 |
| Amazon.com Inc 2.5% 6/3/2050  | 780000 | 458628 |
| Amazon.com Inc 3.1% 5/12/2051  | 200000 | 132466 |
| Amazon.com Inc 3.15% 8/22/2027  | 680000 | 666208 |
| Amazon.com Inc 3.45% 4/13/2029  | 100000 | 97823 |
| Amazon.com Inc 3.875% 8/22/2037  | 280000 | 249484 |
| Amazon.com Inc 3.95% 4/13/2052  | 570000 | 440670 |
| Amazon.com Inc 4.05% 8/22/2047  | 228000 | 185580 |
| Amazon.com Inc 4.1% 4/13/2062  | 490000 | 374995 |
| Amazon.com Inc 4.25% 8/22/2057  | 100000 | 79934 |
| Amazon.com Inc 4.6% 12/1/2025  | 1280000 | 1281061 |
| Amazon.com Inc 4.8% 12/5/2034  | 230000 | 231692 |
| Amazon.com Inc 4.95% 12/5/2044  | 200000 | 189342 |
| eBay Inc 1.4% 5/10/2026  | 410000 | 398104 |
| eBay Inc 3.6% 6/5/2027  | 190000 | 187164 |
| eBay Inc 4% 7/15/2042  | 150000 | 118097 |
| eBay Inc 6.3% 11/22/2032  | 200000 | 215073 |
|  |  | 6087900 |
| Distributors - 0.0% |  |  |
| Genuine Parts Co 1.875% 11/1/2030  | 240000 | 204875 |
| Genuine Parts Co 2.75% 2/1/2032  | 100000 | 85881 |
|  |  | 290756 |
| Diversified Consumer Services - 0.1% |  |  |
| American University/The 3.672% 4/1/2049  | 200000 | 147061 |
| Duke University 2.832% 10/1/2055  | 34000 | 20415 |
| George Washington University/The 4.126% 9/15/2048  | 200000 | 156149 |
| Massachusetts Institute of Technology 2.294% 7/1/2051  | 1000000 | 547046 |
| Massachusetts Institute of Technology 2.989% 7/1/2050  | 400000 | 258870 |
| Northwestern University 3.662% 12/1/2057  | 100000 | 69510 |
| Northwestern University 3.868% 12/1/2048  | 120000 | 91585 |
| President and Fellows of Harvard College 2.517% 10/15/2050  | 500000 | 290952 |
| Trane Technologies Global Holding Co Ltd 3.75% 8/21/2028  | 240000 | 235617 |
| Trane Technologies Global Holding Co Ltd 4.3% 2/21/2048  | 190000 | 151399 |
| University of Chicago/The 3% 10/1/2052  | 120000 | 78296 |
| University of Notre Dame du Lac 3.394% 2/15/2048  | 110000 | 78548 |
| University of Southern California 2.945% 10/1/2051  | 350000 | 219145 |
|  |  | 2344593 |
| Hotels, Restaurants & Leisure - 0.3% |  |  |
| Darden Restaurants Inc 4.55% 2/15/2048  | 100000 | 78379 |
| Expedia Group Inc 2.95% 3/15/2031  | 170000 | 152690 |
| Expedia Group Inc 3.25% 2/15/2030  | 110000 | 102574 |
| Expedia Group Inc 3.8% 2/15/2028  | 100000 | 97937 |
| Expedia Group Inc 5% 2/15/2026  | 255000 | 255287 |
| Marriott International Inc/MD 2.75% 10/15/2033  | 100000 | 83125 |
| Marriott International Inc/MD 3.125% 6/15/2026  | 510000 | 501769 |
| Marriott International Inc/MD 3.5% 10/15/2032  | 130000 | 116095 |
| Marriott International Inc/MD 4.625% 6/15/2030  | 123000 | 122028 |
| Marriott International Inc/MD 4.875% 5/15/2029  | 300000 | 302292 |
| Marriott International Inc/MD 5.35% 3/15/2035  | 240000 | 236753 |
| Marriott International Inc/MD 5.5% 4/15/2037  | 250000 | 244011 |
| McDonald's Corp 3.3% 7/1/2025  | 280000 | 279638 |
| McDonald's Corp 3.6% 7/1/2030  | 1010000 | 969303 |
| McDonald's Corp 3.625% 5/1/2043  | 180000 | 135048 |
| McDonald's Corp 3.625% 9/1/2049  | 420000 | 299562 |
| McDonald's Corp 4.2% 4/1/2050  | 110000 | 85856 |
| McDonald's Corp 4.45% 3/1/2047  | 153000 | 126503 |
| McDonald's Corp 4.45% 9/1/2048  | 124000 | 101976 |
| McDonald's Corp 4.6% 9/9/2032  | 210000 | 208017 |
| McDonald's Corp 4.7% 12/9/2035  | 100000 | 96185 |
| McDonald's Corp 4.95% 8/14/2033  | 140000 | 141145 |
| McDonald's Corp 6.3% 3/1/2038  | 100000 | 107525 |
| Starbucks Corp 2.25% 3/12/2030  | 190000 | 170185 |
| Starbucks Corp 2.55% 11/15/2030  | 400000 | 357651 |
| Starbucks Corp 3.5% 11/15/2050  | 110000 | 73984 |
| Starbucks Corp 3.75% 12/1/2047  | 100000 | 71576 |
| Starbucks Corp 4% 11/15/2028  | 350000 | 345020 |
| Starbucks Corp 4.45% 8/15/2049  | 100000 | 79748 |
| Starbucks Corp 5% 2/15/2034  | 120000 | 118527 |
| Starbucks Corp 5.4% 5/15/2035  | 250000 | 250553 |
|  |  | 6310942 |
| Household Durables - 0.0% |  |  |
| DR Horton Inc 1.3% 10/15/2026  | 130000 | 124532 |
| DR Horton Inc 5% 10/15/2034  | 120000 | 116735 |
| DR Horton Inc 5.5% 10/15/2035  | 100000 | 100009 |
| Lennar Corp 4.75% 11/29/2027  | 100000 | 100344 |
| PulteGroup Inc 6% 2/15/2035  | 120000 | 122867 |
| Toll Brothers Finance Corp 4.35% 2/15/2028  | 100000 | 99128 |
|  |  | 663615 |
| Leisure Products - 0.0% |  |  |
| Brunswick Corp/DE 5.85% 3/18/2029  | 300000 | 304796 |
| Hasbro Inc 3.5% 9/15/2027  | 280000 | 272417 |
| Hasbro Inc 3.55% 11/19/2026  | 445000 | 437186 |
| Hasbro Inc 3.9% 11/19/2029  | 222000 | 211584 |
| Mattel Inc 5.45% 11/1/2041  | 50000 | 43375 |
|  |  | 1269358 |
| Specialty Retail - 0.4% |  |  |
| AutoNation Inc 3.85% 3/1/2032  | 160000 | 144575 |
| AutoNation Inc 5.89% 3/15/2035  | 90000 | 89502 |
| AutoZone Inc 1.65% 1/15/2031  | 180000 | 152508 |
| AutoZone Inc 3.75% 4/18/2029  | 210000 | 203925 |
| AutoZone Inc 4.5% 2/1/2028  | 240000 | 240653 |
| AutoZone Inc 5.1% 7/15/2029  | 50000 | 50962 |
| AutoZone Inc 5.165% 6/15/2030  | 170000 | 172686 |
| AutoZone Inc 5.4% 7/15/2034  | 50000 | 50383 |
| Home Depot Inc/The 1.375% 3/15/2031  | 460000 | 385337 |
| Home Depot Inc/The 2.375% 3/15/2051  | 250000 | 136766 |
| Home Depot Inc/The 2.5% 4/15/2027  | 750000 | 727705 |
| Home Depot Inc/The 2.75% 9/15/2051  | 160000 | 95205 |
| Home Depot Inc/The 2.95% 6/15/2029  | 330000 | 313667 |
| Home Depot Inc/The 3% 4/1/2026  | 900000 | 890712 |
| Home Depot Inc/The 3.3% 4/15/2040  | 100000 | 78067 |
| Home Depot Inc/The 4.2% 4/1/2043  | 300000 | 249997 |
| Home Depot Inc/The 4.25% 4/1/2046  | 150000 | 122610 |
| Home Depot Inc/The 4.4% 3/15/2045  | 156000 | 131094 |
| Home Depot Inc/The 4.5% 12/6/2048  | 100000 | 83727 |
| Home Depot Inc/The 4.75% 6/25/2029  | 130000 | 131968 |
| Home Depot Inc/The 4.95% 6/25/2034  | 600000 | 600272 |
| Home Depot Inc/The 4.95% 9/15/2052  | 280000 | 248096 |
| Home Depot Inc/The 5.3% 6/25/2054  | 200000 | 187068 |
| Home Depot Inc/The 5.875% 12/16/2036  | 290000 | 306259 |
| Home Depot Inc/The 5.95% 4/1/2041  | 120000 | 124286 |
| Lowe's Cos Inc 2.8% 9/15/2041  | 370000 | 250771 |
| Lowe's Cos Inc 3.375% 9/15/2025  | 210000 | 209279 |
| Lowe's Cos Inc 3.65% 4/5/2029  | 620000 | 601362 |
| Lowe's Cos Inc 3.7% 4/15/2046  | 380000 | 275711 |
| Lowe's Cos Inc 4.05% 5/3/2047  | 132000 | 99937 |
| Lowe's Cos Inc 4.25% 4/1/2052  | 140000 | 106225 |
| Lowe's Cos Inc 4.45% 4/1/2062  | 270000 | 203365 |
| Lowe's Cos Inc 4.8% 4/1/2026  | 300000 | 300574 |
| Lowe's Cos Inc 5% 4/15/2033  | 260000 | 259342 |
| Lowe's Cos Inc 5% 4/15/2040  | 330000 | 304245 |
| Lowe's Cos Inc 5.15% 7/1/2033  | 320000 | 322181 |
| Lowe's Cos Inc 5.625% 4/15/2053  | 230000 | 215678 |
| Lowe's Cos Inc 5.8% 9/15/2062  | 50000 | 46861 |
| O'Reilly Automotive Inc 1.75% 3/15/2031  | 270000 | 229135 |
| O'Reilly Automotive Inc 4.35% 6/1/2028  | 150000 | 149817 |
| O'Reilly Automotive Inc 5% 8/19/2034  | 100000 | 97605 |
| TJX Cos Inc/The 1.6% 5/15/2031  | 250000 | 212855 |
|  |  | 9802973 |
| Textiles, Apparel & Luxury Goods - 0.0% |  |  |
| NIKE Inc 2.75% 3/27/2027  | 230000 | 224130 |
| NIKE Inc 3.375% 3/27/2050  | 260000 | 178500 |
| NIKE Inc 3.875% 11/1/2045  | 110000 | 84964 |
| Tapestry Inc 5.1% 3/11/2030  | 120000 | 119971 |
| Tapestry Inc 5.5% 3/11/2035  | 120000 | 117705 |
| VF Corp 2.8% 4/23/2027  | 150000 | 141013 |
|  |  | 866283 |
| TOTAL CONSUMER DISCRETIONARY |  | 38681606 |
| Consumer Staples - 1.2% |  |  |
| Beverages - 0.2% |  |  |
| Coca-Cola Co/The 1% 3/15/2028  | 230000 | 212412 |
| Coca-Cola Co/The 1.45% 6/1/2027  | 120000 | 114231 |
| Coca-Cola Co/The 1.65% 6/1/2030  | 240000 | 211331 |
| Coca-Cola Co/The 2.125% 9/6/2029  | 140000 | 129191 |
| Coca-Cola Co/The 2.25% 1/5/2032  | 120000 | 105238 |
| Coca-Cola Co/The 2.5% 3/15/2051  | 100000 | 58145 |
| Coca-Cola Co/The 2.5% 6/1/2040  | 260000 | 184281 |
| Coca-Cola Co/The 2.6% 6/1/2050  | 230000 | 138272 |
| Coca-Cola Co/The 2.75% 6/1/2060  | 120000 | 69202 |
| Coca-Cola Co/The 2.875% 5/5/2041  | 210000 | 153238 |
| Coca-Cola Co/The 3.45% 3/25/2030  | 160000 | 154731 |
| Coca-Cola Co/The 5% 5/13/2034  | 520000 | 528081 |
| Coca-Cola Co/The 5.2% 1/14/2055  | 230000 | 215262 |
| Constellation Brands Inc 2.875% 5/1/2030  | 560000 | 512864 |
| Constellation Brands Inc 3.15% 8/1/2029  | 300000 | 282369 |
| Constellation Brands Inc 3.6% 2/15/2028  | 272000 | 265955 |
| Constellation Brands Inc 4.5% 5/9/2047  | 100000 | 80949 |
| Constellation Brands Inc 4.9% 5/1/2033  | 80000 | 78311 |
| Keurig Dr Pepper Inc 2.25% 3/15/2031  | 270000 | 235735 |
| Keurig Dr Pepper Inc 3.8% 5/1/2050  | 430000 | 307534 |
| Keurig Dr Pepper Inc 5.085% 5/25/2048  | 120000 | 104625 |
| Molson Coors Beverage Co 3% 7/15/2026  | 254000 | 249738 |
| Molson Coors Beverage Co 4.2% 7/15/2046  | 160000 | 125147 |
| Molson Coors Beverage Co 5% 5/1/2042  | 200000 | 178663 |
| PepsiCo Inc 1.4% 2/25/2031  | 680000 | 576576 |
| PepsiCo Inc 1.625% 5/1/2030  | 309000 | 271286 |
| PepsiCo Inc 2.625% 10/21/2041  | 100000 | 68880 |
| PepsiCo Inc 2.75% 10/21/2051  | 180000 | 109486 |
| PepsiCo Inc 2.85% 2/24/2026  | 250000 | 247484 |
| PepsiCo Inc 2.875% 10/15/2049  | 80000 | 51162 |
| PepsiCo Inc 3% 10/15/2027  | 100000 | 97408 |
| PepsiCo Inc 3.625% 3/19/2050  | 100000 | 73347 |
| PepsiCo Inc 3.875% 3/19/2060  | 210000 | 153369 |
| PepsiCo Inc 4.45% 4/14/2046  | 140000 | 120354 |
| PepsiCo Inc 5% 2/7/2035  | 500000 | 499125 |
| PepsiCo Inc 7% 3/1/2029  | 100000 | 109432 |
|  |  | 7073414 |
| Consumer Staples Distribution & Retail - 0.2% |  |  |
| Costco Wholesale Corp 1.375% 6/20/2027  | 150000 | 142191 |
| Costco Wholesale Corp 1.6% 4/20/2030  | 240000 | 211993 |
| Costco Wholesale Corp 3% 5/18/2027  | 210000 | 205882 |
| Dollar General Corp 3.5% 4/3/2030  | 210000 | 196504 |
| Dollar General Corp 5% 11/1/2032  | 100000 | 98361 |
| Dollar General Corp 5.2% 7/5/2028  | 100000 | 101347 |
| Dollar General Corp 5.45% 7/5/2033  | 120000 | 120427 |
| Dollar Tree Inc 4.2% 5/15/2028  | 160000 | 157389 |
| Kroger Co/The 1.7% 1/15/2031  | 240000 | 203770 |
| Kroger Co/The 3.5% 2/1/2026  | 130000 | 129029 |
| Kroger Co/The 3.7% 8/1/2027  | 120000 | 118344 |
| Kroger Co/The 3.95% 1/15/2050  | 100000 | 73562 |
| Kroger Co/The 4.45% 2/1/2047  | 130000 | 104730 |
| Kroger Co/The 4.65% 1/15/2048  | 50000 | 41081 |
| Kroger Co/The 5% 9/15/2034  | 130000 | 126616 |
| Kroger Co/The 5.4% 1/15/2049  | 70000 | 63555 |
| Kroger Co/The 5.5% 9/15/2054  | 290000 | 268159 |
| Kroger Co/The 5.65% 9/15/2064  | 130000 | 120028 |
| Kroger Co/The 7.5% 4/1/2031  | 110000 | 124608 |
| Sysco Corp 2.4% 2/15/2030  | 150000 | 135466 |
| Sysco Corp 2.45% 12/14/2031  | 240000 | 207292 |
| Sysco Corp 3.3% 2/15/2050  | 260000 | 168648 |
| Sysco Corp 6.6% 4/1/2050  | 140000 | 147933 |
| Target Corp 1.95% 1/15/2027  | 280000 | 270522 |
| Target Corp 2.5% 4/15/2026  | 100000 | 98448 |
| Target Corp 3.375% 4/15/2029  | 310000 | 299921 |
| Target Corp 3.9% 11/15/2047  | 270000 | 203780 |
| Target Corp 4.8% 1/15/2053  | 200000 | 173841 |
| Walmart Inc 1.8% 9/22/2031  | 240000 | 206769 |
| Walmart Inc 2.5% 9/22/2041  | 390000 | 269323 |
| Walmart Inc 2.65% 9/22/2051  | 100000 | 61430 |
| Walmart Inc 3.05% 7/8/2026  | 400000 | 395142 |
| Walmart Inc 3.25% 7/8/2029  | 220000 | 213221 |
| Walmart Inc 3.7% 6/26/2028  | 140000 | 138736 |
| Walmart Inc 3.9% 4/15/2028  | 100000 | 99791 |
| Walmart Inc 4.1% 4/15/2033  | 300000 | 290728 |
| Walmart Inc 4.5% 4/15/2053  | 110000 | 94574 |
| Walmart Inc 5.25% 9/1/2035  | 645000 | 670936 |
| Walmart Inc 5.625% 4/15/2041  | 169000 | 175491 |
|  |  | 6929568 |
| Food Products - 0.4% |  |  |
| Archer-Daniels-Midland Co 3.25% 3/27/2030  | 330000 | 312184 |
| Archer-Daniels-Midland Co 3.75% 9/15/2047  | 200000 | 148145 |
| Archer-Daniels-Midland Co 4.5% 3/15/2049  | 90000 | 74486 |
| Archer-Daniels-Midland Co 4.5% 8/15/2033  | 100000 | 96407 |
| Bunge Ltd Fin Corp 2.75% 5/14/2031  | 110000 | 98528 |
| Bunge Ltd Fin Corp 4.2% 9/17/2029  | 100000 | 98682 |
| Bunge Ltd Fin Corp 4.65% 9/17/2034  | 100000 | 96168 |
| Conagra Brands Inc 4.85% 11/1/2028  | 510000 | 512193 |
| Conagra Brands Inc 5.3% 11/1/2038  | 121000 | 113388 |
| General Mills Inc 3% 2/1/2051  | 110000 | 68161 |
| General Mills Inc 4.2% 4/17/2028  | 200000 | 199051 |
| General Mills Inc 4.875% 1/30/2030  | 520000 | 524538 |
| General Mills Inc 4.95% 3/29/2033  | 250000 | 247139 |
| Hershey Co/The 1.7% 6/1/2030  | 340000 | 299036 |
| Hershey Co/The 2.65% 6/1/2050  | 55000 | 32662 |
| Hormel Foods Corp 1.8% 6/11/2030  | 200000 | 176345 |
| Ingredion Inc 3.2% 10/1/2026  | 270000 | 264931 |
| JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group 6.375% 2/25/2055 (c) | 60000 | 59646 |
| JM Smucker Co 4.25% 3/15/2035  | 200000 | 182053 |
| JM Smucker Co 6.2% 11/15/2033  | 100000 | 106161 |
| JM Smucker Co 6.5% 11/15/2043  | 270000 | 282238 |
| Kellanova 2.1% 6/1/2030  | 160000 | 142266 |
| Kellanova 3.25% 4/1/2026  | 290000 | 287147 |
| Kellanova 7.45% 4/1/2031  | 110000 | 124511 |
| Kraft Heinz Foods Co 3.75% 4/1/2030  | 800000 | 765363 |
| Kraft Heinz Foods Co 4.375% 6/1/2046  | 50000 | 39472 |
| Kraft Heinz Foods Co 4.625% 10/1/2039  | 100000 | 87391 |
| Kraft Heinz Foods Co 4.875% 10/1/2049  | 190000 | 158903 |
| Kraft Heinz Foods Co 5% 6/4/2042  | 100000 | 88192 |
| Kraft Heinz Foods Co 5.5% 6/1/2050  | 590000 | 536148 |
| McCormick & Co Inc/MD 1.85% 2/15/2031  | 260000 | 221104 |
| Mondelez International Inc 1.875% 10/15/2032  | 370000 | 303880 |
| Mondelez International Inc 2.75% 4/13/2030  | 190000 | 174559 |
| Pilgrim's Pride Corp 4.25% 4/15/2031  | 140000 | 132459 |
| Pilgrim's Pride Corp 6.25% 7/1/2033  | 180000 | 186570 |
| The Campbell's Company 2.375% 4/24/2030  | 100000 | 89445 |
| The Campbell's Company 4.15% 3/15/2028  | 410000 | 406859 |
| The Campbell's Company 4.8% 3/15/2048  | 100000 | 85285 |
| The Campbell's Company 5.4% 3/21/2034  | 160000 | 159580 |
| Tyson Foods Inc 4% 3/1/2026  | 160000 | 159326 |
| Tyson Foods Inc 4.35% 3/1/2029  | 450000 | 445071 |
| Tyson Foods Inc 4.55% 6/2/2047  | 100000 | 81085 |
| Tyson Foods Inc 4.875% 8/15/2034  | 80000 | 76368 |
| Tyson Foods Inc 5.1% 9/28/2048  | 100000 | 87454 |
|  |  | 8830580 |
| Household Products - 0.1% |  |  |
| Church & Dwight Co Inc 3.95% 8/1/2047  | 150000 | 114481 |
| Colgate-Palmolive Co 3.1% 8/15/2027  | 410000 | 402345 |
| Colgate-Palmolive Co 3.25% 8/15/2032  | 130000 | 119253 |
| Colgate-Palmolive Co 3.7% 8/1/2047  | 140000 | 106682 |
| Kimberly-Clark Corp 1.05% 9/15/2027  | 184000 | 171755 |
| Kimberly-Clark Corp 3.2% 4/25/2029  | 260000 | 250770 |
| Kimberly-Clark Corp 3.2% 7/30/2046  | 100000 | 69027 |
| Kimberly-Clark Corp 6.625% 8/1/2037  | 140000 | 159137 |
| Procter & Gamble Co/The 1.2% 10/29/2030  | 710000 | 606600 |
| Procter & Gamble Co/The 1.95% 4/23/2031  | 200000 | 175671 |
| Procter & Gamble Co/The 2.85% 8/11/2027  | 140000 | 136458 |
| Procter & Gamble Co/The 3% 3/25/2030  | 100000 | 94883 |
| Procter & Gamble Co/The 3.6% 3/25/2050  | 160000 | 120173 |
| Procter & Gamble Co/The 4.55% 1/29/2034  | 280000 | 277237 |
|  |  | 2804472 |
| Personal Care Products - 0.1% |  |  |
| Estee Lauder Cos Inc/The 1.95% 3/15/2031  | 330000 | 283266 |
| Estee Lauder Cos Inc/The 2.375% 12/1/2029  | 220000 | 201145 |
| Estee Lauder Cos Inc/The 3.125% 12/1/2049  | 130000 | 79649 |
| Estee Lauder Cos Inc/The 3.15% 3/15/2027  | 260000 | 254521 |
| Kenvue Inc 4.9% 3/22/2033  | 260000 | 260833 |
| Kenvue Inc 5.05% 3/22/2028  | 140000 | 143536 |
| Kenvue Inc 5.05% 3/22/2053  | 200000 | 182600 |
| Kenvue Inc 5.2% 3/22/2063  | 110000 | 99685 |
| Kenvue Inc 5.35% 3/22/2026  | 140000 | 141028 |
|  |  | 1646263 |
| Tobacco - 0.2% |  |  |
| Altria Group Inc 2.45% 2/4/2032  | 520000 | 441303 |
| Altria Group Inc 3.4% 2/4/2041  | 180000 | 130209 |
| Altria Group Inc 3.4% 5/6/2030  | 100000 | 93814 |
| Altria Group Inc 3.875% 9/16/2046  | 374000 | 267856 |
| Altria Group Inc 4.8% 2/14/2029  | 30000 | 30106 |
| Altria Group Inc 5.8% 2/14/2039  | 330000 | 326687 |
| Altria Group Inc 5.95% 2/14/2049  | 240000 | 233476 |
| Altria Group Inc 6.875% 11/1/2033  | 370000 | 406548 |
| Philip Morris International Inc 3.125% 8/17/2027  | 2350000 | 2293859 |
| Philip Morris International Inc 4.125% 3/4/2043  | 330000 | 269454 |
| Philip Morris International Inc 4.25% 11/10/2044  | 110000 | 90863 |
| Philip Morris International Inc 4.625% 11/1/2029  | 140000 | 140473 |
| Philip Morris International Inc 4.875% 11/15/2043  | 224000 | 200180 |
| Philip Morris International Inc 4.875% 2/15/2028  | 170000 | 172305 |
| Philip Morris International Inc 4.9% 11/1/2034  | 140000 | 137286 |
| Philip Morris International Inc 5.125% 11/17/2027  | 170000 | 173019 |
| Philip Morris International Inc 5.125% 2/15/2030  | 520000 | 531184 |
| Philip Morris International Inc 5.375% 2/15/2033  | 480000 | 489449 |
| Philip Morris International Inc 5.75% 11/17/2032  | 120000 | 125643 |
|  |  | 6553714 |
| TOTAL CONSUMER STAPLES |  | 33838011 |
| Energy - 1.3% |  |  |
| Energy Equipment & Services - 0.0% |  |  |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc 3.138% 11/7/2029  | 230000 | 216515 |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc 4.08% 12/15/2047  | 290000 | 217897 |
| Halliburton Co 4.75% 8/1/2043  | 50000 | 42167 |
| Halliburton Co 5% 11/15/2045  | 410000 | 351624 |
| Halliburton Co 6.7% 9/15/2038  | 100000 | 107591 |
| Halliburton Co 7.45% 9/15/2039  | 120000 | 137003 |
| NOV Inc 3.6% 12/1/2029  | 280000 | 266208 |
| NOV Inc 3.95% 12/1/2042  | 50000 | 35968 |
|  |  | 1374973 |
| Oil, Gas & Consumable Fuels - 1.3% |  |  |
| APA Corp 5.25% 2/1/2042 (c) | 107000 | 82866 |
| APA Corp 6.75% 2/15/2055 (c) | 80000 | 72176 |
| Boardwalk Pipelines LP 4.45% 7/15/2027  | 140000 | 139620 |
| Boardwalk Pipelines LP 5.625% 8/1/2034  | 120000 | 119026 |
| Burlington Resources LLC 5.95% 10/15/2036  | 110000 | 113454 |
| Cheniere Corpus Christi Holdings LLC 2.742% 12/31/2039  | 160000 | 127729 |
| Cheniere Energy Inc 5.65% 4/15/2034  | 190000 | 189605 |
| Cheniere Energy Partners LP 3.25% 1/31/2032  | 160000 | 140386 |
| Cheniere Energy Partners LP 4% 3/1/2031  | 280000 | 262358 |
| Cheniere Energy Partners LP 5.75% 8/15/2034  | 180000 | 180642 |
| Chevron Corp 1.995% 5/11/2027  | 70000 | 67359 |
| Chevron Corp 2.236% 5/11/2030  | 70000 | 63206 |
| Chevron Corp 2.954% 5/16/2026  | 231000 | 228157 |
| Chevron Corp 2.978% 5/11/2040  | 70000 | 52403 |
| Chevron Corp 3.078% 5/11/2050  | 70000 | 45601 |
| Chevron USA Inc 4.95% 8/15/2047  | 100000 | 89125 |
| Chevron USA Inc 5.05% 11/15/2044  | 70000 | 64683 |
| Columbia Pipeline Group Inc 5.8% 6/1/2045  | 50000 | 47537 |
| ConocoPhillips 6.5% 2/1/2039  | 120000 | 130814 |
| ConocoPhillips Co 3.8% 3/15/2052  | 100000 | 69995 |
| ConocoPhillips Co 4.025% 3/15/2062  | 230000 | 159590 |
| ConocoPhillips Co 4.7% 1/15/2030  | 240000 | 241097 |
| ConocoPhillips Co 5% 1/15/2035  | 290000 | 283217 |
| ConocoPhillips Co 5.05% 9/15/2033  | 50000 | 50006 |
| ConocoPhillips Co 5.3% 5/15/2053  | 130000 | 116001 |
| ConocoPhillips Co 5.5% 1/15/2055  | 140000 | 129078 |
| ConocoPhillips Co 5.55% 3/15/2054  | 50000 | 46418 |
| ConocoPhillips Co 5.65% 1/15/2065  | 170000 | 156579 |
| ConocoPhillips Co 5.7% 9/15/2063  | 230000 | 211792 |
| Continental Resources Inc/OK 4.375% 1/15/2028  | 300000 | 293481 |
| Continental Resources Inc/OK 4.9% 6/1/2044  | 60000 | 45964 |
| DCP Midstream Operating LP 5.6% 4/1/2044  | 80000 | 70434 |
| Devon Energy Corp 5% 6/15/2045  | 315000 | 254139 |
| Devon Energy Corp 5.6% 7/15/2041  | 100000 | 89704 |
| Devon Energy Corp 5.75% 9/15/2054  | 110000 | 95621 |
| Diamondback Energy Inc 4.25% 3/15/2052  | 160000 | 116596 |
| Diamondback Energy Inc 4.4% 3/24/2051  | 100000 | 74788 |
| Diamondback Energy Inc 5.15% 1/30/2030  | 160000 | 161926 |
| Diamondback Energy Inc 5.9% 4/18/2064  | 370000 | 331092 |
| Eastern Gas Transmission & Storage Inc 3.9% 11/15/2049  | 90000 | 63574 |
| Enbridge Energy Partners LP 7.375% 10/15/2045  | 210000 | 233274 |
| Energy Transfer LP 3.75% 5/15/2030  | 390000 | 368998 |
| Energy Transfer LP 4.4% 3/15/2027  | 170000 | 169322 |
| Energy Transfer LP 4.95% 6/15/2028  | 567000 | 570858 |
| Energy Transfer LP 5% 5/15/2050  | 330000 | 266759 |
| Energy Transfer LP 5.25% 4/15/2029  | 1300000 | 1319830 |
| Energy Transfer LP 5.3% 4/15/2047  | 50000 | 42498 |
| Energy Transfer LP 5.4% 10/1/2047  | 80000 | 68976 |
| Energy Transfer LP 5.7% 4/1/2035  | 500000 | 498656 |
| Energy Transfer LP 5.8% 6/15/2038  | 260000 | 254570 |
| Energy Transfer LP 6% 6/15/2048  | 330000 | 306413 |
| Energy Transfer LP 6.05% 9/1/2054  | 110000 | 101702 |
| Energy Transfer LP 6.125% 12/15/2045  | 230000 | 219096 |
| Energy Transfer LP 6.25% 4/15/2049  | 130000 | 123779 |
| Energy Transfer LP 6.4% 12/1/2030  | 100000 | 106313 |
| Energy Transfer LP 6.55% 12/1/2033  | 220000 | 233671 |
| Energy Transfer LP 6.625% 10/15/2036  | 280000 | 294706 |
| Energy Transfer LP 7.5% 7/1/2038  | 210000 | 234910 |
| Enterprise Products Operating LLC 2.8% 1/31/2030  | 560000 | 519989 |
| Enterprise Products Operating LLC 3.2% 2/15/2052  | 290000 | 183096 |
| Enterprise Products Operating LLC 3.3% 2/15/2053  | 100000 | 63859 |
| Enterprise Products Operating LLC 3.95% 2/15/2027  | 214000 | 212735 |
| Enterprise Products Operating LLC 4.2% 1/31/2050  | 370000 | 283237 |
| Enterprise Products Operating LLC 4.25% 2/15/2048  | 270000 | 211888 |
| Enterprise Products Operating LLC 4.45% 2/15/2043  | 100000 | 84122 |
| Enterprise Products Operating LLC 4.8% 2/1/2049  | 56000 | 47277 |
| Enterprise Products Operating LLC 4.85% 8/15/2042  | 170000 | 150709 |
| Enterprise Products Operating LLC 4.95% 2/15/2035  | 130000 | 127059 |
| Enterprise Products Operating LLC 5.35% 1/31/2033  | 500000 | 509709 |
| Enterprise Products Operating LLC 5.55% 2/16/2055  | 130000 | 121299 |
| Enterprise Products Operating LLC 7.55% 4/15/2038  | 120000 | 140319 |
| EOG Resources Inc 4.95% 4/15/2050  | 200000 | 172562 |
| EOG Resources Inc 5.65% 12/1/2054  | 80000 | 75718 |
| EQT Corp 5.7% 4/1/2028  | 154000 | 157256 |
| EQT Corp 5.75% 2/1/2034  | 110000 | 110734 |
| Expand Energy Corp 5.375% 3/15/2030  | 240000 | 238696 |
| Exxon Mobil Corp 2.995% 8/16/2039  | 450000 | 344593 |
| Exxon Mobil Corp 3.452% 4/15/2051  | 610000 | 420636 |
| Exxon Mobil Corp 4.114% 3/1/2046  | 200000 | 160049 |
| Exxon Mobil Corp 4.327% 3/19/2050  | 100000 | 80869 |
| Hess Corp 5.6% 2/15/2041  | 190000 | 184170 |
| Hess Corp 5.8% 4/1/2047  | 100000 | 96391 |
| Hess Corp 7.125% 3/15/2033  | 170000 | 189465 |
| Kinder Morgan Energy Partners LP 6.55% 9/15/2040  | 100000 | 103584 |
| Kinder Morgan Energy Partners LP 6.95% 1/15/2038  | 200000 | 216174 |
| Kinder Morgan Inc 3.6% 2/15/2051  | 270000 | 179210 |
| Kinder Morgan Inc 4.8% 2/1/2033  | 600000 | 579476 |
| Kinder Morgan Inc 5.05% 2/15/2046  | 50000 | 42701 |
| Kinder Morgan Inc 5.2% 3/1/2048  | 264000 | 229338 |
| Kinder Morgan Inc 5.45% 8/1/2052  | 210000 | 186265 |
| Kinder Morgan Inc 5.55% 6/1/2045  | 300000 | 275349 |
| Marathon Petroleum Corp 4.5% 4/1/2048  | 280000 | 207408 |
| Marathon Petroleum Corp 5.15% 3/1/2030  | 130000 | 131262 |
| Marathon Petroleum Corp 5.7% 3/1/2035  | 130000 | 128574 |
| Marathon Petroleum Corp 6.5% 3/1/2041  | 50000 | 50786 |
| MPLX LP 2.65% 8/15/2030  | 150000 | 134223 |
| MPLX LP 4.125% 3/1/2027  | 60000 | 59536 |
| MPLX LP 4.5% 4/15/2038  | 570000 | 491509 |
| MPLX LP 4.7% 4/15/2048  | 226000 | 177724 |
| MPLX LP 4.95% 9/1/2032  | 130000 | 126465 |
| MPLX LP 5% 3/1/2033  | 500000 | 485235 |
| MPLX LP 5.2% 12/1/2047  | 200000 | 169523 |
| MPLX LP 5.5% 2/15/2049  | 100000 | 87849 |
| MPLX LP 5.65% 3/1/2053  | 100000 | 88549 |
| Occidental Petroleum Corp 4.2% 3/15/2048  | 450000 | 299385 |
| Occidental Petroleum Corp 5.55% 10/1/2034  | 320000 | 302468 |
| Occidental Petroleum Corp 6.05% 10/1/2054  | 150000 | 130381 |
| Occidental Petroleum Corp 6.125% 1/1/2031  | 60000 | 61084 |
| Occidental Petroleum Corp 6.375% 9/1/2028  | 980000 | 1010674 |
| Occidental Petroleum Corp 6.45% 9/15/2036  | 80000 | 78617 |
| Occidental Petroleum Corp 7.5% 5/1/2031  | 100000 | 107638 |
| ONEOK Inc 3.25% 6/1/2030  | 150000 | 138630 |
| ONEOK Inc 3.95% 3/1/2050  | 35000 | 23905 |
| ONEOK Inc 4% 7/13/2027  | 80000 | 79202 |
| ONEOK Inc 4.25% 9/24/2027  | 90000 | 89411 |
| ONEOK Inc 4.4% 10/15/2029  | 60000 | 59040 |
| ONEOK Inc 4.45% 9/1/2049  | 150000 | 110961 |
| ONEOK Inc 4.75% 10/15/2031  | 240000 | 234271 |
| ONEOK Inc 4.85% 2/1/2049  | 130000 | 102369 |
| ONEOK Inc 5% 3/1/2026  | 147000 | 147217 |
| ONEOK Inc 5.05% 11/1/2034  | 660000 | 628847 |
| ONEOK Inc 5.2% 7/15/2048  | 22000 | 18510 |
| ONEOK Inc 5.65% 11/1/2028  | 60000 | 61760 |
| ONEOK Inc 5.65% 9/1/2034  | 100000 | 99328 |
| ONEOK Inc 5.7% 11/1/2054  | 180000 | 160874 |
| ONEOK Inc 5.85% 11/1/2064  | 50000 | 44762 |
| ONEOK Inc 6.1% 11/15/2032  | 340000 | 353686 |
| ONEOK Inc 6.625% 9/1/2053  | 130000 | 131120 |
| ONEOK Inc 7.15% 1/15/2051  | 150000 | 157931 |
| ONEOK Partners LP 6.65% 10/1/2036  | 350000 | 367806 |
| Ovintiv Inc 5.65% 5/15/2028  | 250000 | 254845 |
| Ovintiv Inc 6.5% 2/1/2038  | 220000 | 214353 |
| Ovintiv Inc 6.625% 8/15/2037  | 100000 | 97855 |
| Phillips 66 3.3% 3/15/2052  | 320000 | 199222 |
| Phillips 66 3.9% 3/15/2028  | 380000 | 374243 |
| Phillips 66 4.65% 11/15/2034  | 220000 | 206397 |
| Phillips 66 Co 4.68% 2/15/2045  | 100000 | 80865 |
| Phillips 66 Co 4.95% 3/15/2035  | 110000 | 104844 |
| Phillips 66 Co 5.25% 6/15/2031  | 100000 | 101238 |
| Phillips 66 Co 5.5% 3/15/2055  | 100000 | 87990 |
| Phillips 66 Co 5.65% 6/15/2054  | 130000 | 117204 |
| Pioneer Natural Resources Co 1.9% 8/15/2030  | 210000 | 183893 |
| Plains All American Pipeline LP / PAA Finance Corp 3.8% 9/15/2030  | 760000 | 717650 |
| Plains All American Pipeline LP / PAA Finance Corp 4.7% 6/15/2044  | 90000 | 72082 |
| Sabine Pass Liquefaction LLC 4.5% 5/15/2030  | 420000 | 413804 |
| Shell Finance US Inc 2.375% 11/7/2029  | 320000 | 295134 |
| Shell Finance US Inc 3.25% 4/6/2050  | 240000 | 158930 |
| Shell Finance US Inc 3.75% 9/12/2046  | 106000 | 79386 |
| Shell Finance US Inc 4% 5/10/2046  | 100000 | 77854 |
| Shell Finance US Inc 4.125% 5/11/2035  | 170000 | 157890 |
| Shell Finance US Inc 4.375% 5/11/2045  | 160000 | 132285 |
| Shell Finance US Inc 4.55% 8/12/2043  | 430000 | 369623 |
| Shell International Finance BV 2.5% 9/12/2026  | 270000 | 264499 |
| Shell International Finance BV 2.875% 11/26/2041  | 440000 | 307838 |
| Shell International Finance BV 3% 11/26/2051  | 100000 | 62428 |
| Shell International Finance BV 3.125% 11/7/2049  | 100000 | 64862 |
| Shell International Finance BV 5.5% 3/25/2040  | 190000 | 189043 |
| Targa Resources Corp 4.2% 2/1/2033  | 130000 | 118825 |
| Targa Resources Corp 6.125% 3/15/2033  | 250000 | 257489 |
| Targa Resources Corp 6.125% 5/15/2055  | 110000 | 103607 |
| Targa Resources Corp 6.5% 2/15/2053  | 190000 | 187289 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp 4% 1/15/2032  | 460000 | 420632 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp 6.875% 1/15/2029  | 620000 | 631902 |
| Tennessee Gas Pipeline Co LLC 7% 10/15/2028  | 630000 | 673645 |
| Transcontinental Gas Pipe Line Co LLC 3.25% 5/15/2030  | 1105000 | 1029619 |
| Transcontinental Gas Pipe Line Co LLC 3.95% 5/15/2050  | 100000 | 73641 |
| Transcontinental Gas Pipe Line Co LLC 4.6% 3/15/2048  | 190000 | 155101 |
| Valero Energy Corp 3.4% 9/15/2026  | 110000 | 108482 |
| Valero Energy Corp 3.65% 12/1/2051  | 210000 | 137329 |
| Valero Energy Corp 4.35% 6/1/2028  | 70000 | 69642 |
| Valero Energy Corp 6.625% 6/15/2037  | 200000 | 209945 |
| Valero Energy Partners LP 4.5% 3/15/2028  | 270000 | 269258 |
| Western Gas Partners LP 4.05% 2/1/2030 (e) | 230000 | 218646 |
| Western Gas Partners LP 5.3% 3/1/2048  | 150000 | 121126 |
| Western Gas Partners LP 6.15% 4/1/2033  | 110000 | 112356 |
| Williams Cos Inc/The 3.5% 10/15/2051  | 350000 | 232152 |
| Williams Cos Inc/The 3.75% 6/15/2027  | 460000 | 453426 |
| Williams Cos Inc/The 4.85% 3/1/2048  | 50000 | 41968 |
| Williams Cos Inc/The 4.9% 1/15/2045  | 100000 | 85445 |
| Williams Cos Inc/The 5.1% 9/15/2045  | 100000 | 87524 |
| Williams Cos Inc/The 5.15% 3/15/2034  | 130000 | 127681 |
| Williams Cos Inc/The 5.4% 3/2/2026  | 160000 | 160797 |
| Williams Cos Inc/The 5.65% 3/15/2033  | 230000 | 235506 |
| Williams Cos Inc/The 5.8% 11/15/2043  | 100000 | 95865 |
| Williams Cos Inc/The Series A, 7.5% 1/15/2031  | 205000 | 230948 |
|  |  | 36765327 |
| TOTAL ENERGY |  | 38140300 |
| Financials - 6.5% |  |  |
| Banks - 2.9% |  |  |
| Bank of America Corp 1.658% 3/11/2027 (b) | 340000 | 332146 |
| Bank of America Corp 1.734% 7/22/2027 (b) | 510000 | 493322 |
| Bank of America Corp 2.087% 6/14/2029 (b) | 1210000 | 1123257 |
| Bank of America Corp 2.299% 7/21/2032 (b) | 110000 | 94378 |
| Bank of America Corp 2.482% 9/21/2036 (b) | 320000 | 267497 |
| Bank of America Corp 2.572% 10/20/2032 (b) | 1690000 | 1465219 |
| Bank of America Corp 2.651% 3/11/2032 (b) | 340000 | 300968 |
| Bank of America Corp 2.676% 6/19/2041 (b) | 1480000 | 1031968 |
| Bank of America Corp 2.687% 4/22/2032 (b) | 2030000 | 1792850 |
| Bank of America Corp 2.831% 10/24/2051 (b) | 140000 | 84552 |
| Bank of America Corp 2.972% 2/4/2033 (b) | 250000 | 220349 |
| Bank of America Corp 2.972% 7/21/2052 (b) | 110000 | 68597 |
| Bank of America Corp 3.194% 7/23/2030 (b) | 270000 | 254356 |
| Bank of America Corp 3.311% 4/22/2042 (b) | 100000 | 74531 |
| Bank of America Corp 3.419% 12/20/2028 (b) | 735000 | 713173 |
| Bank of America Corp 3.946% 1/23/2049 (b) | 360000 | 274652 |
| Bank of America Corp 3.97% 3/5/2029 (b) | 780000 | 766028 |
| Bank of America Corp 3.974% 2/7/2030 (b) | 825000 | 804594 |
| Bank of America Corp 4.078% 4/23/2040 (b) | 100000 | 84885 |
| Bank of America Corp 4.083% 3/20/2051 (b) | 100000 | 77236 |
| Bank of America Corp 4.244% 4/24/2038 (b) | 480000 | 425705 |
| Bank of America Corp 4.271% 7/23/2029 (b) | 360000 | 355953 |
| Bank of America Corp 4.33% 3/15/2050 (b) | 200000 | 161552 |
| Bank of America Corp 4.376% 4/27/2028 (b) | 1000000 | 995120 |
| Bank of America Corp 4.623% 5/9/2029 (b) | 1750000 | 1749585 |
| Bank of America Corp 5% 1/21/2044  | 235000 | 216638 |
| Bank of America Corp 5.08% 1/20/2027 (b) | 1000000 | 1002100 |
| Bank of America Corp 5.202% 4/25/2029 (b) | 200000 | 203234 |
| Bank of America Corp 5.425% 8/15/2035 (b) | 600000 | 587911 |
| Bank of America Corp 5.518% 10/25/2035 (b) | 240000 | 235579 |
| Bank of America Corp 5.744% 2/12/2036 (b) | 140000 | 139203 |
| Bank of America Corp 5.872% 9/15/2034 (b) | 560000 | 581901 |
| Bank of America Corp 6.11% 1/29/2037  | 508000 | 526109 |
| Bank of America Corp 6.204% 11/10/2028 (b) | 400000 | 414139 |
| Bank of America Corp 6.22% 9/15/2026  | 480000 | 488520 |
| Bank of America Corp 7.75% 5/14/2038  | 120000 | 140497 |
| Citibank NA 4.838% 8/6/2029  | 510000 | 516258 |
| Citibank NA 4.914% 5/29/2030  | 1250000 | 1260638 |
| Citigroup Inc 1.122% 1/28/2027 (b) | 600000 | 585738 |
| Citigroup Inc 1.462% 6/9/2027 (b) | 300000 | 290013 |
| Citigroup Inc 2.561% 5/1/2032 (b) | 600000 | 524080 |
| Citigroup Inc 2.572% 6/3/2031 (b) | 380000 | 340402 |
| Citigroup Inc 3.07% 2/24/2028 (b) | 610000 | 593565 |
| Citigroup Inc 3.2% 10/21/2026  | 80000 | 78557 |
| Citigroup Inc 3.52% 10/27/2028 (b) | 2060000 | 2004235 |
| Citigroup Inc 3.785% 3/17/2033 (b) | 100000 | 91783 |
| Citigroup Inc 3.878% 1/24/2039 (b) | 470000 | 394729 |
| Citigroup Inc 3.887% 1/10/2028 (b) | 140000 | 138165 |
| Citigroup Inc 3.98% 3/20/2030 (b) | 150000 | 145705 |
| Citigroup Inc 4.075% 4/23/2029 (b) | 770000 | 757755 |
| Citigroup Inc 4.45% 9/29/2027  | 1185000 | 1180125 |
| Citigroup Inc 4.6% 3/9/2026  | 1590000 | 1588489 |
| Citigroup Inc 4.65% 7/23/2048  | 195000 | 162956 |
| Citigroup Inc 4.65% 7/30/2045  | 267000 | 228562 |
| Citigroup Inc 4.75% 5/18/2046  | 518000 | 429637 |
| Citigroup Inc 5.316% 3/26/2041 (b) | 500000 | 476799 |
| Citigroup Inc 5.333% 3/27/2036 (b) | 1000000 | 986366 |
| Citigroup Inc 5.449% 6/11/2035 (b) | 300000 | 300602 |
| Citigroup Inc 5.61% 9/29/2026 (b) | 500000 | 501151 |
| Citigroup Inc 5.827% 2/13/2035 (b) | 380000 | 379025 |
| Citigroup Inc 5.875% 1/30/2042  | 100000 | 100450 |
| Citigroup Inc 5.875% 2/22/2033  | 310000 | 317839 |
| Citigroup Inc 6.27% 11/17/2033 (b) | 100000 | 106093 |
| Citigroup Inc 6.625% 6/15/2032  | 200000 | 215212 |
| Citigroup Inc 6.675% 9/13/2043  | 200000 | 212164 |
| Citizens Financial Group Inc 2.5% 2/6/2030  | 190000 | 169895 |
| Citizens Financial Group Inc 5.253% 3/5/2031 (b) | 260000 | 260271 |
| Citizens Financial Group Inc 5.641% 5/21/2037 (b) | 70000 | 68066 |
| Citizens Financial Group Inc 5.718% 7/23/2032 (b) | 150000 | 153129 |
| Comerica Inc 5.982% 1/30/2030 (b) | 140000 | 142290 |
| Fifth Third Bancorp 2.55% 5/5/2027  | 100000 | 96249 |
| Fifth Third Bancorp 3.95% 3/14/2028  | 50000 | 49351 |
| Fifth Third Bancorp 4.337% 4/25/2033 (b) | 50000 | 46882 |
| Fifth Third Bancorp 4.772% 7/28/2030 (b) | 170000 | 169438 |
| Fifth Third Bancorp 6.339% 7/27/2029 (b) | 290000 | 303352 |
| Fifth Third Bancorp 6.361% 10/27/2028 (b) | 380000 | 393946 |
| Fifth Third Bancorp 8.25% 3/1/2038  | 90000 | 105104 |
| Huntington Bancshares Inc/OH 2.487% 8/15/2036 (b) | 190000 | 157504 |
| Huntington Bancshares Inc/OH 2.55% 2/4/2030  | 310000 | 280178 |
| Huntington Bancshares Inc/OH 4.443% 8/4/2028 (b) | 290000 | 289554 |
| Huntington Bancshares Inc/OH 5.272% 1/15/2031 (b) | 350000 | 353791 |
| Huntington Bancshares Inc/OH 6.208% 8/21/2029 (b) | 100000 | 104236 |
| JPMorgan Chase & Co 1.045% 11/19/2026 (b) | 1200000 | 1178924 |
| JPMorgan Chase & Co 1.47% 9/22/2027 (b) | 360000 | 345718 |
| JPMorgan Chase & Co 1.578% 4/22/2027 (b) | 300000 | 292147 |
| JPMorgan Chase & Co 1.953% 2/4/2032 (b) | 300000 | 256840 |
| JPMorgan Chase & Co 2.069% 6/1/2029 (b) | 340000 | 316224 |
| JPMorgan Chase & Co 2.525% 11/19/2041 (b) | 340000 | 232069 |
| JPMorgan Chase & Co 2.545% 11/8/2032 (b) | 1080000 | 935901 |
| JPMorgan Chase & Co 2.58% 4/22/2032 (b) | 300000 | 264793 |
| JPMorgan Chase & Co 2.739% 10/15/2030 (b) | 570000 | 525425 |
| JPMorgan Chase & Co 2.95% 10/1/2026  | 190000 | 186594 |
| JPMorgan Chase & Co 2.956% 5/13/2031 (b) | 360000 | 327783 |
| JPMorgan Chase & Co 2.963% 1/25/2033 (b) | 630000 | 557275 |
| JPMorgan Chase & Co 3.109% 4/22/2041 (b) | 220000 | 164377 |
| JPMorgan Chase & Co 3.109% 4/22/2051 (b) | 50000 | 32556 |
| JPMorgan Chase & Co 3.328% 4/22/2052 (b) | 320000 | 217275 |
| JPMorgan Chase & Co 3.702% 5/6/2030 (b) | 240000 | 231686 |
| JPMorgan Chase & Co 3.897% 1/23/2049 (b) | 350000 | 268326 |
| JPMorgan Chase & Co 4.323% 4/26/2028 (b) | 550000 | 547572 |
| JPMorgan Chase & Co 4.452% 12/5/2029 (b) | 630000 | 625772 |
| JPMorgan Chase & Co 4.586% 4/26/2033 (b) | 1230000 | 1198975 |
| JPMorgan Chase & Co 4.603% 10/22/2030 (b) | 880000 | 874789 |
| JPMorgan Chase & Co 4.95% 6/1/2045  | 290000 | 262057 |
| JPMorgan Chase & Co 4.995% 7/22/2030 (b) | 150000 | 151401 |
| JPMorgan Chase & Co 5.103% 4/22/2031 (b) | 230000 | 233337 |
| JPMorgan Chase & Co 5.14% 1/24/2031 (b) | 1500000 | 1523281 |
| JPMorgan Chase & Co 5.294% 7/22/2035 (b) | 460000 | 459121 |
| JPMorgan Chase & Co 5.35% 6/1/2034 (b) | 1700000 | 1719424 |
| JPMorgan Chase & Co 5.5% 10/15/2040  | 430000 | 427929 |
| JPMorgan Chase & Co 5.572% 4/22/2036 (b) | 230000 | 234006 |
| JPMorgan Chase & Co 5.6% 7/15/2041  | 325000 | 325889 |
| JPMorgan Chase & Co 5.625% 8/16/2043  | 247000 | 243265 |
| JPMorgan Chase & Co 5.766% 4/22/2035 (b) | 440000 | 455044 |
| JPMorgan Chase & Co 8% 4/29/2027  | 1060000 | 1128596 |
| JPMorgan Chase Bank NA 5.11% 12/8/2026  | 725000 | 733152 |
| KeyCorp 2.25% 4/6/2027  | 280000 | 268004 |
| KeyCorp 5.121% 4/4/2031 (b) | 310000 | 309340 |
| M&T Bank Corp 5.053% 1/27/2034 (b) | 190000 | 184104 |
| M&T Bank Corp 6.082% 3/13/2032 (b) | 100000 | 104133 |
| Morgan Stanley Bank NA 4.754% 4/21/2026  | 1710000 | 1713935 |
| PNC Financial Services Group Inc/The 1.15% 8/13/2026  | 400000 | 384964 |
| PNC Financial Services Group Inc/The 2.55% 1/22/2030  | 530000 | 484191 |
| PNC Financial Services Group Inc/The 3.45% 4/23/2029  | 710000 | 684829 |
| PNC Financial Services Group Inc/The 4.626% 6/6/2033 (b) | 220000 | 209055 |
| PNC Financial Services Group Inc/The 4.812% 10/21/2032 (b) | 500000 | 493764 |
| PNC Financial Services Group Inc/The 4.899% 5/13/2031 (b) | 100000 | 100100 |
| PNC Financial Services Group Inc/The 5.068% 1/24/2034 (b) | 160000 | 158094 |
| PNC Financial Services Group Inc/The 5.222% 1/29/2031 (b) | 270000 | 274352 |
| PNC Financial Services Group Inc/The 5.575% 1/29/2036 (b) | 180000 | 181198 |
| PNC Financial Services Group Inc/The 5.582% 6/12/2029 (b) | 80000 | 82315 |
| PNC Financial Services Group Inc/The 5.676% 1/22/2035 (b) | 200000 | 204026 |
| PNC Financial Services Group Inc/The 5.939% 8/18/2034 (b) | 200000 | 207200 |
| Regions Financial Corp 5.502% 9/6/2035 (b) | 200000 | 196429 |
| Regions Financial Corp 7.375% 12/10/2037  | 100000 | 109994 |
| Santander Holdings USA Inc 4.4% 7/13/2027  | 110000 | 109040 |
| Santander Holdings USA Inc 4.5% 7/17/2025  | 406000 | 405766 |
| Santander Holdings USA Inc 5.741% 3/20/2031 (b) | 150000 | 151557 |
| Santander Holdings USA Inc 6.565% 6/12/2029 (b) | 100000 | 103773 |
| Santander Holdings USA Inc 7.66% 11/9/2031 (b) | 430000 | 473388 |
| Truist Financial Corp 1.125% 8/3/2027  | 430000 | 401925 |
| Truist Financial Corp 1.2% 8/5/2025  | 850000 | 844906 |
| Truist Financial Corp 1.267% 3/2/2027 (b) | 950000 | 924410 |
| Truist Financial Corp 4.916% 7/28/2033 (b) | 250000 | 240254 |
| Truist Financial Corp 5.153% 8/5/2032 (b) | 160000 | 160883 |
| Truist Financial Corp 5.711% 1/24/2035 (b) | 270000 | 274351 |
| Truist Financial Corp 5.867% 6/8/2034 (b) | 300000 | 307344 |
| Truist Financial Corp 6.123% 10/28/2033 (b) | 370000 | 386806 |
| US Bancorp 2.491% 11/3/2036 (b) | 200000 | 166488 |
| US Bancorp 2.677% 1/27/2033 (b) | 190000 | 163844 |
| US Bancorp 3.15% 4/27/2027  | 810000 | 793464 |
| US Bancorp 3.9% 4/26/2028  | 550000 | 545007 |
| US Bancorp 4.839% 2/1/2034 (b) | 490000 | 475231 |
| US Bancorp 4.967% 7/22/2033 (b) | 150000 | 145913 |
| US Bancorp 5.046% 2/12/2031 (b) | 250000 | 251761 |
| US Bancorp 5.775% 6/12/2029 (b) | 100000 | 103230 |
| US Bancorp 5.85% 10/21/2033 (b) | 460000 | 476805 |
| Wachovia Corp 5.5% 8/1/2035  | 350000 | 348725 |
| Wells Fargo & Co 2.393% 6/2/2028 (b) | 220000 | 210561 |
| Wells Fargo & Co 3% 10/23/2026  | 710000 | 695651 |
| Wells Fargo & Co 3.068% 4/30/2041 (b) | 380000 | 278464 |
| Wells Fargo & Co 3.9% 5/1/2045  | 1100000 | 845173 |
| Wells Fargo & Co 4.3% 7/22/2027  | 2480000 | 2468578 |
| Wells Fargo & Co 4.4% 6/14/2046  | 120000 | 95006 |
| Wells Fargo & Co 4.54% 8/15/2026 (b) | 500000 | 499798 |
| Wells Fargo & Co 4.611% 4/25/2053 (b) | 1160000 | 955278 |
| Wells Fargo & Co 4.75% 12/7/2046  | 508000 | 420303 |
| Wells Fargo & Co 4.897% 7/25/2033 (b) | 300000 | 294851 |
| Wells Fargo & Co 4.9% 11/17/2045  | 97000 | 82777 |
| Wells Fargo & Co 5.013% 4/4/2051 (b) | 280000 | 245682 |
| Wells Fargo & Co 5.198% 1/23/2030 (b) | 720000 | 731769 |
| Wells Fargo & Co 5.375% 11/2/2043  | 100000 | 92181 |
| Wells Fargo & Co 5.389% 4/24/2034 (b) | 580000 | 582479 |
| Wells Fargo & Co 5.557% 7/25/2034 (b) | 590000 | 597551 |
| Wells Fargo & Co 5.574% 7/25/2029 (b) | 400000 | 410355 |
| Wells Fargo & Co 5.606% 1/15/2044  | 360000 | 338601 |
| Wells Fargo Bank NA 5.254% 12/11/2026  | 1760000 | 1782461 |
|  |  | 80308573 |
| Capital Markets - 1.6% |  |  |
| Affiliated Managers Group Inc 3.3% 6/15/2030  | 150000 | 139800 |
| Ameriprise Financial Inc 5.15% 5/15/2033  | 70000 | 70606 |
| Ameriprise Financial Inc 5.7% 12/15/2028  | 130000 | 135478 |
| Apollo Debt Solutions BDC 6.55% 3/15/2032 (c) | 250000 | 252514 |
| Ares Capital Corp 2.875% 6/15/2028  | 100000 | 93369 |
| Ares Capital Corp 3.2% 11/15/2031  | 150000 | 129110 |
| Ares Capital Corp 3.875% 1/15/2026  | 200000 | 198673 |
| Ares Capital Corp 5.8% 3/8/2032  | 130000 | 128111 |
| Ares Capital Corp 5.95% 7/15/2029  | 190000 | 193387 |
| Ares Capital Corp 7% 1/15/2027  | 90000 | 92724 |
| Ares Management Corp 5.6% 10/11/2054  | 100000 | 91372 |
| Ares Strategic Income Fund 5.6% 2/15/2030  | 230000 | 226018 |
| Ares Strategic Income Fund 6.2% 3/21/2032  | 150000 | 148667 |
| Bank of New York Mellon Corp/The 1.8% 7/28/2031  | 170000 | 145474 |
| Bank of New York Mellon Corp/The 1.9% 1/25/2029  | 245000 | 224768 |
| Bank of New York Mellon Corp/The 4.414% 7/24/2026 (b) | 500000 | 499640 |
| Bank of New York Mellon Corp/The 4.543% 2/1/2029 (b) | 560000 | 562156 |
| Bank of New York Mellon Corp/The 4.596% 7/26/2030 (b) | 100000 | 100168 |
| Bank of New York Mellon Corp/The 4.706% 2/1/2034 (b) | 110000 | 107179 |
| Bank of New York Mellon Corp/The 4.975% 3/14/2030 (b) | 150000 | 152553 |
| Bank of New York Mellon Corp/The 5.188% 3/14/2035 (b) | 260000 | 259834 |
| Bank of New York Mellon Corp/The 6.317% 10/25/2029 (b) | 500000 | 528776 |
| Bank of New York Mellon/The 4.729% 4/20/2029 (b) | 380000 | 383273 |
| BlackRock Funding Inc 4.6% 7/26/2027  | 90000 | 90746 |
| BlackRock Funding Inc 5% 3/14/2034  | 100000 | 101077 |
| BlackRock Funding Inc 5.25% 3/14/2054  | 60000 | 56141 |
| BlackRock Funding Inc 5.35% 1/8/2055  | 100000 | 94989 |
| Blackrock Inc 2.1% 2/25/2032  | 650000 | 553913 |
| Blackrock Inc 2.4% 4/30/2030  | 550000 | 501978 |
| Blackrock Inc 3.2% 3/15/2027  | 220000 | 216541 |
| Blackrock Inc 3.25% 4/30/2029  | 180000 | 173992 |
| Blackrock Inc 4.75% 5/25/2033  | 80000 | 80114 |
| Blackstone Private Credit Fund 3.25% 3/15/2027  | 140000 | 135360 |
| Blackstone Private Credit Fund 5.25% 4/1/2030  | 150000 | 146898 |
| Blackstone Private Credit Fund 5.95% 7/16/2029  | 110000 | 111013 |
| Blackstone Private Credit Fund 6% 1/29/2032  | 160000 | 159840 |
| Blackstone Private Credit Fund 6% 11/22/2034  | 90000 | 86825 |
| Blackstone Private Credit Fund 6.25% 1/25/2031  | 50000 | 50983 |
| Blackstone Private Credit Fund 7.3% 11/27/2028  | 50000 | 52950 |
| Blackstone Secured Lending Fund 5.35% 4/13/2028  | 210000 | 210435 |
| Blue Owl Capital Corp 2.875% 6/11/2028  | 270000 | 249099 |
| Blue Owl Capital Corp 5.95% 3/15/2029  | 100000 | 99890 |
| Cboe Global Markets Inc 1.625% 12/15/2030  | 130000 | 111040 |
| Charles Schwab Corp/The 0.9% 3/11/2026  | 460000 | 447348 |
| Charles Schwab Corp/The 1.65% 3/11/2031  | 197000 | 166658 |
| Charles Schwab Corp/The 2% 3/20/2028  | 120000 | 113055 |
| Charles Schwab Corp/The 2.9% 3/3/2032  | 310000 | 273812 |
| Charles Schwab Corp/The 3.2% 3/2/2027  | 910000 | 892936 |
| Charles Schwab Corp/The 6.136% 8/24/2034 (b) | 240000 | 254891 |
| Charles Schwab Corp/The 6.196% 11/17/2029 (b) | 220000 | 232603 |
| CME Group Inc 3.75% 6/15/2028  | 140000 | 138455 |
| CME Group Inc 4.15% 6/15/2048  | 100000 | 81991 |
| CME Group Inc 5.3% 9/15/2043  | 150000 | 147046 |
| Franklin Resources Inc 1.6% 10/30/2030  | 220000 | 187515 |
| Goldman Sachs Group Inc/The 1.093% 12/9/2026 (b) | 1000000 | 981039 |
| Goldman Sachs Group Inc/The 1.948% 10/21/2027 (b) | 600000 | 577907 |
| Goldman Sachs Group Inc/The 2.383% 7/21/2032 (b) | 1370000 | 1178915 |
| Goldman Sachs Group Inc/The 2.615% 4/22/2032 (b) | 460000 | 403391 |
| Goldman Sachs Group Inc/The 2.908% 7/21/2042 (b) | 470000 | 326807 |
| Goldman Sachs Group Inc/The 3.102% 2/24/2033 (b) | 140000 | 123646 |
| Goldman Sachs Group Inc/The 3.85% 1/26/2027  | 960000 | 951559 |
| Goldman Sachs Group Inc/The 4.017% 10/31/2038 (b) | 630000 | 536506 |
| Goldman Sachs Group Inc/The 4.223% 5/1/2029 (b) | 1650000 | 1632992 |
| Goldman Sachs Group Inc/The 4.482% 8/23/2028 (b) | 820000 | 817282 |
| Goldman Sachs Group Inc/The 4.75% 10/21/2045  | 245000 | 212220 |
| Goldman Sachs Group Inc/The 4.8% 7/8/2044  | 120000 | 104913 |
| Goldman Sachs Group Inc/The 5.049% 7/23/2030 (b) | 500000 | 504271 |
| Goldman Sachs Group Inc/The 5.15% 5/22/2045  | 330000 | 290700 |
| Goldman Sachs Group Inc/The 5.207% 1/28/2031 (b) | 600000 | 608415 |
| Goldman Sachs Group Inc/The 5.536% 1/28/2036 (b) | 800000 | 805673 |
| Goldman Sachs Group Inc/The 5.561% 11/19/2045 (b) | 500000 | 478745 |
| Goldman Sachs Group Inc/The 6.25% 2/1/2041  | 220000 | 229458 |
| Goldman Sachs Group Inc/The 6.561% 10/24/2034 (b) | 110000 | 119785 |
| Goldman Sachs Group Inc/The 6.75% 10/1/2037  | 492000 | 529197 |
| Golub Capital BDC Inc 6% 7/15/2029  | 120000 | 121399 |
| HPS Corporate Lending Fund 5.45% 1/14/2028  | 220000 | 219959 |
| HPS Corporate Lending Fund 6.25% 9/30/2029  | 100000 | 101594 |
| HPS Corporate Lending Fund 6.75% 1/30/2029  | 60000 | 61971 |
| Intercontinental Exchange Inc 1.85% 9/15/2032  | 160000 | 130958 |
| Intercontinental Exchange Inc 2.65% 9/15/2040  | 270000 | 191104 |
| Intercontinental Exchange Inc 3% 9/15/2060  | 100000 | 58931 |
| Intercontinental Exchange Inc 3.1% 9/15/2027  | 535000 | 520563 |
| Intercontinental Exchange Inc 3.75% 9/21/2028  | 100000 | 97855 |
| Intercontinental Exchange Inc 4% 9/15/2027  | 1160000 | 1149678 |
| Intercontinental Exchange Inc 4.25% 9/21/2048  | 120000 | 96306 |
| Intercontinental Exchange Inc 4.6% 3/15/2033  | 100000 | 98177 |
| Intercontinental Exchange Inc 5.2% 6/15/2062  | 320000 | 287709 |
| Invesco Finance PLC 3.75% 1/15/2026  | 240000 | 238701 |
| Invesco Finance PLC 5.375% 11/30/2043  | 50000 | 46093 |
| Jefferies Financial Group Inc 2.75% 10/15/2032  | 240000 | 199112 |
| Jefferies Financial Group Inc 4.15% 1/23/2030  | 507000 | 489079 |
| Jefferies Financial Group Inc 4.85% 1/15/2027  | 110000 | 110518 |
| Jefferies Financial Group Inc 5.875% 7/21/2028  | 320000 | 328507 |
| Lazard Group LLC 4.375% 3/11/2029  | 110000 | 107714 |
| Lazard Group LLC 4.5% 9/19/2028  | 100000 | 98985 |
| Legg Mason Inc 5.625% 1/15/2044  | 60000 | 57751 |
| LPL Holdings Inc 4.9% 4/3/2028  | 230000 | 230312 |
| LPL Holdings Inc 5.15% 6/15/2030  | 210000 | 210510 |
| LPL Holdings Inc 5.65% 3/15/2035  | 30000 | 29586 |
| LPL Holdings Inc 6% 5/20/2034  | 100000 | 101564 |
| LPL Holdings Inc 6.75% 11/17/2028  | 80000 | 84962 |
| Moody's Corp 2% 8/19/2031  | 140000 | 119664 |
| Moody's Corp 2.55% 8/18/2060  | 100000 | 49077 |
| Moody's Corp 4.875% 12/17/2048  | 120000 | 104638 |
| Moody's Corp 5% 8/5/2034  | 200000 | 198814 |
| Morgan Stanley 1.512% 7/20/2027 (b) | 470000 | 453486 |
| Morgan Stanley 1.593% 5/4/2027 (b) | 1100000 | 1068884 |
| Morgan Stanley 1.794% 2/13/2032 (b) | 390000 | 328448 |
| Morgan Stanley 2.239% 7/21/2032 (b) | 470000 | 400260 |
| Morgan Stanley 2.484% 9/16/2036 (b) | 520000 | 434558 |
| Morgan Stanley 3.625% 1/20/2027  | 160000 | 158015 |
| Morgan Stanley 3.772% 1/24/2029 (b) | 180000 | 176138 |
| Morgan Stanley 3.971% 7/22/2038 (b) | 440000 | 376042 |
| Morgan Stanley 4.21% 4/20/2028 (b) | 575000 | 570676 |
| Morgan Stanley 4.3% 1/27/2045  | 120000 | 99598 |
| Morgan Stanley 4.375% 1/22/2047  | 324000 | 267432 |
| Morgan Stanley 4.457% 4/22/2039 (b) | 250000 | 226638 |
| Morgan Stanley 5.042% 7/19/2030 (b) | 110000 | 111092 |
| Morgan Stanley 5.123% 2/1/2029 (b) | 500000 | 506028 |
| Morgan Stanley 5.164% 4/20/2029 (b) | 850000 | 861862 |
| Morgan Stanley 5.192% 4/17/2031 (b) | 230000 | 233359 |
| Morgan Stanley 5.25% 4/21/2034 (b) | 1480000 | 1478929 |
| Morgan Stanley 5.297% 4/20/2037 (b) | 330000 | 323795 |
| Morgan Stanley 5.32% 7/19/2035 (b) | 570000 | 566284 |
| Morgan Stanley 5.424% 7/21/2034 (b) | 480000 | 484327 |
| Morgan Stanley 5.587% 1/18/2036 (b) | 1000000 | 1009712 |
| Morgan Stanley 5.597% 3/24/2051 (b) | 190000 | 183681 |
| Morgan Stanley 5.664% 4/17/2036 (b) | 230000 | 233757 |
| Morgan Stanley 5.942% 2/7/2039 (b) | 200000 | 201860 |
| Morgan Stanley 6.375% 7/24/2042  | 528000 | 564887 |
| Morgan Stanley Direct Lending Fund 6.15% 5/17/2029  | 90000 | 91627 |
| Nasdaq Inc 1.65% 1/15/2031  | 290000 | 246989 |
| Nasdaq Inc 2.5% 12/21/2040  | 100000 | 67311 |
| Nasdaq Inc 3.95% 3/7/2052  | 85000 | 61225 |
| Nasdaq Inc 5.35% 6/28/2028  | 100000 | 102629 |
| Nasdaq Inc 5.95% 8/15/2053  | 168000 | 166715 |
| Northern Trust Corp 1.95% 5/1/2030  | 150000 | 133009 |
| Northern Trust Corp 6.125% 11/2/2032  | 100000 | 106435 |
| Raymond James Financial Inc 4.95% 7/15/2046  | 200000 | 175493 |
| S&P Global Inc 1.25% 8/15/2030  | 120000 | 102351 |
| S&P Global Inc 2.3% 8/15/2060  | 110000 | 54516 |
| S&P Global Inc 2.45% 3/1/2027  | 300000 | 290998 |
| S&P Global Inc 2.7% 3/1/2029  | 270000 | 254466 |
| S&P Global Inc 2.95% 1/22/2027  | 220000 | 215580 |
| S&P Global Inc 3.9% 3/1/2062  | 250000 | 181432 |
| S&P Global Inc 4.25% 5/1/2029  | 110000 | 109332 |
| Sixth Street Specialty Lending Inc 6.125% 3/1/2029  | 80000 | 81330 |
| State Street Corp 1.684% 11/18/2027 (b) | 515000 | 495744 |
| State Street Corp 3.031% 11/1/2034 (b) | 170000 | 154964 |
| State Street Corp 4.164% 8/4/2033 (b) | 110000 | 104111 |
| State Street Corp 4.729% 2/28/2030  | 220000 | 221340 |
| State Street Corp 4.821% 1/26/2034 (b) | 100000 | 98109 |
| State Street Corp 4.834% 4/24/2030  | 260000 | 262231 |
| State Street Corp 5.146% 2/28/2036 (b) | 270000 | 268510 |
| State Street Corp 5.272% 8/3/2026  | 440000 | 444340 |
| State Street Corp 5.684% 11/21/2029 (b) | 200000 | 207971 |
|  |  | 44457502 |
| Consumer Finance - 0.7% |  |  |
| Ally Financial Inc 2.2% 11/2/2028  | 100000 | 91269 |
| Ally Financial Inc 4.75% 6/9/2027  | 550000 | 550643 |
| Ally Financial Inc 6.184% 7/26/2035 (b) | 200000 | 198922 |
| Ally Financial Inc 6.848% 1/3/2030 (b) | 240000 | 250564 |
| Ally Financial Inc 6.992% 6/13/2029 (b) | 50000 | 52239 |
| Ally Financial Inc 8% 11/1/2031  | 100000 | 111895 |
| American Express Co 3.3% 5/3/2027  | 510000 | 500791 |
| American Express Co 3.95% 8/1/2025  | 400000 | 399794 |
| American Express Co 4.05% 12/3/2042  | 140000 | 116346 |
| American Express Co 4.989% 5/26/2033 (b) | 250000 | 247252 |
| American Express Co 5.043% 5/1/2034 (b) | 250000 | 249065 |
| American Express Co 5.284% 7/26/2035 (b) | 420000 | 418403 |
| American Express Co 5.442% 1/30/2036 (b) | 200000 | 201319 |
| American Express Co 5.645% 4/23/2027 (b) | 1550000 | 1563958 |
| American Express Co 5.85% 11/5/2027  | 420000 | 434621 |
| Capital One Financial Corp 1.878% 11/2/2027 (b) | 360000 | 346249 |
| Capital One Financial Corp 2.359% 7/29/2032 (b) | 110000 | 91073 |
| Capital One Financial Corp 3.75% 3/9/2027  | 280000 | 276457 |
| Capital One Financial Corp 3.8% 1/31/2028  | 438000 | 429395 |
| Capital One Financial Corp 4.2% 10/29/2025  | 100000 | 99702 |
| Capital One Financial Corp 4.5% 1/30/2026  | 208000 | 207711 |
| Capital One Financial Corp 5.247% 7/26/2030 (b) | 470000 | 474262 |
| Capital One Financial Corp 5.268% 5/10/2033 (b) | 100000 | 98930 |
| Capital One Financial Corp 5.468% 2/1/2029 (b) | 450000 | 457995 |
| Capital One Financial Corp 5.817% 2/1/2034 (b) | 70000 | 70915 |
| Capital One Financial Corp 6.051% 2/1/2035 (b) | 200000 | 205247 |
| Capital One Financial Corp 6.183% 1/30/2036 (b) | 220000 | 218362 |
| Capital One Financial Corp 6.312% 6/8/2029 (b) | 270000 | 281202 |
| Capital One Financial Corp 6.377% 6/8/2034 (b) | 150000 | 156774 |
| Capital One Financial Corp 6.7% 11/29/2032  | 170000 | 182922 |
| Capital One Financial Corp 7.964% 11/2/2034 (b) | 50000 | 57221 |
| Ford Motor Credit Co LLC 5.85% 5/17/2027  | 1120000 | 1118431 |
| Ford Motor Credit Co LLC 5.918% 3/20/2028  | 400000 | 400803 |
| Ford Motor Credit Co LLC 6.798% 11/7/2028  | 310000 | 316616 |
| Ford Motor Credit Co LLC 6.8% 5/12/2028  | 740000 | 755499 |
| Ford Motor Credit Co LLC 6.95% 3/6/2026  | 260000 | 261628 |
| Ford Motor Credit Co LLC 6.95% 6/10/2026  | 910000 | 920350 |
| Ford Motor Credit Co LLC 7.122% 11/7/2033  | 210000 | 213331 |
| Ford Motor Credit Co LLC 7.2% 6/10/2030  | 520000 | 539722 |
| John Deere Capital Corp 1.45% 1/15/2031  | 170000 | 144937 |
| John Deere Capital Corp 2.35% 3/8/2027  | 200000 | 193815 |
| John Deere Capital Corp 2.8% 7/18/2029  | 310000 | 292172 |
| John Deere Capital Corp 2.8% 9/8/2027  | 290000 | 280855 |
| John Deere Capital Corp 4.35% 9/15/2032  | 320000 | 312894 |
| John Deere Capital Corp 4.75% 6/8/2026  | 730000 | 733178 |
| John Deere Capital Corp 4.95% 7/14/2028  | 450000 | 459423 |
| John Deere Capital Corp 5.05% 6/12/2034  | 210000 | 210226 |
| John Deere Capital Corp 5.15% 9/8/2033  | 170000 | 173032 |
| Synchrony Financial 3.95% 12/1/2027  | 380000 | 369541 |
| Synchrony Financial 5.15% 3/19/2029  | 109000 | 108109 |
| Toyota Motor Credit Corp 1.15% 8/13/2027  | 470000 | 439826 |
| Toyota Motor Credit Corp 1.65% 1/10/2031  | 180000 | 153409 |
| Toyota Motor Credit Corp 1.9% 9/12/2031  | 210000 | 177664 |
| Toyota Motor Credit Corp 3.2% 1/11/2027  | 810000 | 795706 |
| Toyota Motor Credit Corp 4.45% 6/29/2029  | 340000 | 340364 |
| Toyota Motor Credit Corp 4.8% 1/5/2034  | 70000 | 69055 |
| Toyota Motor Credit Corp 5.4% 11/20/2026  | 1155000 | 1172772 |
| Toyota Motor Credit Corp 5.55% 11/20/2030  | 190000 | 198059 |
|  |  | 20192915 |
| Financial Services - 0.6% |  |  |
| Aon Corp / Aon Global Holdings PLC 2.85% 5/28/2027  | 100000 | 97119 |
| Aon Corp / Aon Global Holdings PLC 3.9% 2/28/2052  | 200000 | 143483 |
| Berkshire Hathaway Inc 3.125% 3/15/2026  | 222000 | 219964 |
| Berkshire Hathaway Inc 4.5% 2/11/2043  | 110000 | 99982 |
| Blackstone Reg Finance Co LLC 5% 12/6/2034  | 100000 | 97499 |
| Blue Owl Credit Income Corp 5.8% 3/15/2030  | 105000 | 104002 |
| Blue Owl Credit Income Corp 6.6% 9/15/2029  | 240000 | 245217 |
| Blue Owl Credit Income Corp 6.65% 3/15/2031  | 190000 | 193309 |
| BP Capital Markets America Inc 2.939% 6/4/2051  | 220000 | 133960 |
| BP Capital Markets America Inc 3% 2/24/2050  | 130000 | 81479 |
| BP Capital Markets America Inc 3.001% 3/17/2052  | 200000 | 122173 |
| BP Capital Markets America Inc 3.017% 1/16/2027  | 635000 | 622301 |
| BP Capital Markets America Inc 3.06% 6/17/2041  | 810000 | 582385 |
| BP Capital Markets America Inc 3.379% 2/8/2061  | 110000 | 68531 |
| BP Capital Markets America Inc 4.234% 11/6/2028  | 830000 | 825618 |
| BP Capital Markets America Inc 4.812% 2/13/2033  | 150000 | 147227 |
| BP Capital Markets America Inc 4.893% 9/11/2033  | 110000 | 108138 |
| CNH Industrial Capital LLC 4.55% 4/10/2028  | 180000 | 179625 |
| CNH Industrial Capital LLC 5.5% 1/12/2029  | 120000 | 123095 |
| Corebridge Financial Inc 3.65% 4/5/2027  | 290000 | 285419 |
| Corebridge Financial Inc 3.9% 4/5/2032  | 210000 | 193300 |
| Corebridge Financial Inc 4.4% 4/5/2052  | 290000 | 225059 |
| Corebridge Financial Inc 6.375% 9/15/2054 (b) | 130000 | 126500 |
| CRH SMW Finance DAC 5.125% 1/9/2030  | 500000 | 507954 |
| DH Europe Finance II Sarl 2.6% 11/15/2029  | 320000 | 296431 |
| DH Europe Finance II Sarl 3.4% 11/15/2049  | 80000 | 55146 |
| Equitable Holdings Inc 4.35% 4/20/2028  | 380000 | 377430 |
| Equitable Holdings Inc 5% 4/20/2048  | 120000 | 102918 |
| FedEx Corp 2020-1 Class AA Pass Through Trust equipment trust certificate 1.875% 8/20/2035  | 189843 | 161755 |
| Fidelity National Information Services Inc 1.15% 3/1/2026  | 246000 | 239679 |
| Fidelity National Information Services Inc 2.25% 3/1/2031  | 200000 | 172927 |
| Fidelity National Information Services Inc 5.625% 7/15/2052  | 100000 | 92989 |
| Fiserv Inc 2.25% 6/1/2027  | 100000 | 95756 |
| Fiserv Inc 3.5% 7/1/2029  | 520000 | 495731 |
| Fiserv Inc 4.4% 7/1/2049  | 310000 | 243336 |
| Fiserv Inc 4.75% 3/15/2030  | 180000 | 179495 |
| Fiserv Inc 5.375% 8/21/2028  | 300000 | 307161 |
| Fiserv Inc 5.45% 3/15/2034  | 270000 | 270663 |
| Fiserv Inc 5.45% 3/2/2028  | 150000 | 153423 |
| Global Payments Inc 1.2% 3/1/2026  | 350000 | 340638 |
| Global Payments Inc 2.9% 5/15/2030  | 310000 | 280898 |
| Global Payments Inc 3.2% 8/15/2029  | 110000 | 102895 |
| Global Payments Inc 4.45% 6/1/2028  | 170000 | 168475 |
| Global Payments Inc 5.95% 8/15/2052  | 100000 | 92923 |
| Goldman Sachs Private Credit Corp 5.875% 5/6/2028 (c) | 110000 | 110411 |
| Golub Capital Private Credit Fund 5.875% 5/1/2030 (c) | 100000 | 99138 |
| Jackson Financial Inc 3.125% 11/23/2031  | 64000 | 55573 |
| Jackson Financial Inc 5.17% 6/8/2027  | 110000 | 110850 |
| Jackson Financial Inc 5.67% 6/8/2032  | 195000 | 194875 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 3% 5/15/2032  | 100000 | 85958 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 5.75% 4/1/2033  | 500000 | 506471 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 6.5% 12/1/2052  | 280000 | 283758 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 6.75% 3/15/2034  | 110000 | 118183 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 7.25% 11/15/2053  | 170000 | 187455 |
| Mastercard Inc 2.95% 11/21/2026  | 615000 | 604601 |
| Mastercard Inc 3.8% 11/21/2046  | 220000 | 170417 |
| Mastercard Inc 3.85% 3/26/2050  | 410000 | 314654 |
| Mastercard Inc 3.95% 2/26/2048  | 100000 | 78872 |
| Mastercard Inc 4.85% 3/9/2033  | 160000 | 160957 |
| Mastercard Inc 4.875% 3/9/2028  | 210000 | 214204 |
| National Rural Utilities Cooperative Finance Corp 4.15% 12/15/2032  | 340000 | 321374 |
| National Rural Utilities Cooperative Finance Corp 4.3% 3/15/2049  | 70000 | 56898 |
| National Rural Utilities Cooperative Finance Corp 4.85% 2/7/2029  | 220000 | 222325 |
| National Rural Utilities Cooperative Finance Corp 5.05% 9/15/2028  | 300000 | 305616 |
| National Rural Utilities Cooperative Finance Corp 5.25% 4/20/2046 (b) | 140000 | 138281 |
| National Rural Utilities Cooperative Finance Corp 5.8% 1/15/2033  | 110000 | 114914 |
| PayPal Holdings Inc 1.65% 6/1/2025  | 80000 | 80000 |
| PayPal Holdings Inc 2.3% 6/1/2030  | 130000 | 117020 |
| PayPal Holdings Inc 2.85% 10/1/2029  | 420000 | 392758 |
| PayPal Holdings Inc 5.05% 6/1/2052  | 160000 | 142358 |
| PayPal Holdings Inc 5.1% 4/1/2035  | 200000 | 197167 |
| PayPal Holdings Inc 5.15% 6/1/2034  | 260000 | 259564 |
| Rexford Industrial Realty LP 5% 6/15/2028  | 100000 | 100058 |
| Sixth Street Lending Partners 6.5% 3/11/2029  | 130000 | 133352 |
| Visa Inc 2% 8/15/2050  | 440000 | 234673 |
| Visa Inc 2.05% 4/15/2030  | 430000 | 387850 |
| Visa Inc 2.7% 4/15/2040  | 120000 | 89108 |
| Visa Inc 2.75% 9/15/2027  | 815000 | 792122 |
| Visa Inc 3.15% 12/14/2025  | 160000 | 158950 |
| Visa Inc 4.3% 12/14/2045  | 402000 | 343034 |
| Voya Financial Inc 3.65% 6/15/2026  | 170000 | 168435 |
| Voya Financial Inc 4.7% 1/23/2048 (b) | 60000 | 56787 |
| Voya Financial Inc 5.7% 7/15/2043  | 50000 | 47172 |
| Western Union Co/The 2.75% 3/15/2031  | 110000 | 95504 |
|  |  | 18015705 |
| Insurance - 0.7% |  |  |
| AFLAC Inc 3.6% 4/1/2030  | 340000 | 327859 |
| Allstate Corp/The 1.45% 12/15/2030  | 500000 | 422000 |
| Allstate Corp/The 4.5% 6/15/2043  | 180000 | 151840 |
| Allstate Corp/The 5.35% 6/1/2033  | 90000 | 91769 |
| Allstate Corp/The CME Term SOFR 3 month Index + 3.1996%, 7.5259% 8/15/2053 (b)(f) | 160000 | 158691 |
| American International Group Inc 4.375% 6/30/2050  | 350000 | 282873 |
| American International Group Inc 4.5% 7/16/2044  | 115000 | 97624 |
| American International Group Inc 4.75% 4/1/2048  | 40000 | 34440 |
| American International Group Inc 4.85% 5/7/2030  | 280000 | 281075 |
| Aon Corp 4.5% 12/15/2028  | 630000 | 631771 |
| Aon Global Ltd 4.6% 6/14/2044  | 165000 | 138584 |
| Aon Global Ltd 4.75% 5/15/2045  | 140000 | 119709 |
| Aon North America Inc 5.45% 3/1/2034  | 300000 | 303328 |
| Aon North America Inc 5.75% 3/1/2054  | 150000 | 143216 |
| Arch Capital Finance LLC 4.011% 12/15/2026  | 360000 | 356900 |
| Arch Capital Group Ltd 3.635% 6/30/2050  | 187000 | 131894 |
| Arch Capital Group US Inc 5.144% 11/1/2043  | 100000 | 90092 |
| Arthur J Gallagher & Co 3.5% 5/20/2051  | 340000 | 228858 |
| Arthur J Gallagher & Co 4.85% 12/15/2029  | 120000 | 120936 |
| Arthur J Gallagher & Co 5.15% 2/15/2035  | 120000 | 118103 |
| Arthur J Gallagher & Co 5.55% 2/15/2055  | 87000 | 80655 |
| Arthur J Gallagher & Co 5.75% 3/2/2053  | 100000 | 95699 |
| Arthur J Gallagher & Co 6.5% 2/15/2034  | 170000 | 183642 |
| Arthur J Gallagher & Co 6.75% 2/15/2054  | 100000 | 107890 |
| Assurant Inc 4.9% 3/27/2028  | 100000 | 100193 |
| Assured Guaranty US Holdings Inc 3.6% 9/15/2051  | 35000 | 22916 |
| Assured Guaranty US Holdings Inc 6.125% 9/15/2028  | 180000 | 187933 |
| Athene Holding Ltd 3.5% 1/15/2031  | 220000 | 204082 |
| Athene Holding Ltd 4.125% 1/12/2028  | 90000 | 88485 |
| Athene Holding Ltd 6.25% 4/1/2054  | 100000 | 95548 |
| Athene Holding Ltd 6.625% 10/15/2054 (b) | 110000 | 108167 |
| Athene Holding Ltd 6.65% 2/1/2033  | 210000 | 222722 |
| Baylor Scott & White Holdings 2.839% 11/15/2050  | 250000 | 152600 |
| Berkshire Hathaway Fin Corp 1.45% 10/15/2030  | 900000 | 781372 |
| Berkshire Hathaway Fin Corp 2.85% 10/15/2050  | 340000 | 213885 |
| Berkshire Hathaway Fin Corp 3.85% 3/15/2052  | 270000 | 202380 |
| Berkshire Hathaway Fin Corp 4.2% 8/15/2048  | 130000 | 106707 |
| Berkshire Hathaway Fin Corp 4.25% 1/15/2049  | 100000 | 82850 |
| Berkshire Hathaway Fin Corp 4.4% 5/15/2042  | 300000 | 270481 |
| Berkshire Hathaway Fin Corp 5.75% 1/15/2040  | 160000 | 169478 |
| Brighthouse Financial Inc 3.85% 12/22/2051  | 65000 | 41201 |
| Brighthouse Financial Inc 5.625% 5/15/2030  | 309000 | 313730 |
| Brown & Brown Inc 4.2% 3/17/2032  | 140000 | 130870 |
| Brown & Brown Inc 5.65% 6/11/2034  | 130000 | 131342 |
| Chubb Corp/The 6.5% 5/15/2038  | 358000 | 395129 |
| Chubb INA Holdings LLC 1.375% 9/15/2030  | 380000 | 326446 |
| Chubb INA Holdings LLC 2.85% 12/15/2051  | 155000 | 96386 |
| Chubb INA Holdings LLC 3.05% 12/15/2061  | 90000 | 53545 |
| Chubb INA Holdings LLC 4.35% 11/3/2045  | 74000 | 61914 |
| CNA Financial Corp 3.45% 8/15/2027  | 190000 | 185334 |
| CNA Financial Corp 3.9% 5/1/2029  | 400000 | 388663 |
| First American Financial Corp 2.4% 8/15/2031  | 180000 | 152391 |
| Globe Life Inc 2.15% 8/15/2030  | 270000 | 234611 |
| Hartford Insurance Group Inc/The 2.8% 8/19/2029  | 490000 | 456614 |
| Hartford Insurance Group Inc/The 2.9% 9/15/2051  | 50000 | 30491 |
| Hartford Insurance Group Inc/The 4.4% 3/15/2048  | 210000 | 172262 |
| Lincoln National Corp 3.8% 3/1/2028  | 230000 | 224818 |
| Lincoln National Corp 6.3% 10/9/2037  | 50000 | 51451 |
| Markel Group Inc 3.35% 9/17/2029  | 100000 | 95293 |
| Markel Group Inc 3.5% 11/1/2027  | 300000 | 292683 |
| Markel Group Inc 5% 5/20/2049  | 120000 | 101694 |
| Markel Group Inc 6% 5/16/2054  | 100000 | 97366 |
| Marsh & McLennan Cos Inc 2.25% 11/15/2030  | 140000 | 124107 |
| Marsh & McLennan Cos Inc 4.2% 3/1/2048  | 40000 | 31853 |
| Marsh & McLennan Cos Inc 4.375% 3/15/2029  | 120000 | 119937 |
| Marsh & McLennan Cos Inc 4.65% 3/15/2030  | 400000 | 401642 |
| Marsh & McLennan Cos Inc 4.75% 3/15/2039  | 120000 | 111699 |
| Marsh & McLennan Cos Inc 4.85% 11/15/2031  | 400000 | 401673 |
| Marsh & McLennan Cos Inc 4.9% 3/15/2049  | 270000 | 237125 |
| Marsh & McLennan Cos Inc 5% 3/15/2035  | 100000 | 98387 |
| Marsh & McLennan Cos Inc 5.35% 11/15/2044  | 140000 | 133563 |
| Marsh & McLennan Cos Inc 5.4% 3/15/2055  | 150000 | 140140 |
| Marsh & McLennan Cos Inc 5.7% 9/15/2053  | 190000 | 185828 |
| MetLife Inc 4.05% 3/1/2045  | 100000 | 80003 |
| MetLife Inc 4.125% 8/13/2042  | 180000 | 147960 |
| MetLife Inc 4.55% 3/23/2030  | 110000 | 110723 |
| MetLife Inc 4.6% 5/13/2046  | 272000 | 236481 |
| MetLife Inc 4.875% 11/13/2043  | 145000 | 130602 |
| MetLife Inc 5% 7/15/2052  | 120000 | 106220 |
| MetLife Inc 5.375% 7/15/2033  | 210000 | 216194 |
| MetLife Inc 6.375% 6/15/2034  | 310000 | 338336 |
| MetLife Inc 6.4% 12/15/2066 (b) | 150000 | 151990 |
| Principal Financial Group Inc 2.125% 6/15/2030  | 160000 | 141006 |
| Principal Financial Group Inc 3.7% 5/15/2029  | 180000 | 174166 |
| Principal Financial Group Inc 5.375% 3/15/2033  | 110000 | 111530 |
| Principal Financial Group Inc 5.5% 3/15/2053  | 50000 | 46960 |
| Progressive Corp/The 2.5% 3/15/2027  | 270000 | 261983 |
| Progressive Corp/The 3% 3/15/2032  | 560000 | 503663 |
| Progressive Corp/The 3.2% 3/26/2030  | 400000 | 379310 |
| Progressive Corp/The 4.2% 3/15/2048  | 100000 | 80543 |
| Prudential Financial Inc 3% 3/10/2040  | 110000 | 81004 |
| Prudential Financial Inc 3.878% 3/27/2028  | 45000 | 44583 |
| Prudential Financial Inc 3.935% 12/7/2049  | 70000 | 52184 |
| Prudential Financial Inc 4.35% 2/25/2050  | 180000 | 144896 |
| Prudential Financial Inc 4.418% 3/27/2048  | 260000 | 211780 |
| Prudential Financial Inc 4.5% 9/15/2047 (b) | 200000 | 195880 |
| Prudential Financial Inc 4.6% 5/15/2044  | 110000 | 94110 |
| Prudential Financial Inc 5.125% 3/1/2052 (b) | 140000 | 134511 |
| Prudential Financial Inc 5.7% 12/14/2036  | 120000 | 123330 |
| Prudential Financial Inc 5.7% 9/15/2048 (b) | 74000 | 74043 |
| Prudential Financial Inc 6% 9/1/2052 (b) | 230000 | 229606 |
| Prudential Financial Inc 6.5% 3/15/2054 (b) | 110000 | 111676 |
| Reinsurance Group of America Inc 3.9% 5/15/2029  | 120000 | 116923 |
| Reinsurance Group of America Inc 3.95% 9/15/2026  | 200000 | 198296 |
| Reinsurance Group of America Inc 6% 9/15/2033  | 160000 | 165643 |
| Selective Insurance Group Inc 5.9% 4/15/2035  | 45000 | 45072 |
| The Travelers Companies, Inc. 2.55% 4/27/2050  | 360000 | 210413 |
| The Travelers Companies, Inc. 3.05% 6/8/2051  | 100000 | 63956 |
| The Travelers Companies, Inc. 3.75% 5/15/2046  | 50000 | 37902 |
| The Travelers Companies, Inc. 4.05% 3/7/2048  | 74000 | 57929 |
| The Travelers Companies, Inc. 6.25% 6/15/2037  | 256000 | 277908 |
| Travelers Property Casualty Corp 6.375% 3/15/2033  | 160000 | 176332 |
| Unum Group 4% 6/15/2029  | 100000 | 97113 |
| Unum Group 5.75% 8/15/2042  | 160000 | 151927 |
| Unum Group 6% 6/15/2054  | 60000 | 57677 |
| Willis North America Inc 4.5% 9/15/2028  | 504000 | 502379 |
| Willis North America Inc 5.9% 3/5/2054  | 190000 | 183240 |
|  |  | 20787418 |
| TOTAL FINANCIALS |  | 183762113 |
| Health Care - 2.7% |  |  |
| Biotechnology - 0.6% |  |  |
| AbbVie Inc 2.95% 11/21/2026  | 1180000 | 1156778 |
| AbbVie Inc 3.2% 11/21/2029  | 1940000 | 1840164 |
| AbbVie Inc 4.05% 11/21/2039  | 210000 | 179308 |
| AbbVie Inc 4.25% 11/14/2028  | 92000 | 91989 |
| AbbVie Inc 4.25% 11/21/2049  | 470000 | 376550 |
| AbbVie Inc 4.3% 5/14/2036  | 25000 | 23133 |
| AbbVie Inc 4.45% 5/14/2046  | 280000 | 234722 |
| AbbVie Inc 4.5% 5/14/2035  | 300000 | 285268 |
| AbbVie Inc 4.55% 3/15/2035  | 570000 | 544186 |
| AbbVie Inc 4.75% 3/15/2045  | 420000 | 369265 |
| AbbVie Inc 4.8% 3/15/2029  | 370000 | 375352 |
| AbbVie Inc 4.85% 6/15/2044  | 340000 | 305246 |
| AbbVie Inc 5.05% 3/15/2034  | 560000 | 561626 |
| AbbVie Inc 5.4% 3/15/2054  | 370000 | 350210 |
| Amgen Inc 1.65% 8/15/2028  | 550000 | 504731 |
| Amgen Inc 2.8% 8/15/2041  | 200000 | 140885 |
| Amgen Inc 3% 1/15/2052  | 100000 | 62440 |
| Amgen Inc 3.15% 2/21/2040  | 320000 | 241915 |
| Amgen Inc 3.2% 11/2/2027  | 1200000 | 1167167 |
| Amgen Inc 3.35% 2/22/2032  | 140000 | 127965 |
| Amgen Inc 3.375% 2/21/2050  | 210000 | 143743 |
| Amgen Inc 4.2% 3/1/2033  | 560000 | 529793 |
| Amgen Inc 4.4% 2/22/2062  | 110000 | 83152 |
| Amgen Inc 4.4% 5/1/2045  | 188000 | 155921 |
| Amgen Inc 4.563% 6/15/2048  | 120000 | 99265 |
| Amgen Inc 4.663% 6/15/2051  | 100000 | 82948 |
| Amgen Inc 4.875% 3/1/2053  | 130000 | 110613 |
| Amgen Inc 4.95% 10/1/2041  | 200000 | 180218 |
| Amgen Inc 5.15% 3/2/2028  | 400000 | 407314 |
| Amgen Inc 5.25% 3/2/2030  | 600000 | 615154 |
| Amgen Inc 5.25% 3/2/2033  | 410000 | 413763 |
| Amgen Inc 5.6% 3/2/2043  | 250000 | 242616 |
| Amgen Inc 5.65% 3/2/2053  | 460000 | 437885 |
| Amgen Inc 5.75% 3/2/2063  | 580000 | 548335 |
| Biogen Inc 2.25% 5/1/2030  | 280000 | 248361 |
| Biogen Inc 3.15% 5/1/2050  | 230000 | 140076 |
| Biogen Inc 3.25% 2/15/2051  | 150000 | 92592 |
| Gilead Sciences Inc 1.65% 10/1/2030  | 590000 | 509431 |
| Gilead Sciences Inc 2.6% 10/1/2040  | 580000 | 405874 |
| Gilead Sciences Inc 2.8% 10/1/2050  | 180000 | 109429 |
| Gilead Sciences Inc 2.95% 3/1/2027  | 430000 | 421742 |
| Gilead Sciences Inc 4.15% 3/1/2047  | 112000 | 89563 |
| Gilead Sciences Inc 4.6% 9/1/2035  | 100000 | 95668 |
| Gilead Sciences Inc 4.75% 3/1/2046  | 240000 | 210105 |
| Gilead Sciences Inc 4.8% 11/15/2029  | 250000 | 253478 |
| Gilead Sciences Inc 5.5% 11/15/2054  | 250000 | 239005 |
| Gilead Sciences Inc 5.55% 10/15/2053  | 100000 | 95888 |
| Regeneron Pharmaceuticals Inc 1.75% 9/15/2030  | 300000 | 257001 |
|  |  | 16157833 |
| Health Care Equipment & Supplies - 0.2% |  |  |
| Abbott Laboratories 4.75% 11/30/2036  | 170000 | 166345 |
| Abbott Laboratories 4.75% 4/15/2043  | 170000 | 158001 |
| Abbott Laboratories 5.3% 5/27/2040  | 390000 | 390040 |
| Baxter International Inc 1.915% 2/1/2027  | 330000 | 315605 |
| Baxter International Inc 2.539% 2/1/2032  | 330000 | 282990 |
| Baxter International Inc 3.95% 4/1/2030  | 140000 | 135406 |
| Becton Dickinson & Co 2.823% 5/20/2030  | 260000 | 237523 |
| Becton Dickinson & Co 3.7% 6/6/2027  | 60000 | 59101 |
| Becton Dickinson & Co 4.669% 6/6/2047  | 290000 | 241540 |
| Becton Dickinson & Co 4.693% 2/13/2028  | 130000 | 130566 |
| Becton Dickinson & Co 5.081% 6/7/2029  | 400000 | 405790 |
| Becton Dickinson & Co 5.11% 2/8/2034  | 100000 | 98533 |
| Boston Scientific Corp 4% 3/1/2029  | 100000 | 98716 |
| Boston Scientific Corp 4.7% 3/1/2049  | 230000 | 201398 |
| GE HealthCare Technologies Inc 5.65% 11/15/2027  | 120000 | 123189 |
| GE HealthCare Technologies Inc 5.905% 11/22/2032  | 230000 | 241467 |
| GE HealthCare Technologies Inc 6.377% 11/22/2052  | 100000 | 105515 |
| Medtronic Global Holdings SCA 4.5% 3/30/2033  | 300000 | 293155 |
| Medtronic Inc 4.375% 3/15/2035  | 280000 | 266329 |
| Medtronic Inc 4.625% 3/15/2045  | 110000 | 96404 |
| Solventum Corp 6% 5/15/2064  | 280000 | 267147 |
| Stryker Corp 1.95% 6/15/2030  | 100000 | 88198 |
| Stryker Corp 2.9% 6/15/2050  | 200000 | 127355 |
| Stryker Corp 3.5% 3/15/2026  | 570000 | 565304 |
| Stryker Corp 4.625% 9/11/2034  | 300000 | 290230 |
| Zimmer Biomet Holdings Inc 3.55% 3/20/2030  | 194000 | 182572 |
| Zimmer Biomet Holdings Inc 5.05% 2/19/2030  | 120000 | 121774 |
| Zimmer Biomet Holdings Inc 5.5% 2/19/2035  | 120000 | 121126 |
|  |  | 5811319 |
| Health Care Providers & Services - 1.2% |  |  |
| Aetna Inc 4.75% 3/15/2044  | 100000 | 81639 |
| AHS Hospital Corp 2.78% 7/1/2051  | 250000 | 149059 |
| Allina Health System 3.887% 4/15/2049  | 40000 | 29613 |
| Banner Health 2.907% 1/1/2042  | 400000 | 273934 |
| Banner Health 2.913% 1/1/2051  | 150000 | 93753 |
| Baptist Healthcare System Obligated Group 3.54% 8/15/2050  | 125000 | 83912 |
| Cardinal Health Inc 3.41% 6/15/2027  | 460000 | 450949 |
| Cardinal Health Inc 4.368% 6/15/2047  | 30000 | 23747 |
| Cardinal Health Inc 4.9% 9/15/2045  | 100000 | 85451 |
| Cardinal Health Inc 5.75% 11/15/2054  | 210000 | 200065 |
| Cencora Inc 2.7% 3/15/2031  | 170000 | 151668 |
| Cencora Inc 2.8% 5/15/2030  | 300000 | 275614 |
| Cencora Inc 4.85% 12/15/2029  | 90000 | 90692 |
| Cencora Inc 5.15% 2/15/2035  | 190000 | 188378 |
| Centene Corp 2.5% 3/1/2031  | 110000 | 93399 |
| Centene Corp 2.625% 8/1/2031  | 365000 | 309161 |
| Centene Corp 3.375% 2/15/2030  | 400000 | 364560 |
| Centene Corp 4.25% 12/15/2027  | 410000 | 400437 |
| Centene Corp 4.625% 12/15/2029  | 390000 | 375570 |
| Children's Hospital of Philadelphia/The 2.704% 7/1/2050  | 98000 | 58243 |
| Cigna Group/The 3.4% 3/1/2027  | 790000 | 776099 |
| Cigna Group/The 4.125% 11/15/2025  | 99000 | 98749 |
| Cigna Group/The 4.375% 10/15/2028  | 100000 | 99442 |
| Cigna Group/The 4.8% 7/15/2046  | 230000 | 195224 |
| Cigna Group/The 4.8% 8/15/2038  | 290000 | 265204 |
| Cigna Group/The 4.9% 12/15/2048  | 590000 | 499979 |
| Cigna Group/The 5.125% 5/15/2031  | 100000 | 101655 |
| Cigna Group/The 5.25% 2/15/2034  | 370000 | 369484 |
| Cigna Group/The 5.4% 3/15/2033  | 300000 | 304872 |
| Cigna Group/The 5.6% 2/15/2054  | 250000 | 231219 |
| CommonSpirit Health 3.91% 10/1/2050  | 150000 | 106459 |
| CommonSpirit Health 4.35% 11/1/2042  | 560000 | 457688 |
| CommonSpirit Health 5.318% 12/1/2034  | 300000 | 294389 |
| CVS Health Corp 1.75% 8/21/2030  | 735000 | 625081 |
| CVS Health Corp 2.875% 6/1/2026  | 60000 | 58923 |
| CVS Health Corp 3% 8/15/2026  | 38000 | 37268 |
| CVS Health Corp 3.25% 8/15/2029  | 250000 | 234861 |
| CVS Health Corp 3.625% 4/1/2027  | 2400000 | 2358439 |
| CVS Health Corp 4.125% 4/1/2040  | 43000 | 34764 |
| CVS Health Corp 4.3% 3/25/2028  | 1000000 | 988911 |
| CVS Health Corp 4.78% 3/25/2038  | 712000 | 632775 |
| CVS Health Corp 5.05% 3/25/2048  | 250000 | 208438 |
| CVS Health Corp 5.125% 2/21/2030  | 160000 | 160912 |
| CVS Health Corp 5.125% 7/20/2045  | 760000 | 651826 |
| CVS Health Corp 5.25% 1/30/2031  | 330000 | 332758 |
| CVS Health Corp 5.3% 12/5/2043  | 310000 | 271577 |
| CVS Health Corp 5.3% 6/1/2033  | 470000 | 463953 |
| CVS Health Corp 5.625% 2/21/2053  | 140000 | 124411 |
| CVS Health Corp 6.05% 6/1/2054  | 100000 | 94308 |
| CVS Health Corp 6.125% 9/15/2039  | 100000 | 99928 |
| Elevance Health Inc 3.125% 5/15/2050  | 100000 | 63235 |
| Elevance Health Inc 4.101% 3/1/2028  | 130000 | 128868 |
| Elevance Health Inc 4.55% 3/1/2048  | 80000 | 64705 |
| Elevance Health Inc 4.625% 5/15/2042  | 150000 | 128423 |
| Elevance Health Inc 4.65% 1/15/2043  | 180000 | 153961 |
| Elevance Health Inc 4.75% 2/15/2030  | 60000 | 60279 |
| Elevance Health Inc 4.75% 2/15/2033  | 160000 | 155539 |
| Elevance Health Inc 5.1% 1/15/2044  | 132000 | 117666 |
| Elevance Health Inc 5.2% 2/15/2035  | 130000 | 129006 |
| Elevance Health Inc 5.5% 10/15/2032  | 100000 | 102816 |
| Elevance Health Inc 5.65% 6/15/2054  | 270000 | 251913 |
| Elevance Health Inc 5.7% 2/15/2055  | 100000 | 94027 |
| Elevance Health Inc 6.1% 10/15/2052  | 440000 | 436599 |
| Franciscan Missionaries of Our Lady Health System Inc 3.914% 7/1/2049  | 120000 | 86190 |
| HCA Inc 3.5% 7/15/2051  | 140000 | 89718 |
| HCA Inc 3.5% 9/1/2030  | 270000 | 251840 |
| HCA Inc 4.125% 6/15/2029  | 242000 | 235635 |
| HCA Inc 5.125% 6/15/2039  | 100000 | 91709 |
| HCA Inc 5.25% 3/1/2030  | 60000 | 60900 |
| HCA Inc 5.25% 6/15/2049  | 120000 | 103786 |
| HCA Inc 5.45% 4/1/2031  | 1200000 | 1221677 |
| HCA Inc 5.5% 6/15/2047  | 610000 | 552037 |
| HCA Inc 5.6% 4/1/2034  | 700000 | 703894 |
| HCA Inc 6% 4/1/2054  | 180000 | 170792 |
| HCA Inc 6.1% 4/1/2064  | 100000 | 94464 |
| HCA Inc 6.2% 3/1/2055  | 280000 | 273391 |
| Humana Inc 1.35% 2/3/2027  | 170000 | 161844 |
| Humana Inc 2.15% 2/3/2032  | 510000 | 417782 |
| Humana Inc 3.125% 8/15/2029  | 100000 | 93153 |
| Humana Inc 3.95% 8/15/2049  | 100000 | 69388 |
| Humana Inc 4.875% 4/1/2030  | 380000 | 378348 |
| Humana Inc 4.95% 10/1/2044  | 180000 | 149974 |
| Humana Inc 5.875% 3/1/2033  | 170000 | 172732 |
| Humana Inc 6% 5/1/2055  | 120000 | 111243 |
| Icon Investments Six DAC 5.849% 5/8/2029  | 200000 | 204954 |
| Indiana University Health Inc Obligated Group 2.852% 11/1/2051  | 200000 | 121421 |
| Integris Baptist Medical Center Inc 3.875% 8/15/2050  | 104000 | 72313 |
| Kaiser Foundation Hospitals 2.81% 6/1/2041  | 290000 | 201159 |
| Kaiser Foundation Hospitals 3.266% 11/1/2049  | 110000 | 73983 |
| Kaiser Foundation Hospitals 4.15% 5/1/2047  | 460000 | 366556 |
| Laboratory Corp of America Holdings 2.7% 6/1/2031  | 160000 | 141992 |
| Laboratory Corp of America Holdings 4.8% 10/1/2034  | 340000 | 326457 |
| Mass General Brigham Inc 3.342% 7/1/2060  | 150000 | 94423 |
| Mayo Clinic 3.196% 11/15/2061  | 120000 | 73268 |
| McKesson Corp 4.65% 5/30/2030  | 60000 | 60084 |
| McKesson Corp 5.1% 7/15/2033  | 100000 | 101220 |
| McKesson Corp 5.25% 5/30/2035  | 120000 | 120280 |
| Memorial Sloan-Kettering Cancer Center 2.955% 1/1/2050  | 160000 | 101474 |
| Mount Sinai Hospital/The 3.737% 7/1/2049  | 130000 | 83128 |
| MyMichigan Health 3.409% 6/1/2050  | 42000 | 28024 |
| New York and Presbyterian Hospital/The 4.024% 8/1/2045  | 280000 | 220770 |
| Novant Health Inc 3.168% 11/1/2051  | 110000 | 70212 |
| NYU Langone Hospitals 3.38% 7/1/2055  | 180000 | 117926 |
| Orlando Health Obligated Grp 3.327% 10/1/2050  | 68000 | 46154 |
| Orlando Health Obligated Grp 5.475% 10/1/2035  | 90000 | 91258 |
| Piedmont Healthcare Inc 2.719% 1/1/2042  | 150000 | 100571 |
| Providence St Joseph Health Obligated Group 2.7% 10/1/2051  | 280000 | 151385 |
| Quest Diagnostics Inc 2.8% 6/30/2031  | 200000 | 179044 |
| Quest Diagnostics Inc 2.95% 6/30/2030  | 150000 | 138297 |
| Quest Diagnostics Inc 4.6% 12/15/2027  | 600000 | 603376 |
| Sabra Health Care LP 3.2% 12/1/2031  | 100000 | 87094 |
| Sutter Health 3.361% 8/15/2050  | 170000 | 113733 |
| Sutter Health 5.164% 8/15/2033  | 160000 | 159723 |
| Sutter Health 5.537% 8/15/2035  | 420000 | 425974 |
| Trinity Health Corp 2.632% 12/1/2040  | 50000 | 34678 |
| Trinity Health Corp 4.125% 12/1/2045  | 80000 | 63885 |
| UnitedHealth Group Inc 1.25% 1/15/2026  | 223000 | 218303 |
| UnitedHealth Group Inc 2% 5/15/2030  | 170000 | 149742 |
| UnitedHealth Group Inc 2.3% 5/15/2031  | 270000 | 234297 |
| UnitedHealth Group Inc 2.875% 8/15/2029  | 360000 | 335832 |
| UnitedHealth Group Inc 2.9% 5/15/2050  | 1197000 | 719615 |
| UnitedHealth Group Inc 3.05% 5/15/2041  | 100000 | 71192 |
| UnitedHealth Group Inc 3.25% 5/15/2051  | 100000 | 63868 |
| UnitedHealth Group Inc 3.375% 4/15/2027  | 220000 | 215659 |
| UnitedHealth Group Inc 3.45% 1/15/2027  | 370000 | 364199 |
| UnitedHealth Group Inc 3.7% 8/15/2049  | 90000 | 63144 |
| UnitedHealth Group Inc 3.85% 6/15/2028  | 960000 | 944141 |
| UnitedHealth Group Inc 3.875% 8/15/2059  | 170000 | 114823 |
| UnitedHealth Group Inc 4.25% 1/15/2029  | 300000 | 296465 |
| UnitedHealth Group Inc 4.45% 12/15/2048  | 68000 | 54208 |
| UnitedHealth Group Inc 4.75% 7/15/2045  | 182000 | 155290 |
| UnitedHealth Group Inc 4.95% 5/15/2062  | 630000 | 517957 |
| UnitedHealth Group Inc 5.05% 4/15/2053  | 360000 | 309420 |
| UnitedHealth Group Inc 5.15% 7/15/2034  | 500000 | 493449 |
| UnitedHealth Group Inc 5.25% 2/15/2028  | 100000 | 101895 |
| UnitedHealth Group Inc 5.35% 2/15/2033  | 100000 | 100910 |
| UnitedHealth Group Inc 5.5% 4/15/2064  | 320000 | 287427 |
| UnitedHealth Group Inc 5.625% 7/15/2054  | 150000 | 140196 |
| UnitedHealth Group Inc 5.95% 2/15/2041  | 100000 | 100338 |
| UnitedHealth Group Inc 6.05% 2/15/2063  | 440000 | 428760 |
| UnitedHealth Group Inc 6.625% 11/15/2037  | 310000 | 334175 |
| UnitedHealth Group Inc 6.875% 2/15/2038  | 126000 | 139557 |
| Universal Health Services Inc 2.65% 1/15/2032  | 140000 | 116366 |
| Universal Health Services Inc 2.65% 10/15/2030  | 180000 | 158022 |
| West Virginia United Health System Obligated Group 3.129% 6/1/2050  | 70000 | 43045 |
|  |  | 34384085 |
| Life Sciences Tools & Services - 0.0% |  |  |
| Agilent Technologies Inc 4.2% 9/9/2027  | 140000 | 139226 |
| Agilent Technologies Inc 4.75% 9/9/2034  | 140000 | 135086 |
| Danaher Corp 2.6% 10/1/2050  | 245000 | 143545 |
| Revvity Inc 2.25% 9/15/2031  | 100000 | 84091 |
| Revvity Inc 3.3% 9/15/2029  | 150000 | 141022 |
| Revvity Inc 3.625% 3/15/2051  | 45000 | 29614 |
| Thermo Fisher Scientific Inc 2.6% 10/1/2029  | 520000 | 483514 |
| Thermo Fisher Scientific Inc 2.8% 10/15/2041  | 410000 | 286117 |
| Thermo Fisher Scientific Inc 4.953% 8/10/2026  | 430000 | 432749 |
| Thermo Fisher Scientific Inc 5.086% 8/10/2033  | 120000 | 121081 |
|  |  | 1996045 |
| Pharmaceuticals - 0.7% |  |  |
| Bristol-Myers Squibb Co 2.35% 11/13/2040  | 210000 | 140191 |
| Bristol-Myers Squibb Co 2.55% 11/13/2050  | 510000 | 287970 |
| Bristol-Myers Squibb Co 3.2% 6/15/2026  | 1626000 | 1607154 |
| Bristol-Myers Squibb Co 3.4% 7/26/2029  | 31000 | 29849 |
| Bristol-Myers Squibb Co 3.7% 3/15/2052  | 230000 | 162678 |
| Bristol-Myers Squibb Co 3.9% 2/20/2028  | 270000 | 268042 |
| Bristol-Myers Squibb Co 3.9% 3/15/2062  | 120000 | 83448 |
| Bristol-Myers Squibb Co 4.125% 6/15/2039  | 100000 | 86760 |
| Bristol-Myers Squibb Co 4.25% 10/26/2049  | 100000 | 78775 |
| Bristol-Myers Squibb Co 4.35% 11/15/2047  | 100000 | 81343 |
| Bristol-Myers Squibb Co 4.55% 2/20/2048  | 159000 | 133211 |
| Bristol-Myers Squibb Co 4.9% 2/22/2029  | 560000 | 570468 |
| Bristol-Myers Squibb Co 5% 8/15/2045  | 110000 | 99452 |
| Bristol-Myers Squibb Co 5.2% 2/22/2034  | 280000 | 282142 |
| Bristol-Myers Squibb Co 5.5% 2/22/2044  | 250000 | 242733 |
| Bristol-Myers Squibb Co 5.55% 2/22/2054  | 193000 | 183277 |
| Bristol-Myers Squibb Co 6.4% 11/15/2063  | 550000 | 579194 |
| Eli Lilly & Co 2.25% 5/15/2050  | 685000 | 379093 |
| Eli Lilly & Co 3.95% 3/15/2049  | 220000 | 171200 |
| Eli Lilly & Co 4.15% 3/15/2059  | 100000 | 77305 |
| Eli Lilly & Co 4.2% 8/14/2029  | 290000 | 289541 |
| Eli Lilly & Co 4.6% 8/14/2034  | 290000 | 282710 |
| Eli Lilly & Co 4.75% 2/12/2030  | 100000 | 101624 |
| Eli Lilly & Co 4.875% 2/27/2053  | 60000 | 53257 |
| Eli Lilly & Co 4.95% 2/27/2063  | 210000 | 184896 |
| Eli Lilly & Co 5.1% 2/12/2035  | 100000 | 100617 |
| Eli Lilly & Co 5.1% 2/9/2064  | 290000 | 261228 |
| Eli Lilly & Co 5.5% 2/12/2055  | 100000 | 97820 |
| Eli Lilly & Co 5.6% 2/12/2065  | 100000 | 97860 |
| Haleon US Capital LLC 3.375% 3/24/2027  | 1140000 | 1120955 |
| Haleon US Capital LLC 3.625% 3/24/2032  | 250000 | 231639 |
| Johnson & Johnson 2.1% 9/1/2040  | 590000 | 397130 |
| Johnson & Johnson 2.25% 9/1/2050  | 100000 | 57051 |
| Johnson & Johnson 2.45% 9/1/2060  | 310000 | 165789 |
| Johnson & Johnson 3.4% 1/15/2038  | 388000 | 327355 |
| Johnson & Johnson 4.5% 12/5/2043  | 100000 | 90717 |
| Johnson & Johnson 4.9% 6/1/2031  | 100000 | 102622 |
| Merck & Co Inc 2.15% 12/10/2031  | 380000 | 328046 |
| Merck & Co Inc 2.35% 6/24/2040  | 210000 | 143394 |
| Merck & Co Inc 2.45% 6/24/2050  | 200000 | 113745 |
| Merck & Co Inc 2.75% 12/10/2051  | 150000 | 89891 |
| Merck & Co Inc 3.6% 9/15/2042  | 130000 | 100441 |
| Merck & Co Inc 3.7% 2/10/2045  | 322000 | 248187 |
| Merck & Co Inc 3.9% 3/7/2039  | 100000 | 85862 |
| Merck & Co Inc 4.15% 5/18/2043  | 100000 | 83360 |
| Merck & Co Inc 4.5% 5/17/2033  | 400000 | 393043 |
| Merck & Co Inc 4.9% 5/17/2044  | 300000 | 273975 |
| Merck & Co Inc 5% 5/17/2053  | 170000 | 152156 |
| Mylan Inc 5.2% 4/15/2048  | 74000 | 55832 |
| Mylan Inc 5.4% 11/29/2043  | 170000 | 135253 |
| Novartis Capital Corp 2.2% 8/14/2030  | 290000 | 261081 |
| Novartis Capital Corp 2.75% 8/14/2050  | 310000 | 192245 |
| Novartis Capital Corp 4.4% 5/6/2044  | 120000 | 104507 |
| Pfizer Inc 2.55% 5/28/2040  | 120000 | 83757 |
| Pfizer Inc 2.7% 5/28/2050  | 100000 | 60162 |
| Pfizer Inc 3.45% 3/15/2029  | 100000 | 97238 |
| Pfizer Inc 3.9% 3/15/2039  | 70000 | 59425 |
| Pfizer Inc 4% 12/15/2036  | 190000 | 171655 |
| Pfizer Inc 4% 3/15/2049  | 300000 | 230896 |
| Pfizer Inc 4.125% 12/15/2046  | 200000 | 159646 |
| Pfizer Inc 4.3% 6/15/2043  | 106000 | 89271 |
| Pfizer Inc 4.4% 5/15/2044  | 110000 | 93791 |
| Pfizer Inc 7.2% 3/15/2039  | 230000 | 268180 |
| Pfizer Investment Enterprises Pte Ltd 4.45% 5/19/2026  | 1590000 | 1591014 |
| Pfizer Investment Enterprises Pte Ltd 4.45% 5/19/2028  | 500000 | 502574 |
| Pfizer Investment Enterprises Pte Ltd 4.65% 5/19/2030  | 300000 | 301926 |
| Pfizer Investment Enterprises Pte Ltd 4.75% 5/19/2033  | 360000 | 353992 |
| Pfizer Investment Enterprises Pte Ltd 5.11% 5/19/2043  | 200000 | 186440 |
| Pfizer Investment Enterprises Pte Ltd 5.3% 5/19/2053  | 878000 | 804748 |
| Pfizer Investment Enterprises Pte Ltd 5.34% 5/19/2063  | 150000 | 134885 |
| Pharmacia LLC 6.6% 12/1/2028 (b) | 190000 | 203266 |
| Royalty Pharma PLC 3.35% 9/2/2051  | 390000 | 242052 |
| Royalty Pharma PLC 5.9% 9/2/2054  | 100000 | 93949 |
| Shire Acquisitions Investments Ireland DAC 3.2% 9/23/2026  | 14000 | 13789 |
| Utah Acquisition Sub Inc 3.95% 6/15/2026  | 193000 | 190478 |
| Viatris Inc 2.7% 6/22/2030  | 428000 | 374365 |
| Viatris Inc 3.85% 6/22/2040  | 200000 | 142169 |
| Viatris Inc 4% 6/22/2050  | 70000 | 44791 |
| Wyeth LLC 5.95% 4/1/2037  | 50000 | 52387 |
| Wyeth LLC 6% 2/15/2036  | 100000 | 105910 |
| Zoetis Inc 3% 9/12/2027  | 50000 | 48613 |
| Zoetis Inc 3.9% 8/20/2028  | 500000 | 494189 |
| Zoetis Inc 3.95% 9/12/2047  | 290000 | 223790 |
|  |  | 19687462 |
| TOTAL HEALTH CARE |  | 78036744 |
| Industrials - 1.5% |  |  |
| Aerospace & Defense - 0.5% |  |  |
| Boeing Co 2.75% 2/1/2026  | 140000 | 138111 |
| Boeing Co 2.95% 2/1/2030  | 220000 | 201816 |
| Boeing Co 3.2% 3/1/2029  | 320000 | 302750 |
| Boeing Co 3.25% 2/1/2035  | 100000 | 82300 |
| Boeing Co 3.375% 6/15/2046  | 120000 | 78950 |
| Boeing Co 3.75% 2/1/2050  | 360000 | 246635 |
| Boeing Co 3.825% 3/1/2059  | 100000 | 65226 |
| Boeing Co 3.9% 5/1/2049  | 130000 | 91113 |
| Boeing Co 3.95% 8/1/2059  | 160000 | 106068 |
| Boeing Co 5.705% 5/1/2040  | 700000 | 675498 |
| Boeing Co 5.805% 5/1/2050  | 320000 | 299658 |
| Boeing Co 5.93% 5/1/2060  | 330000 | 305515 |
| Boeing Co 6.298% 5/1/2029  | 320000 | 336573 |
| Boeing Co 6.388% 5/1/2031  | 120000 | 128037 |
| Boeing Co 6.528% 5/1/2034  | 486000 | 518743 |
| Boeing Co 6.858% 5/1/2054  | 70000 | 74656 |
| Boeing Co 6.875% 3/15/2039  | 160000 | 171318 |
| GE Aerospace 4.25% 5/1/2040  | 50000 | 43656 |
| GE Aerospace 4.35% 5/1/2050  | 170000 | 140037 |
| GE Aerospace 4.5% 3/11/2044  | 200000 | 173063 |
| GE Aerospace 6.75% 3/15/2032  | 130000 | 145106 |
| General Dynamics Corp 2.625% 11/15/2027  | 180000 | 173634 |
| General Dynamics Corp 2.85% 6/1/2041  | 120000 | 85687 |
| General Dynamics Corp 3.75% 5/15/2028  | 100000 | 99104 |
| General Dynamics Corp 4.25% 4/1/2040  | 204000 | 178237 |
| General Dynamics Corp 4.25% 4/1/2050  | 30000 | 24557 |
| Howmet Aerospace Inc 5.9% 2/1/2027  | 455000 | 465431 |
| Howmet Aerospace Inc 5.95% 2/1/2037  | 50000 | 52361 |
| Huntington Ingalls Industries Inc 3.483% 12/1/2027  | 170000 | 165399 |
| L3Harris Technologies Inc 1.8% 1/15/2031  | 575000 | 489316 |
| L3Harris Technologies Inc 5.5% 8/15/2054  | 90000 | 84618 |
| L3Harris Technologies Inc 5.6% 7/31/2053  | 170000 | 161819 |
| Lockheed Martin Corp 3.6% 3/1/2035  | 450000 | 401112 |
| Lockheed Martin Corp 3.9% 6/15/2032  | 160000 | 152021 |
| Lockheed Martin Corp 4.07% 12/15/2042  | 110000 | 90787 |
| Lockheed Martin Corp 4.09% 9/15/2052  | 119000 | 91657 |
| Lockheed Martin Corp 4.15% 6/15/2053  | 150000 | 115906 |
| Lockheed Martin Corp 4.3% 6/15/2062  | 100000 | 76495 |
| Lockheed Martin Corp 4.7% 5/15/2046  | 136000 | 118782 |
| Lockheed Martin Corp 4.8% 8/15/2034  | 390000 | 382856 |
| Lockheed Martin Corp 5.1% 11/15/2027  | 210000 | 215036 |
| Lockheed Martin Corp 5.2% 2/15/2055  | 30000 | 27569 |
| Lockheed Martin Corp 5.7% 11/15/2054  | 100000 | 98362 |
| Lockheed Martin Corp 5.9% 11/15/2063  | 150000 | 151876 |
| Lockheed Martin Corp 6.15% 9/1/2036  | 100000 | 108379 |
| Northrop Grumman Corp 3.25% 1/15/2028  | 100000 | 97309 |
| Northrop Grumman Corp 3.85% 4/15/2045  | 230000 | 177672 |
| Northrop Grumman Corp 4.03% 10/15/2047  | 328000 | 254873 |
| Northrop Grumman Corp 4.4% 5/1/2030  | 210000 | 208366 |
| Northrop Grumman Corp 4.7% 3/15/2033  | 120000 | 118038 |
| Northrop Grumman Corp 4.75% 6/1/2043  | 110000 | 97502 |
| Northrop Grumman Corp 5.15% 5/1/2040  | 150000 | 143525 |
| Northrop Grumman Corp 5.2% 6/1/2054  | 105000 | 95517 |
| Northrop Grumman Corp 5.25% 5/1/2050  | 70000 | 64446 |
| RTX Corp 1.9% 9/1/2031  | 470000 | 396532 |
| RTX Corp 2.25% 7/1/2030  | 130000 | 116093 |
| RTX Corp 2.82% 9/1/2051  | 210000 | 125294 |
| RTX Corp 3.75% 11/1/2046  | 200000 | 149130 |
| RTX Corp 3.95% 8/16/2025  | 80000 | 79836 |
| RTX Corp 4.125% 11/16/2028  | 400000 | 395873 |
| RTX Corp 4.15% 5/15/2045  | 200000 | 159959 |
| RTX Corp 4.35% 4/15/2047  | 100000 | 81391 |
| RTX Corp 4.45% 11/16/2038  | 360000 | 324827 |
| RTX Corp 4.5% 6/1/2042  | 40000 | 34602 |
| RTX Corp 4.875% 10/15/2040  | 210000 | 193192 |
| RTX Corp 5.15% 2/27/2033  | 100000 | 100684 |
| RTX Corp 5.375% 2/27/2053  | 100000 | 92980 |
| RTX Corp 5.7% 4/15/2040  | 160000 | 162770 |
| RTX Corp 6.1% 3/15/2034  | 500000 | 532693 |
| RTX Corp 6.125% 7/15/2038  | 640000 | 675458 |
| Textron Inc 4% 3/15/2026  | 200000 | 198870 |
|  |  | 13413262 |
| Air Freight & Logistics - 0.1% |  |  |
| FedEx Corp 2.4% 5/15/2031  | 350000 | 307481 |
| FedEx Corp 3.25% 5/15/2041  | 310000 | 213944 |
| FedEx Corp 4.05% 2/15/2048  | 80000 | 57205 |
| FedEx Corp 4.25% 5/15/2030  | 130000 | 126163 |
| FedEx Corp 4.55% 4/1/2046  | 490000 | 388521 |
| FedEx Corp 4.95% 10/17/2048  | 80000 | 65394 |
| FedEx Corp 5.25% 5/15/2050  | 178000 | 153426 |
| United Parcel Service Inc 3.05% 11/15/2027  | 150000 | 146216 |
| United Parcel Service Inc 3.4% 11/15/2046  | 190000 | 132833 |
| United Parcel Service Inc 3.4% 9/1/2049  | 100000 | 67885 |
| United Parcel Service Inc 3.75% 11/15/2047  | 160000 | 117758 |
| United Parcel Service Inc 4.45% 4/1/2030  | 150000 | 150551 |
| United Parcel Service Inc 4.875% 3/3/2033  | 160000 | 160074 |
| United Parcel Service Inc 5.2% 4/1/2040  | 100000 | 95339 |
| United Parcel Service Inc 5.25% 5/14/2035  | 200000 | 199870 |
| United Parcel Service Inc 5.5% 5/22/2054  | 380000 | 358334 |
| United Parcel Service Inc 5.95% 5/14/2055  | 120000 | 119423 |
| United Parcel Service Inc 6.2% 1/15/2038  | 234000 | 249481 |
|  |  | 3109898 |
| Building Products - 0.1% |  |  |
| Carrier Global Corp 2.493% 2/15/2027  | 100000 | 96885 |
| Carrier Global Corp 2.722% 2/15/2030  | 410000 | 377541 |
| Carrier Global Corp 3.377% 4/5/2040  | 150000 | 116249 |
| Carrier Global Corp 3.577% 4/5/2050  | 100000 | 71614 |
| Carrier Global Corp 5.9% 3/15/2034  | 521000 | 547394 |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA 1.75% 9/15/2030  | 300000 | 260019 |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA 2% 9/16/2031  | 280000 | 237381 |
| Johnson Controls International plc 4.625% 7/2/2044 (e) | 170000 | 142061 |
| Masco Corp 1.5% 2/15/2028  | 100000 | 92025 |
| Masco Corp 2% 2/15/2031  | 90000 | 76052 |
| Masco Corp 3.125% 2/15/2051  | 90000 | 54530 |
| Owens Corning 3.4% 8/15/2026  | 100000 | 98508 |
| Owens Corning 3.875% 6/1/2030  | 70000 | 66800 |
| Owens Corning 4.3% 7/15/2047  | 110000 | 86543 |
| Owens Corning 5.7% 6/15/2034  | 120000 | 122492 |
| Owens Corning 5.95% 6/15/2054  | 100000 | 98522 |
|  |  | 2544616 |
| Commercial Services & Supplies - 0.1% |  |  |
| Republic Services Inc 1.45% 2/15/2031  | 500000 | 420988 |
| Republic Services Inc 3.95% 5/15/2028  | 750000 | 743132 |
| Republic Services Inc 5% 12/15/2033  | 140000 | 140592 |
| Republic Services Inc 5.2% 11/15/2034  | 200000 | 201538 |
| Veralto Corp 5.45% 9/18/2033  | 110000 | 111665 |
| Waste Connections Inc 3.05% 4/1/2050  | 420000 | 269907 |
| Waste Management Inc 1.5% 3/15/2031  | 140000 | 118311 |
| Waste Management Inc 2.5% 11/15/2050  | 150000 | 86153 |
| Waste Management Inc 2.95% 6/1/2041  | 130000 | 93308 |
| Waste Management Inc 3.15% 11/15/2027  | 50000 | 48656 |
| Waste Management Inc 4.15% 4/15/2032  | 220000 | 212044 |
| Waste Management Inc 4.65% 3/15/2030  | 140000 | 140803 |
| Waste Management Inc 4.95% 3/15/2035  | 140000 | 138160 |
| Waste Management Inc 4.95% 7/3/2027  | 70000 | 70995 |
| Waste Management Inc 4.95% 7/3/2031  | 70000 | 71094 |
| Waste Management Inc 5.35% 10/15/2054  | 140000 | 132407 |
|  |  | 2999753 |
| Electrical Equipment - 0.0% |  |  |
| Emerson Electric Co 2.8% 12/21/2051  | 220000 | 133430 |
| Hubbell Inc 3.35% 3/1/2026  | 110000 | 108946 |
| Regal Rexnord Corp 6.3% 2/15/2030  | 290000 | 300673 |
| Regal Rexnord Corp 6.4% 4/15/2033  | 110000 | 113826 |
| Rockwell Automation Inc 4.2% 3/1/2049  | 170000 | 136435 |
|  |  | 793310 |
| Ground Transportation - 0.3% |  |  |
| Burlington Northern Santa Fe LLC 2.875% 6/15/2052  | 280000 | 171880 |
| Burlington Northern Santa Fe LLC 3.05% 2/15/2051  | 30000 | 19347 |
| Burlington Northern Santa Fe LLC 3.25% 6/15/2027  | 550000 | 541073 |
| Burlington Northern Santa Fe LLC 3.3% 9/15/2051  | 350000 | 235030 |
| Burlington Northern Santa Fe LLC 4.05% 6/15/2048  | 182000 | 143295 |
| Burlington Northern Santa Fe LLC 4.15% 12/15/2048  | 100000 | 80014 |
| Burlington Northern Santa Fe LLC 4.45% 3/15/2043  | 151000 | 130071 |
| Burlington Northern Santa Fe LLC 5.15% 9/1/2043  | 100000 | 94324 |
| Burlington Northern Santa Fe LLC 5.2% 4/15/2054  | 340000 | 315664 |
| Burlington Northern Santa Fe LLC 5.5% 3/15/2055  | 170000 | 164511 |
| Burlington Northern Santa Fe LLC 5.75% 5/1/2040  | 100000 | 102209 |
| Burlington Northern Santa Fe LLC 6.15% 5/1/2037  | 70000 | 74927 |
| CSX Corp 2.4% 2/15/2030  | 340000 | 310564 |
| CSX Corp 2.5% 5/15/2051  | 110000 | 61856 |
| CSX Corp 3.35% 11/1/2025  | 250000 | 248836 |
| CSX Corp 3.8% 3/1/2028  | 50000 | 49312 |
| CSX Corp 3.95% 5/1/2050  | 370000 | 280907 |
| CSX Corp 4.25% 3/15/2029  | 150000 | 148963 |
| CSX Corp 4.3% 3/1/2048  | 210000 | 169726 |
| CSX Corp 4.4% 3/1/2043  | 50000 | 42447 |
| CSX Corp 4.65% 3/1/2068  | 280000 | 223213 |
| CSX Corp 4.75% 11/15/2048  | 160000 | 138251 |
| CSX Corp 6.15% 5/1/2037  | 100000 | 105942 |
| Norfolk Southern Corp 2.9% 6/15/2026  | 370000 | 364272 |
| Norfolk Southern Corp 3.05% 5/15/2050  | 100000 | 63526 |
| Norfolk Southern Corp 3.155% 5/15/2055  | 100000 | 61907 |
| Norfolk Southern Corp 3.8% 8/1/2028  | 72000 | 70774 |
| Norfolk Southern Corp 3.95% 10/1/2042  | 305000 | 242407 |
| Norfolk Southern Corp 4.1% 5/15/2121  | 200000 | 134551 |
| Norfolk Southern Corp 4.15% 2/28/2048  | 100000 | 78347 |
| Norfolk Southern Corp 4.55% 6/1/2053  | 80000 | 65538 |
| Norfolk Southern Corp 5.35% 8/1/2054  | 60000 | 56042 |
| Norfolk Southern Corp 5.55% 3/15/2034  | 230000 | 236610 |
| Uber Technologies Inc 4.3% 1/15/2030  | 110000 | 108436 |
| Uber Technologies Inc 4.8% 9/15/2034  | 110000 | 106147 |
| Uber Technologies Inc 5.35% 9/15/2054  | 110000 | 99901 |
| Union Pacific Corp 2.15% 2/5/2027  | 120000 | 115949 |
| Union Pacific Corp 2.75% 3/1/2026  | 360000 | 355665 |
| Union Pacific Corp 2.891% 4/6/2036  | 390000 | 317184 |
| Union Pacific Corp 2.973% 9/16/2062  | 100000 | 56485 |
| Union Pacific Corp 3.25% 2/5/2050  | 270000 | 181592 |
| Union Pacific Corp 3.375% 2/14/2042  | 150000 | 113103 |
| Union Pacific Corp 3.5% 2/14/2053  | 100000 | 68815 |
| Union Pacific Corp 3.799% 4/6/2071  | 330000 | 218469 |
| Union Pacific Corp 3.85% 2/14/2072  | 230000 | 154724 |
| Union Pacific Corp 3.875% 2/1/2055  | 80000 | 58098 |
| Union Pacific Corp 4% 4/15/2047  | 90000 | 70324 |
| Union Pacific Corp 5.1% 2/20/2035  | 120000 | 120213 |
| Union Pacific Corp 5.15% 1/20/2063  | 320000 | 283824 |
| Union Pacific Corp 5.6% 12/1/2054  | 120000 | 116233 |
|  |  | 7771498 |
| Industrial Conglomerates - 0.1% |  |  |
| 3M Co 2.25% 9/19/2026  | 330000 | 320890 |
| 3M Co 2.375% 8/26/2029  | 270000 | 248502 |
| 3M Co 2.875% 10/15/2027  | 210000 | 202555 |
| 3M Co 3.25% 8/26/2049  | 100000 | 66398 |
| 3M Co 3.375% 3/1/2029  | 110000 | 105751 |
| 3M Co 3.7% 4/15/2050  | 96000 | 68104 |
| 3M Co 3.875% 6/15/2044  | 140000 | 109913 |
| 3M Co 5.15% 3/15/2035  | 250000 | 247288 |
| 3M Co 5.7% 3/15/2037  | 100000 | 102689 |
| Honeywell International Inc 1.35% 6/1/2025  | 100000 | 99963 |
| Honeywell International Inc 1.95% 6/1/2030  | 100000 | 88525 |
| Honeywell International Inc 2.5% 11/1/2026  | 580000 | 564887 |
| Honeywell International Inc 2.7% 8/15/2029  | 210000 | 196131 |
| Honeywell International Inc 2.8% 6/1/2050  | 200000 | 122773 |
| Honeywell International Inc 4.7% 2/1/2030  | 110000 | 110931 |
| Honeywell International Inc 4.875% 9/1/2029  | 120000 | 122226 |
| Honeywell International Inc 5% 2/15/2033  | 440000 | 440885 |
| Honeywell International Inc 5% 3/1/2035  | 190000 | 188491 |
| Honeywell International Inc 5.25% 3/1/2054  | 120000 | 110967 |
| Honeywell International Inc 5.35% 3/1/2064  | 70000 | 63965 |
| Honeywell International Inc 5.7% 3/15/2037  | 100000 | 102899 |
| Trane Technologies Financing Ltd 3.8% 3/21/2029  | 180000 | 176853 |
| Trane Technologies Financing Ltd 5.25% 3/3/2033  | 80000 | 81697 |
|  |  | 3943283 |
| Machinery - 0.2% |  |  |
| Caterpillar Financial Services Corp 1.1% 9/14/2027  | 540000 | 503516 |
| Caterpillar Inc 2.6% 4/9/2030  | 210000 | 194171 |
| Caterpillar Inc 3.25% 4/9/2050  | 130000 | 88815 |
| Caterpillar Inc 3.25% 9/19/2049  | 170000 | 116499 |
| Caterpillar Inc 3.803% 8/15/2042  | 200000 | 161723 |
| Caterpillar Inc 5.2% 5/15/2035  | 100000 | 100359 |
| Caterpillar Inc 5.2% 5/27/2041  | 300000 | 292758 |
| Caterpillar Inc 5.5% 5/15/2055  | 100000 | 97557 |
| Caterpillar Inc 6.05% 8/15/2036  | 100000 | 107837 |
| Cummins Inc 1.5% 9/1/2030  | 190000 | 163583 |
| Cummins Inc 4.875% 10/1/2043  | 250000 | 228159 |
| Cummins Inc 5.15% 2/20/2034  | 120000 | 120953 |
| Cummins Inc 5.3% 5/9/2035  | 100000 | 99877 |
| Deere & Co 2.875% 9/7/2049  | 190000 | 122059 |
| Deere & Co 5.7% 1/19/2055  | 250000 | 251678 |
| Eaton Corp 4.15% 11/2/2042  | 100000 | 83611 |
| Eaton Corp 4.15% 3/15/2033  | 340000 | 325446 |
| Illinois Tool Works Inc 3.9% 9/1/2042  | 100000 | 80831 |
| Ingersoll Rand Inc 5.4% 8/14/2028  | 220000 | 225903 |
| Ingersoll Rand Inc 5.45% 6/15/2034  | 80000 | 80784 |
| Ingersoll Rand Inc 5.7% 8/14/2033  | 340000 | 349919 |
| Otis Worldwide Corp 2.293% 4/5/2027  | 170000 | 163364 |
| Otis Worldwide Corp 2.565% 2/15/2030  | 220000 | 200636 |
| Otis Worldwide Corp 3.362% 2/15/2050  | 200000 | 133971 |
| Parker-Hannifin Corp 3.25% 3/1/2027  | 180000 | 176985 |
| Parker-Hannifin Corp 3.25% 6/14/2029  | 210000 | 200967 |
| Parker-Hannifin Corp 4% 6/14/2049  | 160000 | 122572 |
| Parker-Hannifin Corp 4.1% 3/1/2047  | 150000 | 117720 |
| Parker-Hannifin Corp 4.25% 9/15/2027  | 170000 | 169722 |
| Stanley Black & Decker Inc 2.75% 11/15/2050  | 151000 | 83193 |
| Stanley Black & Decker Inc 3% 5/15/2032  | 190000 | 163473 |
| Stanley Black & Decker Inc 6% 3/6/2028  | 100000 | 103646 |
| Westinghouse Air Brake Technologies Corp 3.45% 11/15/2026  | 200000 | 196598 |
| Westinghouse Air Brake Technologies Corp 4.7% 9/15/2028 (e) | 200000 | 200568 |
|  |  | 5829453 |
| Passenger Airlines - 0.0% |  |  |
| American Airlines 2019-1 Class AA Pass Through Trust equipment trust certificate 3.15% 8/15/2033  | 94732 | 86758 |
| American Airls Pass Thru Tr 2021-1a equipment trust certificate 2.875% 1/11/2036  | 181848 | 158233 |
| Southwest Airlines Co 5.125% 6/15/2027  | 251000 | 252503 |
| United Airlines 2020-1 Class B Pass Through Trust 4.875% 7/15/2027  | 65146 | 64827 |
| United Airlines 2023-1 Class A Pass Through Trust equipment trust certificate 5.8% 7/15/2037  | 248382 | 248624 |
|  |  | 810945 |
| Professional Services - 0.0% |  |  |
| Leidos Inc 5.75% 3/15/2033  | 140000 | 143850 |
| Paychex Inc 5.6% 4/15/2035  | 120000 | 122018 |
| Verisk Analytics Inc 5.25% 3/15/2035  | 260000 | 257542 |
|  |  | 523410 |
| Trading Companies & Distributors - 0.1% |  |  |
| Air Lease Corp 2.1% 9/1/2028  | 190000 | 176004 |
| Air Lease Corp 2.2% 1/15/2027  | 140000 | 134872 |
| Air Lease Corp 3.625% 12/1/2027  | 140000 | 137257 |
| Air Lease Corp 3.75% 6/1/2026  | 290000 | 287599 |
| Air Lease Corp 4.625% 10/1/2028  | 350000 | 350175 |
| Air Lease Corp 5.2% 7/15/2031  | 300000 | 303518 |
| Ferguson Enterprises Inc 5% 10/3/2034  | 100000 | 96265 |
| GATX Corp 6.05% 3/15/2034  | 400000 | 416115 |
| GATX Corp 6.9% 5/1/2034  | 300000 | 327231 |
| WW Grainger Inc 3.75% 5/15/2046  | 120000 | 91104 |
| WW Grainger Inc 4.45% 9/15/2034  | 100000 | 96325 |
|  |  | 2416465 |
| TOTAL INDUSTRIALS |  | 44155893 |
| Information Technology - 2.0% |  |  |
| Communications Equipment - 0.1% |  |  |
| Cisco Systems Inc 4.75% 2/24/2030  | 260000 | 264316 |
| Cisco Systems Inc 4.85% 2/26/2029  | 300000 | 305963 |
| Cisco Systems Inc 5.05% 2/26/2034  | 300000 | 302294 |
| Cisco Systems Inc 5.1% 2/24/2035  | 260000 | 261529 |
| Cisco Systems Inc 5.3% 2/26/2054  | 140000 | 132502 |
| Cisco Systems Inc 5.35% 2/26/2064  | 100000 | 93667 |
| Cisco Systems Inc 5.5% 1/15/2040  | 192000 | 194242 |
| Cisco Systems Inc 5.5% 2/24/2055  | 130000 | 126302 |
| Cisco Systems Inc 5.9% 2/15/2039  | 400000 | 420965 |
| Motorola Solutions Inc 2.3% 11/15/2030  | 330000 | 290027 |
| Motorola Solutions Inc 4.6% 2/23/2028  | 110000 | 110200 |
| Motorola Solutions Inc 5.4% 4/15/2034  | 230000 | 231163 |
|  |  | 2733170 |
| Electronic Equipment, Instruments & Components - 0.1% |  |  |
| Amphenol Corp 2.2% 9/15/2031  | 140000 | 121322 |
| Amphenol Corp 5.25% 4/5/2034  | 180000 | 182128 |
| Amphenol Corp 5.375% 11/15/2054  | 88000 | 83939 |
| Corning Inc 5.35% 11/15/2048  | 400000 | 363325 |
| Corning Inc 5.75% 8/15/2040  | 100000 | 98970 |
| Dell International LLC / EMC Corp 3.375% 12/15/2041  | 215000 | 155847 |
| Dell International LLC / EMC Corp 4.9% 10/1/2026  | 450000 | 451218 |
| Dell International LLC / EMC Corp 5.3% 10/1/2029  | 90000 | 91832 |
| Dell International LLC / EMC Corp 5.5% 4/1/2035  | 220000 | 217137 |
| Dell International LLC / EMC Corp 5.75% 2/1/2033  | 110000 | 113844 |
| Dell International LLC / EMC Corp 8.1% 7/15/2036  | 420000 | 496526 |
| Dell International LLC / EMC Corp 8.35% 7/15/2046  | 92000 | 113878 |
| Keysight Technologies Inc 4.95% 10/15/2034  | 120000 | 117002 |
| Teledyne Technologies Inc 2.25% 4/1/2028  | 100000 | 94348 |
| Teledyne Technologies Inc 2.75% 4/1/2031  | 100000 | 88977 |
| Vontier Corp 1.8% 4/1/2026  | 180000 | 175525 |
| Vontier Corp 2.4% 4/1/2028  | 70000 | 65622 |
|  |  | 3031440 |
| IT Services - 0.2% |  |  |
| CDW LLC / CDW Finance Corp 2.67% 12/1/2026  | 430000 | 416404 |
| CDW LLC / CDW Finance Corp 3.569% 12/1/2031  | 70000 | 63470 |
| CDW LLC / CDW Finance Corp 5.55% 8/22/2034  | 110000 | 108358 |
| IBM Corporation 1.7% 5/15/2027  | 800000 | 761102 |
| IBM Corporation 1.95% 5/15/2030  | 100000 | 88186 |
| IBM Corporation 2.85% 5/15/2040  | 110000 | 79049 |
| IBM Corporation 2.95% 5/15/2050  | 100000 | 61699 |
| IBM Corporation 3.43% 2/9/2052  | 180000 | 119660 |
| IBM Corporation 3.5% 5/15/2029  | 520000 | 501520 |
| IBM Corporation 4.15% 5/15/2039  | 450000 | 387567 |
| IBM Corporation 4.5% 2/6/2028  | 680000 | 684538 |
| IBM Corporation 4.7% 2/19/2046  | 204000 | 175096 |
| IBM Corporation 5.2% 2/10/2035  | 600000 | 596984 |
| IBM Corporation 5.6% 11/30/2039  | 540000 | 541688 |
| IBM Corporation 5.7% 2/10/2055  | 100000 | 96162 |
| IBM Corporation 5.875% 11/29/2032  | 120000 | 127660 |
|  |  | 4809143 |
| Semiconductors & Semiconductor Equipment - 0.6% |  |  |
| Advanced Micro Devices Inc 4.393% 6/1/2052  | 70000 | 57415 |
| Analog Devices Inc 1.7% 10/1/2028  | 150000 | 137747 |
| Analog Devices Inc 2.1% 10/1/2031  | 380000 | 328409 |
| Analog Devices Inc 2.8% 10/1/2041  | 150000 | 106818 |
| Analog Devices Inc 2.95% 10/1/2051  | 160000 | 100783 |
| Applied Materials Inc 1.75% 6/1/2030  | 170000 | 149591 |
| Applied Materials Inc 2.75% 6/1/2050  | 190000 | 115639 |
| Applied Materials Inc 3.3% 4/1/2027  | 190000 | 187132 |
| Applied Materials Inc 4.35% 4/1/2047  | 90000 | 74743 |
| Applied Materials Inc 5.1% 10/1/2035  | 120000 | 121937 |
| Broadcom Corp / Broadcom Cayman Finance Ltd 3.875% 1/15/2027  | 770000 | 763562 |
| Broadcom Inc 2.45% 2/15/2031 (c) | 160000 | 141461 |
| Broadcom Inc 2.6% 2/15/2033 (c) | 100000 | 84418 |
| Broadcom Inc 3.137% 11/15/2035 (c) | 290000 | 240182 |
| Broadcom Inc 3.15% 11/15/2025  | 230000 | 228501 |
| Broadcom Inc 3.187% 11/15/2036 (c) | 220000 | 178940 |
| Broadcom Inc 3.419% 4/15/2033 (c) | 190000 | 169486 |
| Broadcom Inc 3.459% 9/15/2026  | 432000 | 426610 |
| Broadcom Inc 3.469% 4/15/2034 (c) | 230000 | 202022 |
| Broadcom Inc 3.75% 2/15/2051 (c) | 630000 | 455685 |
| Broadcom Inc 4.15% 11/15/2030  | 250000 | 243756 |
| Broadcom Inc 4.15% 4/15/2032 (c) | 100000 | 95200 |
| Broadcom Inc 4.3% 11/15/2032  | 410000 | 391617 |
| Broadcom Inc 4.55% 2/15/2032  | 480000 | 469998 |
| Broadcom Inc 4.8% 10/15/2034  | 480000 | 467365 |
| Broadcom Inc 4.926% 5/15/2037 (c) | 200000 | 190560 |
| Broadcom Inc 5% 4/15/2030  | 292000 | 296332 |
| Broadcom Inc 5.05% 7/12/2029  | 200000 | 203582 |
| Intel Corp 2% 8/12/2031  | 50000 | 42145 |
| Intel Corp 2.45% 11/15/2029  | 720000 | 651243 |
| Intel Corp 2.8% 8/12/2041  | 220000 | 143436 |
| Intel Corp 3.05% 8/12/2051  | 50000 | 28748 |
| Intel Corp 3.1% 2/15/2060  | 210000 | 113373 |
| Intel Corp 3.2% 8/12/2061  | 100000 | 54794 |
| Intel Corp 3.25% 11/15/2049  | 180000 | 109750 |
| Intel Corp 3.734% 12/8/2047  | 110000 | 74756 |
| Intel Corp 4.15% 8/5/2032  | 110000 | 102290 |
| Intel Corp 4.6% 3/25/2040  | 110000 | 93462 |
| Intel Corp 4.75% 3/25/2050  | 390000 | 307699 |
| Intel Corp 4.875% 2/10/2028  | 1000000 | 1008131 |
| Intel Corp 5.05% 8/5/2062  | 470000 | 367557 |
| Intel Corp 5.2% 2/10/2033  | 540000 | 534237 |
| Intel Corp 5.7% 2/10/2053  | 120000 | 107685 |
| Intel Corp 5.9% 2/10/2063  | 190000 | 171983 |
| KLA Corp 3.3% 3/1/2050  | 110000 | 74303 |
| KLA Corp 4.1% 3/15/2029  | 160000 | 158773 |
| KLA Corp 4.65% 7/15/2032  | 450000 | 447075 |
| KLA Corp 5% 3/15/2049  | 100000 | 89683 |
| KLA Corp 5.25% 7/15/2062  | 120000 | 108561 |
| Lam Research Corp 2.875% 6/15/2050  | 150000 | 94363 |
| Lam Research Corp 3.125% 6/15/2060  | 50000 | 29907 |
| Lam Research Corp 4% 3/15/2029  | 210000 | 207056 |
| Marvell Technology Inc 1.65% 4/15/2026  | 230000 | 224082 |
| Marvell Technology Inc 2.45% 4/15/2028  | 120000 | 113132 |
| Marvell Technology Inc 5.95% 9/15/2033  | 70000 | 72292 |
| Microchip Technology Inc 5.05% 3/15/2029  | 160000 | 161010 |
| Micron Technology Inc 3.366% 11/1/2041  | 90000 | 64013 |
| Micron Technology Inc 4.663% 2/15/2030  | 120000 | 118396 |
| Micron Technology Inc 5.3% 1/15/2031  | 100000 | 100619 |
| Micron Technology Inc 5.327% 2/6/2029  | 310000 | 314588 |
| Micron Technology Inc 5.375% 4/15/2028  | 300000 | 306148 |
| Micron Technology Inc 5.65% 11/1/2032  | 120000 | 121942 |
| Micron Technology Inc 5.8% 1/15/2035  | 150000 | 151173 |
| Micron Technology Inc 5.875% 9/15/2033  | 100000 | 102665 |
| NVIDIA Corp 2% 6/15/2031  | 480000 | 421103 |
| NVIDIA Corp 3.5% 4/1/2040  | 90000 | 74167 |
| NVIDIA Corp 3.5% 4/1/2050  | 277000 | 203283 |
| QUALCOMM Inc 2.15% 5/20/2030  | 380000 | 342466 |
| QUALCOMM Inc 4.3% 5/20/2047  | 313000 | 256346 |
| QUALCOMM Inc 4.5% 5/20/2030  | 320000 | 320647 |
| QUALCOMM Inc 4.5% 5/20/2052  | 180000 | 148097 |
| QUALCOMM Inc 4.65% 5/20/2035  | 150000 | 147191 |
| QUALCOMM Inc 4.8% 5/20/2045  | 130000 | 115804 |
| QUALCOMM Inc 5% 5/20/2035  | 320000 | 317972 |
| Texas Instruments Inc 2.25% 9/4/2029  | 510000 | 469375 |
| Texas Instruments Inc 2.9% 11/3/2027  | 160000 | 155405 |
| Texas Instruments Inc 3.875% 3/15/2039  | 210000 | 181772 |
| Texas Instruments Inc 4.5% 5/23/2030  | 360000 | 361085 |
| Texas Instruments Inc 4.9% 3/14/2033  | 270000 | 272901 |
| Texas Instruments Inc 5.05% 5/18/2063  | 210000 | 185421 |
| Texas Instruments Inc 5.1% 5/23/2035  | 360000 | 361418 |
|  |  | 17935014 |
| Software - 0.6% |  |  |
| Adobe Inc 2.15% 2/1/2027  | 240000 | 232391 |
| Adobe Inc 4.95% 4/4/2034  | 160000 | 161067 |
| AppLovin Corp 5.125% 12/1/2029  | 150000 | 150996 |
| AppLovin Corp 5.5% 12/1/2034  | 300000 | 300133 |
| Autodesk Inc 2.85% 1/15/2030  | 140000 | 129816 |
| Cadence Design Systems Inc 4.3% 9/10/2029  | 180000 | 178776 |
| Cadence Design Systems Inc 4.7% 9/10/2034  | 90000 | 87511 |
| Fortinet Inc 1% 3/15/2026  | 210000 | 204139 |
| Microsoft Corp 2.4% 8/8/2026  | 520000 | 509810 |
| Microsoft Corp 2.5% 9/15/2050  | 230000 | 138318 |
| Microsoft Corp 2.525% 6/1/2050  | 1270000 | 770694 |
| Microsoft Corp 2.675% 6/1/2060  | 200000 | 115560 |
| Microsoft Corp 2.921% 3/17/2052  | 170000 | 110512 |
| Microsoft Corp 3.041% 3/17/2062  | 460000 | 290422 |
| Microsoft Corp 3.3% 2/6/2027  | 1650000 | 1630313 |
| Microsoft Corp 3.45% 8/8/2036  | 830000 | 734631 |
| Microsoft Corp 3.5% 2/12/2035  | 180000 | 165907 |
| Microsoft Corp 3.75% 2/12/2045  | 100000 | 82652 |
| Microsoft Corp 5.3% 2/8/2041  | 280000 | 291340 |
| Oracle Corp 2.65% 7/15/2026  | 100000 | 97905 |
| Oracle Corp 2.875% 3/25/2031  | 820000 | 739260 |
| Oracle Corp 3.25% 11/15/2027  | 600000 | 583638 |
| Oracle Corp 3.25% 5/15/2030  | 110000 | 103054 |
| Oracle Corp 3.6% 4/1/2040  | 610000 | 476492 |
| Oracle Corp 3.6% 4/1/2050  | 210000 | 142689 |
| Oracle Corp 3.8% 11/15/2037  | 340000 | 283581 |
| Oracle Corp 3.85% 4/1/2060  | 650000 | 432484 |
| Oracle Corp 3.9% 5/15/2035  | 100000 | 88643 |
| Oracle Corp 3.95% 3/25/2051  | 200000 | 143024 |
| Oracle Corp 4% 11/15/2047  | 388000 | 288025 |
| Oracle Corp 4.1% 3/25/2061  | 880000 | 614784 |
| Oracle Corp 4.125% 5/15/2045  | 110000 | 84801 |
| Oracle Corp 4.2% 9/27/2029  | 500000 | 492452 |
| Oracle Corp 4.3% 7/8/2034  | 100000 | 93006 |
| Oracle Corp 4.375% 5/15/2055  | 200000 | 151678 |
| Oracle Corp 4.5% 7/8/2044  | 120000 | 98872 |
| Oracle Corp 4.7% 9/27/2034  | 600000 | 572281 |
| Oracle Corp 4.9% 2/6/2033  | 260000 | 256438 |
| Oracle Corp 5.375% 7/15/2040  | 270000 | 255789 |
| Oracle Corp 5.375% 9/27/2054  | 150000 | 133037 |
| Oracle Corp 5.5% 8/3/2035  | 150000 | 150694 |
| Oracle Corp 6% 8/3/2055  | 340000 | 329640 |
| Oracle Corp 6.125% 7/8/2039  | 114000 | 117004 |
| Oracle Corp 6.125% 8/3/2065  | 210000 | 203895 |
| Oracle Corp 6.25% 11/9/2032  | 150000 | 160145 |
| Roper Technologies Inc 1% 9/15/2025  | 60000 | 59373 |
| Roper Technologies Inc 1.4% 9/15/2027  | 60000 | 56096 |
| Roper Technologies Inc 1.75% 2/15/2031  | 60000 | 50854 |
| Roper Technologies Inc 2% 6/30/2030  | 400000 | 351647 |
| Roper Technologies Inc 4.9% 10/15/2034  | 260000 | 252272 |
| Salesforce Inc 1.5% 7/15/2028  | 140000 | 129285 |
| Salesforce Inc 1.95% 7/15/2031  | 100000 | 86617 |
| Salesforce Inc 2.9% 7/15/2051  | 600000 | 372756 |
| Salesforce Inc 3.7% 4/11/2028  | 140000 | 138543 |
| Synopsys Inc 4.65% 4/1/2028  | 230000 | 231391 |
| Synopsys Inc 4.85% 4/1/2030  | 170000 | 171639 |
| Synopsys Inc 5% 4/1/2032  | 170000 | 170300 |
| Synopsys Inc 5.15% 4/1/2035  | 170000 | 168027 |
| Synopsys Inc 5.7% 4/1/2055  | 170000 | 162294 |
| VMware LLC 1.4% 8/15/2026  | 690000 | 664362 |
| VMware LLC 4.7% 5/15/2030  | 100000 | 99445 |
|  |  | 16543200 |
| Technology Hardware, Storage & Peripherals - 0.4% |  |  |
| Apple Inc 0.7% 2/8/2026  | 2500000 | 2439126 |
| Apple Inc 1.7% 8/5/2031  | 280000 | 240465 |
| Apple Inc 2.05% 9/11/2026  | 290000 | 282504 |
| Apple Inc 2.375% 2/8/2041  | 920000 | 630091 |
| Apple Inc 2.4% 8/20/2050  | 330000 | 190568 |
| Apple Inc 2.55% 8/20/2060  | 110000 | 62028 |
| Apple Inc 2.65% 5/11/2050  | 330000 | 201545 |
| Apple Inc 2.7% 8/5/2051  | 190000 | 115441 |
| Apple Inc 2.8% 2/8/2061  | 590000 | 341681 |
| Apple Inc 2.85% 8/5/2061  | 490000 | 286769 |
| Apple Inc 2.95% 9/11/2049  | 180000 | 117735 |
| Apple Inc 3% 11/13/2027  | 890000 | 870036 |
| Apple Inc 3.35% 2/9/2027  | 240000 | 237215 |
| Apple Inc 3.75% 11/13/2047  | 90000 | 69347 |
| Apple Inc 3.75% 9/12/2047  | 110000 | 84979 |
| Apple Inc 4% 5/10/2028  | 500000 | 500599 |
| Apple Inc 4.3% 5/10/2033  | 1000000 | 993468 |
| Apple Inc 4.375% 5/13/2045  | 510000 | 442734 |
| Apple Inc 4.45% 5/6/2044  | 100000 | 89558 |
| Apple Inc 4.5% 2/23/2036  | 110000 | 108167 |
| Apple Inc 4.65% 2/23/2046  | 201000 | 180448 |
| Hewlett Packard Enterprise Co 1.75% 4/1/2026  | 180000 | 175783 |
| Hewlett Packard Enterprise Co 4.55% 10/15/2029  | 270000 | 267729 |
| Hewlett Packard Enterprise Co 4.9% 10/15/2025 (b) | 1108000 | 1108224 |
| Hewlett Packard Enterprise Co 5% 10/15/2034  | 270000 | 262897 |
| Hewlett Packard Enterprise Co 5.25% 7/1/2028  | 140000 | 142650 |
| Hewlett Packard Enterprise Co 5.6% 10/15/2054  | 350000 | 326655 |
| Hewlett Packard Enterprise Co 6.2% 10/15/2035 (b) | 50000 | 51969 |
| HP Inc 2.2% 6/17/2025  | 190000 | 189818 |
| HP Inc 2.65% 6/17/2031  | 330000 | 285654 |
| HP Inc 3.4% 6/17/2030  | 250000 | 231290 |
| HP Inc 4.2% 4/15/2032  | 140000 | 130896 |
| HP Inc 5.5% 1/15/2033  | 100000 | 99625 |
|  |  | 11757694 |
| TOTAL INFORMATION TECHNOLOGY |  | 56809661 |
| Materials - 0.5% |  |  |
| Chemicals - 0.3% |  |  |
| Air Products and Chemicals Inc 1.5% 10/15/2025  | 100000 | 98951 |
| Air Products and Chemicals Inc 2.05% 5/15/2030  | 40000 | 35632 |
| Air Products and Chemicals Inc 2.7% 5/15/2040  | 320000 | 228155 |
| Air Products and Chemicals Inc 2.8% 5/15/2050  | 40000 | 24703 |
| Air Products and Chemicals Inc 4.8% 3/3/2033  | 120000 | 119619 |
| Albemarle Corp 4.65% 6/1/2027  | 160000 | 158139 |
| Albemarle Corp 5.05% 6/1/2032  | 130000 | 120629 |
| CF Industries Inc 5.375% 3/15/2044  | 240000 | 216134 |
| Dow Chemical Co/The 2.1% 11/15/2030  | 450000 | 389501 |
| Dow Chemical Co/The 3.6% 11/15/2050  | 290000 | 189473 |
| Dow Chemical Co/The 4.375% 11/15/2042  | 100000 | 78626 |
| Dow Chemical Co/The 5.15% 2/15/2034  | 220000 | 215315 |
| Dow Chemical Co/The 5.25% 11/15/2041  | 130000 | 115474 |
| Dow Chemical Co/The 5.55% 11/30/2048  | 80000 | 71273 |
| Dow Chemical Co/The 6.9% 5/15/2053  | 170000 | 177304 |
| Dow Chemical Co/The 7.375% 11/1/2029  | 110000 | 120930 |
| DuPont de Nemours Inc 4.493% 11/15/2025  | 320000 | 319765 |
| DuPont de Nemours Inc 4.725% 11/15/2028  | 240000 | 243055 |
| DuPont de Nemours Inc 5.319% 11/15/2038  | 368000 | 374780 |
| Eastman Chemical Co 4.5% 12/1/2028  | 406000 | 404015 |
| Eastman Chemical Co 4.8% 9/1/2042  | 80000 | 67965 |
| Ecolab Inc 1.3% 1/30/2031  | 560000 | 470547 |
| Ecolab Inc 2.125% 8/15/2050  | 150000 | 79020 |
| Ecolab Inc 5.5% 12/8/2041  | 100000 | 99695 |
| Huntsman Intl LLC 2.95% 6/15/2031  | 100000 | 82516 |
| Huntsman Intl LLC 4.5% 5/1/2029  | 120000 | 112279 |
| International Flavors & Fragrances Inc 4.45% 9/26/2028  | 130000 | 128839 |
| International Flavors & Fragrances Inc 5% 9/26/2048  | 90000 | 73846 |
| Linde Inc/CT 2% 8/10/2050  | 100000 | 50682 |
| Linde Inc/CT 3.2% 1/30/2026  | 230000 | 228128 |
| LYB International Finance II BV 3.5% 3/2/2027  | 680000 | 665943 |
| LYB International Finance III LLC 2.25% 10/1/2030  | 140000 | 122315 |
| LYB International Finance III LLC 3.375% 10/1/2040  | 220000 | 157584 |
| LYB International Finance III LLC 3.625% 4/1/2051  | 110000 | 71149 |
| LYB International Finance III LLC 3.8% 10/1/2060  | 100000 | 62141 |
| LYB International Finance III LLC 4.2% 5/1/2050  | 100000 | 71393 |
| LYB International Finance III LLC 5.5% 3/1/2034  | 130000 | 126814 |
| LYB International Finance III LLC 5.625% 5/15/2033  | 160000 | 160775 |
| LyondellBasell Industries NV 4.625% 2/26/2055  | 140000 | 105788 |
| Mosaic Co/The 4.05% 11/15/2027  | 170000 | 167742 |
| Mosaic Co/The 5.45% 11/15/2033  | 150000 | 150231 |
| Rohm and Haas Co 7.85% 7/15/2029  | 120000 | 132989 |
| RPM International Inc 2.95% 1/15/2032  | 70000 | 60887 |
| RPM International Inc 3.75% 3/15/2027  | 100000 | 98417 |
| RPM International Inc 4.55% 3/1/2029  | 120000 | 119069 |
| Sherwin-Williams Co/The 2.2% 3/15/2032  | 140000 | 118705 |
| Sherwin-Williams Co/The 2.95% 8/15/2029  | 120000 | 112212 |
| Sherwin-Williams Co/The 3.45% 6/1/2027  | 210000 | 206108 |
| Sherwin-Williams Co/The 3.8% 8/15/2049  | 80000 | 57418 |
| Sherwin-Williams Co/The 4% 12/15/2042  | 60000 | 46830 |
| Sherwin-Williams Co/The 4.5% 6/1/2047  | 200000 | 163753 |
| Sherwin-Williams Co/The 4.8% 9/1/2031  | 170000 | 169925 |
| Westlake Corp 3.125% 8/15/2051  | 80000 | 47345 |
| Westlake Corp 3.375% 6/15/2030  | 210000 | 196082 |
| Westlake Corp 3.6% 8/15/2026  | 858000 | 845862 |
|  |  | 9332467 |
| Construction Materials - 0.0% |  |  |
| CRH America Finance Inc 5.4% 5/21/2034  | 200000 | 201847 |
| CRH America Finance Inc 5.5% 1/9/2035  | 200000 | 201537 |
| Martin Marietta Materials Inc 2.5% 3/15/2030  | 110000 | 100018 |
| Martin Marietta Materials Inc 4.25% 12/15/2047  | 120000 | 94837 |
| Martin Marietta Materials Inc 5.15% 12/1/2034  | 90000 | 89318 |
| Martin Marietta Materials Inc 5.5% 12/1/2054  | 90000 | 84007 |
| Vulcan Materials Co 4.7% 3/1/2048  | 120000 | 101210 |
| Vulcan Materials Co 5.35% 12/1/2034  | 300000 | 302177 |
|  |  | 1174951 |
| Containers & Packaging - 0.1% |  |  |
| Amcor Flexibles North America Inc 2.69% 5/25/2031  | 220000 | 194123 |
| Amcor Flexibles North America Inc 5.5% 3/17/2035 (c) | 150000 | 148448 |
| Amcor Group Finance PLC 5.45% 5/23/2029  | 150000 | 153022 |
| Avery Dennison Corp 2.65% 4/30/2030  | 140000 | 126734 |
| Avery Dennison Corp 5.75% 3/15/2033  | 100000 | 102407 |
| International Paper Co 4.4% 8/15/2047  | 50000 | 39011 |
| International Paper Co 5% 9/15/2035  | 328000 | 316146 |
| International Paper Co 5.15% 5/15/2046  | 110000 | 96256 |
| International Paper Co 6% 11/15/2041  | 70000 | 69023 |
| Packaging Corp of America 5.7% 12/1/2033  | 250000 | 256081 |
| Sonoco Products Co 5% 9/1/2034  | 270000 | 256583 |
| WRKCo Inc 3.9% 6/1/2028  | 170000 | 166497 |
| WRKCo Inc 4.9% 3/15/2029  | 140000 | 140791 |
|  |  | 2065122 |
| Metals & Mining - 0.1% |  |  |
| Freeport-McMoRan Inc 4.375% 8/1/2028  | 110000 | 108915 |
| Freeport-McMoRan Inc 4.625% 8/1/2030  | 190000 | 186540 |
| Freeport-McMoRan Inc 5.45% 3/15/2043  | 260000 | 240087 |
| Newmont Corp 2.25% 10/1/2030  | 160000 | 143131 |
| Newmont Corp 2.6% 7/15/2032  | 120000 | 104747 |
| Newmont Corp 4.875% 3/15/2042  | 520000 | 471024 |
| Newmont Corp 5.45% 6/9/2044  | 100000 | 95097 |
| Nucor Corp 2.979% 12/15/2055  | 110000 | 64608 |
| Nucor Corp 3.125% 4/1/2032  | 200000 | 179204 |
|  |  | 1593353 |
| TOTAL MATERIALS |  | 14165893 |
| Real Estate - 1.0% |  |  |
| Diversified REITs - 0.1% |  |  |
| Equinix Europe 2 Financing Corp LLC 5.5% 6/15/2034  | 310000 | 314491 |
| GLP Capital LP / GLP Financing II Inc 4% 1/15/2031  | 190000 | 176665 |
| GLP Capital LP / GLP Financing II Inc 5.625% 9/15/2034  | 350000 | 341410 |
| Piedmont Operating Partnership LP 3.15% 8/15/2030  | 100000 | 88131 |
| Store Capital LLC 2.7% 12/1/2031  | 100000 | 83666 |
| Store Capital LLC 4.5% 3/15/2028  | 200000 | 196285 |
| VICI Properties LP 4.75% 2/15/2028  | 580000 | 580159 |
| VICI Properties LP 5.125% 5/15/2032  | 140000 | 137184 |
| VICI Properties LP 5.625% 4/1/2035  | 140000 | 138359 |
| VICI Properties LP 6.125% 4/1/2054  | 190000 | 181004 |
| WP Carey Inc 2.4% 2/1/2031  | 140000 | 121445 |
| WP Carey Inc 2.45% 2/1/2032  | 130000 | 109282 |
|  |  | 2468081 |
| Health Care REITs - 0.1% |  |  |
| Alexandria Real Estate Equities Inc 2% 5/18/2032  | 370000 | 298564 |
| Alexandria Real Estate Equities Inc 3.375% 8/15/2031  | 340000 | 307613 |
| Alexandria Real Estate Equities Inc 3.95% 1/15/2027  | 395000 | 391097 |
| Alexandria Real Estate Equities Inc 4.5% 7/30/2029  | 100000 | 98475 |
| Alexandria Real Estate Equities Inc 4.85% 4/15/2049  | 140000 | 113150 |
| Alexandria Real Estate Equities Inc 5.625% 5/15/2054  | 150000 | 134906 |
| Healthpeak OP LLC 2.875% 1/15/2031  | 430000 | 386074 |
| Healthpeak OP LLC 3% 1/15/2030  | 320000 | 296086 |
| Omega Healthcare Investors Inc 3.375% 2/1/2031  | 110000 | 99245 |
| Omega Healthcare Investors Inc 4.5% 4/1/2027  | 140000 | 139670 |
| Omega Healthcare Investors Inc 4.75% 1/15/2028  | 201000 | 201134 |
| Ventas Realty LP 4% 3/1/2028  | 184000 | 181070 |
| Ventas Realty LP 4.875% 4/15/2049  | 160000 | 133885 |
| Ventas Realty LP 5% 1/15/2035  | 130000 | 125005 |
| Welltower OP LLC 2.05% 1/15/2029  | 390000 | 358099 |
| Welltower OP LLC 2.75% 1/15/2032  | 490000 | 430768 |
| Welltower OP LLC 4.25% 4/15/2028  | 174000 | 173465 |
|  |  | 3868306 |
| Industrial REITs - 0.1% |  |  |
| LXP Industrial Trust 6.75% 11/15/2028  | 130000 | 136810 |
| Prologis LP 1.625% 3/15/2031  | 150000 | 126969 |
| Prologis LP 1.75% 2/1/2031  | 340000 | 291337 |
| Prologis LP 2.125% 10/15/2050  | 100000 | 51811 |
| Prologis LP 2.125% 4/15/2027  | 170000 | 163445 |
| Prologis LP 2.875% 11/15/2029  | 370000 | 345293 |
| Prologis LP 4.625% 1/15/2033  | 100000 | 97938 |
| Prologis LP 4.875% 6/15/2028  | 100000 | 101443 |
| Prologis LP 5.125% 1/15/2034  | 100000 | 100098 |
| Prologis LP 5.25% 3/15/2054  | 140000 | 128394 |
| Prologis LP 5.25% 6/15/2053  | 100000 | 91468 |
|  |  | 1635006 |
| Office REITs - 0.1% |  |  |
| Boston Properties LP 2.55% 4/1/2032  | 160000 | 132369 |
| Boston Properties LP 2.75% 10/1/2026  | 100000 | 97303 |
| Boston Properties LP 3.25% 1/30/2031  | 227000 | 204609 |
| Boston Properties LP 3.4% 6/21/2029  | 230000 | 215798 |
| Boston Properties LP 3.65% 2/1/2026  | 130000 | 129001 |
| Boston Properties LP 4.5% 12/1/2028  | 280000 | 275996 |
| Boston Properties LP 5.75% 1/15/2035  | 130000 | 128616 |
| COPT Defense Properties LP 2.75% 4/15/2031  | 200000 | 173587 |
| Highwoods Realty LP 4.125% 3/15/2028  | 140000 | 136443 |
| Highwoods Realty LP 4.2% 4/15/2029  | 170000 | 163232 |
| Kilroy Realty LP 2.65% 11/15/2033  | 100000 | 76774 |
| Kilroy Realty LP 4.75% 12/15/2028  | 130000 | 127525 |
| Kilroy Realty LP 6.25% 1/15/2036  | 70000 | 68339 |
|  |  | 1929592 |
| Real Estate Management & Development - 0.1% |  |  |
| CBRE Services Inc 5.5% 4/1/2029  | 140000 | 143858 |
| CBRE Services Inc 5.95% 8/15/2034  | 100000 | 103354 |
| Digital Realty Trust LP 3.7% 8/15/2027  | 370000 | 364456 |
| Essex Portfolio LP 2.65% 3/15/2032  | 320000 | 274352 |
| Essex Portfolio LP 3% 1/15/2030  | 230000 | 212454 |
| Essex Portfolio LP 5.375% 4/1/2035  | 90000 | 89625 |
| Extra Space Storage LP 3.9% 4/1/2029  | 520000 | 504638 |
| Extra Space Storage LP 4% 6/15/2029  | 80000 | 77718 |
| Extra Space Storage LP 5.35% 1/15/2035  | 130000 | 128100 |
| Extra Space Storage LP 5.4% 2/1/2034  | 100000 | 99417 |
| Extra Space Storage LP 5.4% 6/15/2035  | 40000 | 39251 |
| Mid-America Apartments LP 2.875% 9/15/2051  | 65000 | 39283 |
| Mid-America Apartments LP 4.2% 6/15/2028  | 260000 | 257941 |
| Mid-America Apartments LP 5% 3/15/2034  | 50000 | 49768 |
| Tanger Properties LP 3.125% 9/1/2026  | 100000 | 97810 |
|  |  | 2482025 |
| Residential REITs - 0.1% |  |  |
| American Homes 4 Rent LP 3.375% 7/15/2051  | 270000 | 172596 |
| American Homes 4 Rent LP 5.5% 2/1/2034  | 90000 | 89817 |
| AvalonBay Communities Inc 2.3% 3/1/2030  | 408000 | 368864 |
| AvalonBay Communities Inc 3.35% 5/15/2027  | 170000 | 166721 |
| AvalonBay Communities Inc 4.15% 7/1/2047  | 60000 | 46965 |
| AvalonBay Communities Inc 5.3% 12/7/2033  | 100000 | 101401 |
| Camden Property Trust 2.8% 5/15/2030  | 170000 | 155762 |
| Camden Property Trust 3.15% 7/1/2029  | 190000 | 180085 |
| ERP Operating LP 1.85% 8/1/2031  | 240000 | 203931 |
| ERP Operating LP 2.5% 2/15/2030  | 160000 | 145856 |
| ERP Operating LP 3.5% 3/1/2028  | 160000 | 156498 |
| Invitation Homes Operating Partnership LP 2.3% 11/15/2028  | 170000 | 157782 |
| Invitation Homes Operating Partnership LP 4.15% 4/15/2032  | 110000 | 102474 |
| Invitation Homes Operating Partnership LP 5.5% 8/15/2033  | 160000 | 159542 |
| Sun Communities Operating LP 2.3% 11/1/2028  | 170000 | 157427 |
| Sun Communities Operating LP 2.7% 7/15/2031  | 100000 | 87112 |
| UDR Inc 2.1% 6/15/2033  | 100000 | 78876 |
| UDR Inc 3% 8/15/2031  | 250000 | 224291 |
| UDR Inc 3.2% 1/15/2030  | 100000 | 94155 |
|  |  | 2850155 |
| Retail REITs - 0.2% |  |  |
| Agree LP 2.9% 10/1/2030  | 100000 | 90806 |
| Agree LP 4.8% 10/1/2032  | 170000 | 165036 |
| Brixmor Operating Partnership LP 4.05% 7/1/2030  | 48000 | 45987 |
| Brixmor Operating Partnership LP 4.125% 5/15/2029  | 44000 | 42809 |
| Brixmor Operating Partnership LP 4.125% 6/15/2026  | 170000 | 169044 |
| Brixmor Operating Partnership LP 5.5% 2/15/2034  | 190000 | 189460 |
| Federal Realty OP LP 1.25% 2/15/2026  | 200000 | 195080 |
| Federal Realty OP LP 5.375% 5/1/2028  | 290000 | 295547 |
| Kimco Realty OP LLC 1.9% 3/1/2028  | 610000 | 569536 |
| Kimco Realty OP LLC 2.8% 10/1/2026  | 216000 | 210942 |
| Kimco Realty OP LLC 4.6% 2/1/2033  | 120000 | 115961 |
| Kimco Realty OP LLC 4.85% 3/1/2035  | 200000 | 192009 |
| Kite Realty Group LP 5.5% 3/1/2034  | 70000 | 69636 |
| NNN REIT Inc 3% 4/15/2052  | 200000 | 119806 |
| NNN REIT Inc 3.6% 12/15/2026  | 530000 | 521318 |
| Phillips Edison Grocery Center Operating Partnership I LP 4.95% 1/15/2035  | 110000 | 104736 |
| Realty Income Corp 2.85% 12/15/2032  | 338000 | 291769 |
| Realty Income Corp 3% 1/15/2027  | 640000 | 625573 |
| Realty Income Corp 3.2% 2/15/2031  | 160000 | 146957 |
| Realty Income Corp 3.25% 1/15/2031  | 238000 | 219833 |
| Realty Income Corp 4.9% 7/15/2033  | 150000 | 147275 |
| Regency Centers LP 3.7% 6/15/2030  | 150000 | 143588 |
| Regency Centers LP 5.1% 1/15/2035  | 200000 | 197282 |
| Regency Centers LP 5.25% 1/15/2034  | 130000 | 130130 |
| Simon Property Group LP 2.2% 2/1/2031  | 250000 | 218793 |
| Simon Property Group LP 2.65% 2/1/2032  | 130000 | 112871 |
| Simon Property Group LP 2.65% 7/15/2030  | 138000 | 125441 |
| Simon Property Group LP 3.375% 12/1/2027  | 150000 | 146550 |
| Simon Property Group LP 3.5% 9/1/2025  | 230000 | 229425 |
| Simon Property Group LP 4.25% 10/1/2044  | 120000 | 96375 |
| Simon Property Group LP 4.25% 11/30/2046  | 116000 | 91741 |
| Simon Property Group LP 4.75% 3/15/2042  | 110000 | 96631 |
| Simon Property Group LP 4.75% 9/26/2034  | 120000 | 114661 |
| Simon Property Group LP 5.85% 3/8/2053  | 130000 | 126789 |
| Simon Property Group LP 6.25% 1/15/2034  | 160000 | 170754 |
|  |  | 6530151 |
| Specialized REITs - 0.2% |  |  |
| American Tower Corp 1.3% 9/15/2025  | 120000 | 118731 |
| American Tower Corp 2.1% 6/15/2030  | 120000 | 105465 |
| American Tower Corp 2.7% 4/15/2031  | 360000 | 318641 |
| American Tower Corp 3.1% 6/15/2050  | 120000 | 75893 |
| American Tower Corp 3.125% 1/15/2027  | 950000 | 926646 |
| American Tower Corp 3.6% 1/15/2028  | 70000 | 68414 |
| American Tower Corp 3.7% 10/15/2049  | 150000 | 105786 |
| American Tower Corp 3.8% 8/15/2029  | 100000 | 96512 |
| American Tower Corp 5.25% 7/15/2028  | 470000 | 479349 |
| American Tower Corp 5.4% 1/31/2035  | 30000 | 30213 |
| American Tower Corp 5.65% 3/15/2033  | 370000 | 380148 |
| Crown Castle Inc 1.35% 7/15/2025  | 90000 | 89605 |
| Crown Castle Inc 2.25% 1/15/2031  | 100000 | 86089 |
| Crown Castle Inc 3.25% 1/15/2051  | 190000 | 119774 |
| Crown Castle Inc 3.3% 7/1/2030  | 480000 | 443847 |
| Crown Castle Inc 3.65% 9/1/2027  | 464000 | 453277 |
| Crown Castle Inc 5.1% 5/1/2033  | 280000 | 274372 |
| Crown Castle Inc 5.2% 9/1/2034  | 330000 | 321851 |
| CubeSmart LP 3% 2/15/2030  | 210000 | 193325 |
| EPR Properties 4.5% 6/1/2027  | 210000 | 207774 |
| EPR Properties 4.75% 12/15/2026  | 130000 | 129228 |
| Equinix Inc 1.45% 5/15/2026  | 200000 | 193931 |
| Equinix Inc 2.5% 5/15/2031  | 210000 | 184445 |
| Public Storage Operating Co 5.1% 8/1/2033  | 580000 | 588149 |
| Weyerhaeuser Co 4% 11/15/2029  | 270000 | 262915 |
| Weyerhaeuser Co 6.95% 10/1/2027  | 150000 | 157661 |
|  |  | 6412041 |
| TOTAL REAL ESTATE |  | 28175357 |
| Utilities - 2.4% |  |  |
| Electric Utilities - 1.9% |  |  |
| AEP Texas Inc 3.45% 5/15/2051  | 70000 | 45627 |
| AEP Texas Inc 3.8% 10/1/2047  | 80000 | 56612 |
| AEP Texas Inc 4.15% 5/1/2049  | 120000 | 88042 |
| AEP Texas Inc 5.25% 5/15/2052  | 100000 | 87036 |
| AEP Transmission Co LLC 2.75% 8/15/2051  | 100000 | 58865 |
| AEP Transmission Co LLC 3.65% 4/1/2050  | 139000 | 99088 |
| AEP Transmission Co LLC 5.4% 3/15/2053  | 100000 | 93392 |
| Alabama Power Co 1.45% 9/15/2030  | 800000 | 686245 |
| Alabama Power Co 3% 3/15/2052  | 170000 | 106147 |
| Alabama Power Co 3.45% 10/1/2049  | 330000 | 227384 |
| Alabama Power Co 5.85% 11/15/2033  | 190000 | 199802 |
| American Electric Power Co Inc 2.3% 3/1/2030  | 120000 | 107366 |
| American Electric Power Co Inc 3.25% 3/1/2050  | 174000 | 109927 |
| American Electric Power Co Inc 4.3% 12/1/2028  | 194000 | 192190 |
| American Electric Power Co Inc 6.95% 12/15/2054 (b) | 140000 | 143155 |
| Appalachian Power Co 3.7% 5/1/2050  | 100000 | 67555 |
| Appalachian Power Co 4.5% 8/1/2032  | 140000 | 134196 |
| Appalachian Power Co 5.65% 4/1/2034  | 120000 | 121147 |
| Appalachian Power Co 7% 4/1/2038  | 100000 | 109282 |
| Arizona Public Service Co 2.6% 8/15/2029  | 160000 | 147499 |
| Arizona Public Service Co 3.35% 5/15/2050  | 200000 | 131457 |
| Arizona Public Service Co 4.2% 8/15/2048  | 100000 | 75548 |
| Arizona Public Service Co 5.55% 8/1/2033  | 160000 | 161387 |
| Baltimore Gas and Electric Co 2.9% 6/15/2050  | 120000 | 73309 |
| Baltimore Gas and Electric Co 3.75% 8/15/2047  | 210000 | 154088 |
| Baltimore Gas and Electric Co 4.55% 6/1/2052  | 100000 | 81275 |
| Baltimore Gas and Electric Co 5.3% 6/1/2034  | 230000 | 232104 |
| Baltimore Gas and Electric Co 5.45% 6/1/2035  | 60000 | 60402 |
| CenterPoint Energy Houston Electric LLC 2.9% 7/1/2050  | 100000 | 61836 |
| CenterPoint Energy Houston Electric LLC 3.35% 4/1/2051  | 70000 | 47358 |
| CenterPoint Energy Houston Electric LLC 4.25% 2/1/2049  | 185000 | 145644 |
| CenterPoint Energy Houston Electric LLC 4.8% 3/15/2030  | 250000 | 252439 |
| CenterPoint Energy Houston Electric LLC 4.95% 4/1/2033  | 330000 | 326987 |
| Cleco Corporate Holdings LLC 4.973% 5/1/2046  | 50000 | 41408 |
| Commonwealth Edison Co 2.55% 6/15/2026  | 470000 | 461242 |
| Commonwealth Edison Co 2.75% 9/1/2051  | 330000 | 192602 |
| Commonwealth Edison Co 3% 3/1/2050  | 200000 | 125178 |
| Commonwealth Edison Co 3.2% 11/15/2049  | 120000 | 78165 |
| Commonwealth Edison Co 4% 3/1/2048  | 208000 | 158652 |
| Commonwealth Edison Co 6.45% 1/15/2038  | 240000 | 259676 |
| Connecticut Light and Power Co/The 4% 4/1/2048  | 60000 | 45890 |
| Connecticut Light and Power Co/The 4.15% 6/1/2045  | 160000 | 128167 |
| Connecticut Light and Power Co/The 5.25% 1/15/2053  | 120000 | 109957 |
| Consolidated Edison Co of New York Inc 3.125% 11/15/2027  | 1170000 | 1137964 |
| Consolidated Edison Co of New York Inc 3.35% 4/1/2030  | 270000 | 257256 |
| Consolidated Edison Co of New York Inc 3.7% 11/15/2059  | 240000 | 160043 |
| Consolidated Edison Co of New York Inc 3.85% 6/15/2046  | 100000 | 74943 |
| Consolidated Edison Co of New York Inc 3.95% 4/1/2050  | 245000 | 185062 |
| Consolidated Edison Co of New York Inc 4.5% 5/15/2058  | 220000 | 170972 |
| Consolidated Edison Co of New York Inc 4.65% 12/1/2048  | 385000 | 320752 |
| Consolidated Edison Co of New York Inc 5.2% 3/1/2033  | 330000 | 333735 |
| Consolidated Edison Co of New York Inc 6.15% 11/15/2052  | 150000 | 153598 |
| Consolidated Edison Co of New York Inc 6.2% 6/15/2036  | 300000 | 317463 |
| Consolidated Edison Co of New York Inc 6.75% 4/1/2038  | 110000 | 122422 |
| Dayton Power & Light Co/The 3.95% 6/15/2049  | 55000 | 39460 |
| Dominion Energy South Carolina Inc 2.3% 12/1/2031  | 230000 | 198660 |
| Dominion Energy South Carolina Inc 5.1% 6/1/2065  | 60000 | 51421 |
| Dominion Energy South Carolina Inc 5.3% 1/15/2035  | 150000 | 150479 |
| Dominion Energy South Carolina Inc 5.3% 5/15/2033  | 100000 | 101065 |
| DTE Electric Co 2.95% 3/1/2050  | 80000 | 50761 |
| DTE Electric Co 3% 3/1/2032  | 180000 | 161287 |
| DTE Electric Co 3.25% 4/1/2051  | 240000 | 160199 |
| DTE Electric Co 3.65% 3/1/2052  | 190000 | 136047 |
| DTE Electric Co 3.95% 3/1/2049  | 56000 | 42893 |
| DTE Electric Co 4.05% 5/15/2048  | 100000 | 78551 |
| DTE Electric Co 5.2% 3/1/2034  | 110000 | 110320 |
| Duke Energy Carolinas LLC 3.2% 8/15/2049  | 120000 | 78550 |
| Duke Energy Carolinas LLC 3.7% 12/1/2047  | 360000 | 261472 |
| Duke Energy Carolinas LLC 3.75% 6/1/2045  | 150000 | 113403 |
| Duke Energy Carolinas LLC 3.875% 3/15/2046  | 240000 | 182032 |
| Duke Energy Carolinas LLC 3.95% 3/15/2048  | 210000 | 158578 |
| Duke Energy Carolinas LLC 4% 9/30/2042  | 179000 | 143525 |
| Duke Energy Carolinas LLC 4.25% 12/15/2041  | 130000 | 108157 |
| Duke Energy Corp 2.45% 6/1/2030  | 200000 | 179673 |
| Duke Energy Corp 3.15% 8/15/2027  | 352000 | 342984 |
| Duke Energy Corp 3.3% 6/15/2041  | 515000 | 374952 |
| Duke Energy Corp 3.75% 9/1/2046  | 110000 | 79094 |
| Duke Energy Corp 4.2% 6/15/2049  | 310000 | 233951 |
| Duke Energy Corp 5% 8/15/2052  | 100000 | 84446 |
| Duke Energy Corp 5.45% 6/15/2034  | 140000 | 141284 |
| Duke Energy Corp 6.1% 9/15/2053  | 50000 | 49555 |
| Duke Energy Corp 6.45% 9/1/2054 (b) | 150000 | 151528 |
| Duke Energy Florida LLC 3.2% 1/15/2027  | 240000 | 235761 |
| Duke Energy Florida LLC 4.2% 7/15/2048  | 140000 | 109239 |
| Duke Energy Florida LLC 6.35% 9/15/2037  | 100000 | 107729 |
| Duke Energy Florida LLC 6.4% 6/15/2038  | 360000 | 387847 |
| Duke Energy Indiana LLC 6.12% 10/15/2035  | 70000 | 73617 |
| Duke Energy Indiana LLC 6.35% 8/15/2038  | 170000 | 181899 |
| Duke Energy Indiana LLC 6.45% 4/1/2039  | 110000 | 118502 |
| Duke Energy Ohio Inc 2.125% 6/1/2030  | 210000 | 187389 |
| Duke Energy Ohio Inc 3.65% 2/1/2029  | 210000 | 205097 |
| Duke Energy Ohio Inc 4.3% 2/1/2049  | 65000 | 50551 |
| Duke Energy Ohio Inc 5.55% 3/15/2054  | 50000 | 46852 |
| Duke Energy Progress LLC 2% 8/15/2031  | 270000 | 230984 |
| Duke Energy Progress LLC 3.45% 3/15/2029  | 600000 | 580450 |
| Duke Energy Progress LLC 4.1% 5/15/2042  | 130000 | 105519 |
| Duke Energy Progress LLC 4.15% 12/1/2044  | 220000 | 174932 |
| Duke Energy Progress LLC 4.2% 8/15/2045  | 180000 | 145430 |
| Duke Energy Progress LLC 5.25% 3/15/2033  | 100000 | 101612 |
| Edison International 4.125% 3/15/2028  | 320000 | 307760 |
| Edison International 6.95% 11/15/2029  | 70000 | 72625 |
| Entergy Arkansas LLC 3.35% 6/15/2052  | 100000 | 64854 |
| Entergy Arkansas LLC 5.3% 9/15/2033  | 70000 | 70863 |
| Entergy Corp 0.9% 9/15/2025  | 500000 | 494559 |
| Entergy Corp 2.4% 6/15/2031  | 120000 | 104544 |
| Entergy Corp 3.75% 6/15/2050  | 190000 | 131591 |
| Entergy Louisiana LLC 3.12% 9/1/2027  | 490000 | 476166 |
| Entergy Louisiana LLC 4% 3/15/2033  | 190000 | 176374 |
| Entergy Louisiana LLC 4.2% 9/1/2048  | 200000 | 155225 |
| Entergy Louisiana LLC 5.7% 3/15/2054  | 350000 | 333921 |
| Entergy Mississippi LLC 5% 9/1/2033  | 100000 | 98703 |
| Entergy Mississippi LLC 5.8% 4/15/2055  | 80000 | 77352 |
| Entergy Mississippi LLC 5.85% 6/1/2054  | 80000 | 77979 |
| Entergy Tex Inc 3.55% 9/30/2049  | 294000 | 200974 |
| Entergy Tex Inc 5.25% 4/15/2035  | 60000 | 59861 |
| Evergy Kansas Central Inc 5.25% 3/15/2035  | 500000 | 497302 |
| Eversource Energy 1.65% 8/15/2030  | 100000 | 85686 |
| Eversource Energy 2.55% 3/15/2031  | 200000 | 175517 |
| Eversource Energy 3.45% 1/15/2050  | 120000 | 81006 |
| Eversource Energy 4.75% 5/15/2026  | 270000 | 270305 |
| Eversource Energy 5.45% 3/1/2028  | 250000 | 255495 |
| Eversource Energy 5.95% 7/15/2034  | 110000 | 113278 |
| Exelon Corp 3.35% 3/15/2032  | 190000 | 172508 |
| Exelon Corp 3.95% 6/15/2025  | 163000 | 162934 |
| Exelon Corp 4.05% 4/15/2030  | 650000 | 633411 |
| Exelon Corp 4.45% 4/15/2046  | 125000 | 100378 |
| Exelon Corp 4.7% 4/15/2050  | 110000 | 89667 |
| Exelon Corp 5.1% 6/15/2045  | 160000 | 141087 |
| Exelon Corp 5.875% 3/15/2055  | 110000 | 106230 |
| FirstEnergy Corp 1.6% 1/15/2026  | 97000 | 95128 |
| FirstEnergy Corp 2.25% 9/1/2030  | 150000 | 131438 |
| FirstEnergy Corp 4.85% 7/15/2047 (e) | 150000 | 123664 |
| Florida Power & Light Co 2.875% 12/4/2051  | 190000 | 116427 |
| Florida Power & Light Co 3.95% 3/1/2048  | 160000 | 123764 |
| Florida Power & Light Co 3.99% 3/1/2049  | 133000 | 102006 |
| Florida Power & Light Co 4.05% 10/1/2044  | 170000 | 136888 |
| Florida Power & Light Co 4.05% 6/1/2042  | 210000 | 173351 |
| Florida Power & Light Co 4.125% 2/1/2042  | 405000 | 337261 |
| Florida Power & Light Co 5.3% 6/15/2034  | 300000 | 304763 |
| Florida Power & Light Co 5.6% 6/15/2054  | 130000 | 126171 |
| Florida Power & Light Co 5.625% 4/1/2034  | 140000 | 145749 |
| Florida Power & Light Co 5.7% 3/15/2055  | 100000 | 98421 |
| Georgia Power Co 2.65% 9/15/2029  | 640000 | 595579 |
| Georgia Power Co 4.65% 5/16/2028  | 170000 | 171569 |
| Georgia Power Co 4.95% 5/17/2033  | 340000 | 337387 |
| Georgia Power Co 5.2% 3/15/2035  | 440000 | 437874 |
| Georgia Power Co 5.25% 3/15/2034  | 100000 | 100536 |
| Indiana Michigan Power Co 3.25% 5/1/2051  | 80000 | 50905 |
| Indiana Michigan Power Co 3.75% 7/1/2047  | 120000 | 87435 |
| Interstate Power and Light Co 2.3% 6/1/2030  | 104000 | 93103 |
| Interstate Power and Light Co 4.1% 9/26/2028  | 260000 | 256383 |
| IPALCO Enterprises Inc 5.75% 4/1/2034  | 70000 | 69074 |
| ITC Holdings Corp 3.25% 6/30/2026  | 220000 | 216407 |
| ITC Holdings Corp 5.3% 7/1/2043  | 35000 | 31383 |
| Jersey Central Power & Light Co 5.1% 1/15/2035  | 120000 | 117434 |
| Kentucky Utilities Co 5.125% 11/1/2040  | 170000 | 158691 |
| Louisville Gas and Electric Co 4.25% 4/1/2049  | 60000 | 46441 |
| MidAmerican Energy Co 3.65% 8/1/2048  | 280000 | 203562 |
| MidAmerican Energy Co 3.95% 8/1/2047  | 100000 | 76288 |
| MidAmerican Energy Co 4.25% 7/15/2049  | 100000 | 78966 |
| MidAmerican Energy Co 5.35% 1/15/2034  | 200000 | 204774 |
| MidAmerican Energy Co 5.8% 10/15/2036  | 110000 | 114997 |
| Mississippi Power Co 3.95% 3/30/2028  | 120000 | 118771 |
| Mississippi Power Co 4.25% 3/15/2042  | 50000 | 41293 |
| Nevada Power Co 3.125% 8/1/2050  | 150000 | 93067 |
| Nevada Power Co 6% 3/15/2054  | 70000 | 69226 |
| NextEra Energy Capital Holdings Inc 1.875% 1/15/2027  | 300000 | 287770 |
| NextEra Energy Capital Holdings Inc 2.44% 1/15/2032  | 400000 | 341586 |
| NextEra Energy Capital Holdings Inc 3% 1/15/2052  | 110000 | 66440 |
| NextEra Energy Capital Holdings Inc 4.9% 2/28/2028  | 900000 | 909108 |
| NextEra Energy Capital Holdings Inc 5% 7/15/2032  | 80000 | 79832 |
| NextEra Energy Capital Holdings Inc 5.45% 3/15/2035  | 240000 | 239852 |
| NextEra Energy Capital Holdings Inc 5.55% 3/15/2054  | 140000 | 129557 |
| NextEra Energy Capital Holdings Inc 5.749% 9/1/2025  | 310000 | 310804 |
| NextEra Energy Capital Holdings Inc 5.9% 3/15/2055  | 220000 | 212750 |
| NextEra Energy Capital Holdings Inc 6.75% 6/15/2054 (b) | 580000 | 593025 |
| Northern States Power Co/MN 2.6% 6/1/2051  | 187000 | 109089 |
| Northern States Power Co/MN 3.2% 4/1/2052  | 80000 | 52387 |
| Northern States Power Co/MN 4% 8/15/2045  | 110000 | 86511 |
| NSTAR Electric Co 3.1% 6/1/2051  | 100000 | 64080 |
| NSTAR Electric Co 4.95% 9/15/2052  | 100000 | 87159 |
| NSTAR Electric Co 5.2% 3/1/2035  | 210000 | 207863 |
| Oglethorpe Power Corp 3.75% 8/1/2050  | 100000 | 68268 |
| Oglethorpe Power Corp 5.05% 10/1/2048  | 50000 | 43118 |
| Oglethorpe Power Corp 5.375% 11/1/2040  | 120000 | 113825 |
| Oglethorpe Power Corp 5.8% 6/1/2054  | 100000 | 94370 |
| Oglethorpe Power Corp 5.95% 11/1/2039  | 110000 | 110432 |
| Ohio Power Co 4% 6/1/2049  | 200000 | 145683 |
| Ohio Power Co 5% 6/1/2033  | 100000 | 97886 |
| Oncor Electric Delivery Co LLC 3.1% 9/15/2049  | 100000 | 63673 |
| Oncor Electric Delivery Co LLC 3.75% 4/1/2045  | 100000 | 75047 |
| Oncor Electric Delivery Co LLC 3.8% 6/1/2049  | 390000 | 283135 |
| Oncor Electric Delivery Co LLC 4.1% 11/15/2048  | 100000 | 76479 |
| Oncor Electric Delivery Co LLC 4.55% 9/15/2032  | 150000 | 146231 |
| Oncor Electric Delivery Co LLC 4.6% 6/1/2052  | 150000 | 122027 |
| Oncor Electric Delivery Co LLC 5.35% 4/1/2035 (c) | 200000 | 200347 |
| Oncor Electric Delivery Co LLC 5.55% 6/15/2054  | 100000 | 94290 |
| Oncor Electric Delivery Co LLC 5.75% 3/15/2029  | 230000 | 239546 |
| Oncor Electric Delivery Co LLC 5.8% 4/1/2055 (c) | 50000 | 48549 |
| Pacific Gas and Electric Co 2.5% 2/1/2031  | 445000 | 382570 |
| Pacific Gas and Electric Co 3.15% 1/1/2026  | 110000 | 108797 |
| Pacific Gas and Electric Co 3.3% 8/1/2040  | 100000 | 71266 |
| Pacific Gas and Electric Co 3.5% 6/15/2025  | 506000 | 505603 |
| Pacific Gas and Electric Co 4.2% 3/1/2029  | 200000 | 194351 |
| Pacific Gas and Electric Co 4.5% 7/1/2040  | 130000 | 106501 |
| Pacific Gas and Electric Co 4.55% 7/1/2030  | 753000 | 729160 |
| Pacific Gas and Electric Co 4.75% 2/15/2044  | 370000 | 295019 |
| Pacific Gas and Electric Co 4.95% 7/1/2050  | 230000 | 182481 |
| Pacific Gas and Electric Co 5.25% 3/1/2052  | 230000 | 187255 |
| Pacific Gas and Electric Co 5.8% 5/15/2034  | 120000 | 118600 |
| Pacific Gas and Electric Co 5.9% 6/15/2032  | 300000 | 301864 |
| Pacific Gas and Electric Co 6.1% 1/15/2029  | 860000 | 888500 |
| Pacific Gas and Electric Co 6.15% 1/15/2033  | 100000 | 101691 |
| Pacific Gas and Electric Co 6.15% 3/1/2055  | 180000 | 166727 |
| Pacific Gas and Electric Co 6.7% 4/1/2053  | 90000 | 89130 |
| Pacific Gas and Electric Co 6.75% 1/15/2053  | 340000 | 338568 |
| PacifiCorp 2.9% 6/15/2052  | 100000 | 57309 |
| PacifiCorp 4.15% 2/15/2050  | 250000 | 184495 |
| PacifiCorp 5.3% 2/15/2031  | 110000 | 111809 |
| PacifiCorp 5.35% 12/1/2053  | 100000 | 87761 |
| PacifiCorp 5.5% 5/15/2054  | 160000 | 143974 |
| PacifiCorp 5.8% 1/15/2055  | 270000 | 252438 |
| PacifiCorp 6% 1/15/2039  | 330000 | 332507 |
| PacifiCorp 7.375% 9/15/2055 (b) | 110000 | 111917 |
| PECO Energy Co 3.7% 9/15/2047  | 220000 | 160706 |
| PECO Energy Co 4.6% 5/15/2052  | 210000 | 173967 |
| PECO Energy Co 4.9% 6/15/2033  | 230000 | 230008 |
| PG&E Wildfire Recovery Funding LLC 5.099% 6/1/2054  | 150000 | 135977 |
| PG&E Wildfire Recovery Funding LLC 5.212% 12/1/2049  | 260000 | 240145 |
| Potomac Electric Power Co 4.15% 3/15/2043  | 110000 | 88881 |
| Potomac Electric Power Co 6.5% 11/15/2037  | 60000 | 65943 |
| PPL Capital Funding Inc 4% 9/15/2047  | 90000 | 63315 |
| PPL Electric Utilities Corp 3% 10/1/2049  | 70000 | 44817 |
| PPL Electric Utilities Corp 5% 5/15/2033  | 100000 | 100019 |
| PPL Electric Utilities Corp 5.25% 5/15/2053  | 100000 | 92988 |
| Progress Energy Inc 7.75% 3/1/2031  | 240000 | 273670 |
| Public Service Co of Colorado 3.2% 3/1/2050  | 210000 | 135845 |
| Public Service Co of Colorado 5.25% 4/1/2053  | 120000 | 106505 |
| Public Service Co of Colorado 5.35% 5/15/2034  | 160000 | 159343 |
| Public Service Co of Colorado 5.85% 5/15/2055  | 130000 | 125506 |
| Public Service Co of Colorado 6.25% 9/1/2037  | 130000 | 137422 |
| Public Service Co of New Hampshire 5.35% 10/1/2033  | 140000 | 142372 |
| Public Service Co of Oklahoma 5.2% 1/15/2035  | 160000 | 156366 |
| Public Service Co of Oklahoma 5.25% 1/15/2033  | 100000 | 99639 |
| Public Service Electric and Gas Co 2.45% 1/15/2030  | 80000 | 73155 |
| Public Service Electric and Gas Co 3.15% 1/1/2050  | 300000 | 197507 |
| Public Service Electric and Gas Co 3.2% 8/1/2049  | 110000 | 73362 |
| Public Service Electric and Gas Co 3.65% 9/1/2042  | 130000 | 100065 |
| Public Service Electric and Gas Co 3.7% 5/1/2028  | 120000 | 118258 |
| Public Service Electric and Gas Co 5.2% 8/1/2033  | 190000 | 192287 |
| Public Service Electric and Gas Co 5.3% 8/1/2054  | 130000 | 120882 |
| Public Service Electric and Gas Co 5.45% 8/1/2053  | 170000 | 161474 |
| Public Service Electric and Gas Co 5.5% 3/1/2055  | 100000 | 95963 |
| Puget Sound Energy Inc 4.223% 6/15/2048  | 70000 | 54545 |
| Puget Sound Energy Inc 4.3% 5/20/2045  | 180000 | 145451 |
| Puget Sound Energy Inc 5.33% 6/15/2034  | 250000 | 250652 |
| Southern California Edison Co 2.95% 2/1/2051  | 250000 | 141255 |
| Southern California Edison Co 3.65% 2/1/2050  | 410000 | 265584 |
| Southern California Edison Co 3.65% 6/1/2051  | 110000 | 70268 |
| Southern California Edison Co 3.9% 3/15/2043  | 230000 | 166254 |
| Southern California Edison Co 4.05% 3/15/2042  | 160000 | 118248 |
| Southern California Edison Co 4.125% 3/1/2048  | 285000 | 201510 |
| Southern California Edison Co 4.65% 10/1/2043  | 158000 | 125328 |
| Southern California Edison Co 4.9% 6/1/2026  | 410000 | 410096 |
| Southern California Edison Co 5.75% 4/15/2054  | 170000 | 149336 |
| Southern California Edison Co 6.05% 3/15/2039  | 100000 | 98944 |
| Southern Co/The 3.25% 7/1/2026  | 765000 | 755853 |
| Southern Co/The 3.7% 4/30/2030  | 150000 | 143522 |
| Southern Co/The 4% 1/15/2051 (b) | 340000 | 337047 |
| Southern Co/The 4.4% 7/1/2046  | 383000 | 309276 |
| Southern Co/The 6.375% 3/15/2055 (b) | 40000 | 40652 |
| Southwestern Electric Power Co 3.25% 11/1/2051  | 65000 | 40169 |
| Southwestern Electric Power Co 3.85% 2/1/2048  | 70000 | 49381 |
| Southwestern Electric Power Co 5.3% 4/1/2033  | 190000 | 187880 |
| Southwestern Public Service Co 4.5% 8/15/2041  | 160000 | 134970 |
| Tampa Electric Co 4.3% 6/15/2048  | 60000 | 47042 |
| Tampa Electric Co 4.45% 6/15/2049  | 140000 | 111698 |
| Tampa Electric Co 4.9% 3/1/2029  | 170000 | 172772 |
| Tucson Electric Power Co 1.5% 8/1/2030  | 100000 | 85094 |
| Tucson Electric Power Co 5.5% 4/15/2053  | 90000 | 83195 |
| Union Electric Co 2.625% 3/15/2051  | 140000 | 80524 |
| Union Electric Co 2.95% 3/15/2030  | 170000 | 158855 |
| Union Electric Co 3.9% 4/1/2052  | 120000 | 88553 |
| Union Electric Co 4% 4/1/2048  | 100000 | 75839 |
| Union Electric Co 5.45% 3/15/2053  | 100000 | 93589 |
| Virginia Electric and Power Co 2.4% 3/30/2032  | 110000 | 93804 |
| Virginia Electric and Power Co 2.45% 12/15/2050  | 200000 | 108691 |
| Virginia Electric and Power Co 3.8% 4/1/2028  | 90000 | 88843 |
| Virginia Electric and Power Co 3.8% 9/15/2047  | 180000 | 131011 |
| Virginia Electric and Power Co 4.6% 12/1/2048  | 208000 | 170723 |
| Virginia Electric and Power Co 4.625% 5/15/2052  | 100000 | 81318 |
| Virginia Electric and Power Co 5% 4/1/2033  | 100000 | 99405 |
| Virginia Electric and Power Co 5.05% 8/15/2034  | 300000 | 294786 |
| Virginia Electric and Power Co 5.3% 8/15/2033  | 240000 | 240446 |
| Virginia Electric and Power Co 5.45% 4/1/2053  | 80000 | 73863 |
| Virginia Electric and Power Co 6% 5/15/2037  | 120000 | 123725 |
| Virginia Electric and Power Co 8.875% 11/15/2038  | 160000 | 207082 |
| Wisconsin Electric Power Co 1.7% 6/15/2028  | 490000 | 455497 |
| Wisconsin Electric Power Co 5.05% 10/1/2054  | 110000 | 96283 |
| Wisconsin Power and Light Co 3.95% 9/1/2032  | 120000 | 111765 |
| Wisconsin Power and Light Co 4.95% 4/1/2033  | 170000 | 168295 |
| Wisconsin Public Service Corp 2.85% 12/1/2051  | 150000 | 89427 |
| Xcel Energy Inc 3.35% 12/1/2026  | 316000 | 310196 |
| Xcel Energy Inc 3.4% 6/1/2030  | 73000 | 68558 |
| Xcel Energy Inc 3.5% 12/1/2049  | 100000 | 66335 |
| Xcel Energy Inc 5.45% 8/15/2033  | 70000 | 70179 |
|  |  | 52162619 |
| Gas Utilities - 0.1% |  |  |
| Atmos Energy Corp 2.85% 2/15/2052  | 100000 | 59907 |
| Atmos Energy Corp 3.375% 9/15/2049  | 200000 | 135927 |
| Atmos Energy Corp 4.125% 10/15/2044  | 210000 | 170206 |
| Atmos Energy Corp 5.45% 10/15/2032  | 140000 | 143944 |
| Atmos Energy Corp 5.5% 6/15/2041  | 100000 | 98340 |
| Atmos Energy Corp 5.9% 11/15/2033  | 150000 | 158445 |
| CenterPoint Energy Resources Corp 1.75% 10/1/2030  | 100000 | 85934 |
| CenterPoint Energy Resources Corp 4.4% 7/1/2032  | 80000 | 76654 |
| CenterPoint Energy Resources Corp 5.4% 3/1/2033  | 11000 | 11089 |
| CenterPoint Energy Resources Corp 5.4% 7/1/2034  | 160000 | 160769 |
| Eastern Energy Gas Holdings LLC 5.8% 1/15/2035  | 300000 | 306026 |
| Eastern Energy Gas Holdings LLC 6.2% 1/15/2055  | 300000 | 299811 |
| ONE Gas Inc 2% 5/15/2030  | 260000 | 229588 |
| Piedmont Natural Gas Co Inc 2.5% 3/15/2031  | 220000 | 193093 |
| Piedmont Natural Gas Co Inc 3.35% 6/1/2050  | 200000 | 128893 |
| Southern California Gas Co 2.55% 2/1/2030  | 210000 | 191175 |
| Southern California Gas Co 3.75% 9/15/2042  | 50000 | 37665 |
| Southern California Gas Co 4.3% 1/15/2049  | 130000 | 101032 |
| Southern California Gas Co 5.05% 9/1/2034  | 100000 | 98600 |
| Southern California Gas Co 5.2% 6/1/2033  | 310000 | 309173 |
| Southern Co Gas Capital Corp 3.15% 9/30/2051  | 250000 | 154171 |
| Southern Co Gas Capital Corp 3.95% 10/1/2046  | 120000 | 89237 |
| Southern Co Gas Capital Corp 5.75% 9/15/2033  | 100000 | 102973 |
| Southwest Gas Corp 3.18% 8/15/2051  | 100000 | 61467 |
| Southwest Gas Corp 5.45% 3/23/2028  | 165000 | 168238 |
|  |  | 3572357 |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |
| AES Corp/The 2.45% 1/15/2031  | 100000 | 85509 |
| AES Corp/The 5.45% 6/1/2028  | 110000 | 111438 |
| AES Corp/The 5.8% 3/15/2032  | 60000 | 59474 |
| Constellation Energy Generation LLC 3.25% 6/1/2025  | 100000 | 99981 |
| Constellation Energy Generation LLC 5.6% 6/15/2042  | 200000 | 191777 |
| Constellation Energy Generation LLC 5.8% 3/1/2033  | 100000 | 104048 |
| Constellation Energy Generation LLC 6.125% 1/15/2034  | 50000 | 52794 |
| Constellation Energy Generation LLC 6.5% 10/1/2053  | 230000 | 240770 |
| Southern Power Co 5.25% 7/15/2043  | 90000 | 81908 |
|  |  | 1027699 |
| Multi-Utilities - 0.4% |  |  |
| Ameren Corp 3.5% 1/15/2031  | 250000 | 233034 |
| Ameren Corp 5.375% 3/15/2035  | 100000 | 98962 |
| Ameren Illinois Co 4.5% 3/15/2049  | 210000 | 172963 |
| Ameren Illinois Co 4.95% 6/1/2033  | 210000 | 209405 |
| Ameren Illinois Co 5.55% 7/1/2054  | 160000 | 152206 |
| Berkshire Hathaway Energy Co 1.65% 5/15/2031  | 160000 | 134446 |
| Berkshire Hathaway Energy Co 2.85% 5/15/2051  | 120000 | 70691 |
| Berkshire Hathaway Energy Co 3.25% 4/15/2028  | 450000 | 438189 |
| Berkshire Hathaway Energy Co 4.45% 1/15/2049  | 100000 | 80211 |
| Berkshire Hathaway Energy Co 4.5% 2/1/2045  | 180000 | 150950 |
| Berkshire Hathaway Energy Co 4.6% 5/1/2053  | 100000 | 80903 |
| Berkshire Hathaway Energy Co 5.15% 11/15/2043  | 75000 | 68952 |
| Berkshire Hathaway Energy Co 5.95% 5/15/2037  | 120000 | 125286 |
| Berkshire Hathaway Energy Co 6.125% 4/1/2036  | 110000 | 115587 |
| CenterPoint Energy Inc 2.95% 3/1/2030  | 120000 | 110854 |
| CenterPoint Energy Inc 6.85% 2/15/2055 (b) | 150000 | 152578 |
| CMS Energy Corp 4.75% 6/1/2050 (b) | 100000 | 94585 |
| CMS Energy Corp 6.5% 6/1/2055 (b) | 150000 | 148027 |
| Consumers Energy Co 2.65% 8/15/2052  | 115000 | 68758 |
| Consumers Energy Co 3.1% 8/15/2050  | 200000 | 130955 |
| Consumers Energy Co 4.35% 4/15/2049  | 210000 | 173250 |
| Consumers Energy Co 4.625% 5/15/2033  | 160000 | 155757 |
| Dominion Energy Inc 3.375% 4/1/2030  | 660000 | 619348 |
| Dominion Energy Inc 4.85% 8/15/2052  | 380000 | 312045 |
| Dominion Energy Inc 5.25% 8/1/2033  | 230000 | 227462 |
| Dominion Energy Inc 6.625% 5/15/2055 (b) | 220000 | 220257 |
| Dominion Energy Inc 7% 6/1/2054 (b) | 100000 | 105082 |
| DTE Energy Co 2.85% 10/1/2026  | 200000 | 195576 |
| DTE Energy Co 3.8% 3/15/2027  | 90000 | 88490 |
| DTE Energy Co 5.2% 4/1/2030  | 180000 | 183086 |
| DTE Energy Co 5.85% 6/1/2034  | 150000 | 154602 |
| NiSource Inc 0.95% 8/15/2025  | 700000 | 694572 |
| NiSource Inc 1.7% 2/15/2031  | 510000 | 431103 |
| NiSource Inc 3.49% 5/15/2027  | 442000 | 433149 |
| NiSource Inc 3.6% 5/1/2030  | 90000 | 85641 |
| NiSource Inc 4.375% 5/15/2047  | 60000 | 47930 |
| NiSource Inc 5% 6/15/2052  | 70000 | 60023 |
| NiSource Inc 5.95% 6/15/2041  | 110000 | 108740 |
| NiSource Inc 6.95% 11/30/2054 (b) | 130000 | 133020 |
| Public Service Enterprise Group Inc 1.6% 8/15/2030  | 100000 | 85405 |
| Public Service Enterprise Group Inc 5.2% 4/1/2029  | 230000 | 234929 |
| Public Service Enterprise Group Inc 5.85% 11/15/2027  | 100000 | 103076 |
| Public Service Enterprise Group Inc 6.125% 10/15/2033  | 50000 | 52414 |
| Puget Energy Inc 4.1% 6/15/2030  | 253000 | 240926 |
| Puget Energy Inc 5.725% 3/15/2035 (c) | 50000 | 49506 |
| San Diego Gas & Electric Co 2.95% 8/15/2051  | 220000 | 134007 |
| San Diego Gas & Electric Co 4.1% 6/15/2049  | 130000 | 96706 |
| San Diego Gas & Electric Co 4.15% 5/15/2048  | 220000 | 167093 |
| San Diego Gas & Electric Co 5.35% 4/1/2053  | 170000 | 153763 |
| Sempra 3.4% 2/1/2028  | 50000 | 48608 |
| Sempra 3.7% 4/1/2029  | 170000 | 164206 |
| Sempra 3.8% 2/1/2038  | 270000 | 218421 |
| Sempra 4% 2/1/2048  | 136000 | 98090 |
| Sempra 4.125% 4/1/2052 (b) | 100000 | 94399 |
| Sempra 6.4% 10/1/2054 (b) | 100000 | 93783 |
| Sempra 6.875% 10/1/2054 (b) | 250000 | 243741 |
| WEC Energy Group Inc 4.75% 1/15/2028  | 200000 | 201866 |
|  |  | 9747614 |
| Water Utilities - 0.0% |  |  |
| American Water Capital Corp 2.3% 6/1/2031  | 220000 | 191174 |
| American Water Capital Corp 2.95% 9/1/2027  | 430000 | 417138 |
| American Water Capital Corp 3.45% 5/1/2050  | 130000 | 89026 |
| American Water Capital Corp 3.75% 9/1/2047  | 413000 | 305276 |
| American Water Capital Corp 4.3% 12/1/2042  | 100000 | 83147 |
| American Water Capital Corp 4.3% 9/1/2045  | 100000 | 82240 |
| American Water Capital Corp 5.15% 3/1/2034  | 100000 | 99875 |
|  |  | 1267876 |
| TOTAL UTILITIES |  | 67778165 |
| TOTAL UNITED STATES |  | 629301610 |
| <br> **TOTAL NON-CONVERTIBLE CORPORATE BONDS**<br> (Cost $819,403,733) |  | <br> **771293567** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Preferred Securities - 0.0%** | &nbsp;&nbsp;**Preferred Securities - 0.0%** | &nbsp;&nbsp;**Preferred Securities - 0.0%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.0%  |  |  |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| BP Capital Markets PLC 6.45% (b)(g)<br>(Cost $218,926)<br>| 210000 | **214664** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 24.9%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 24.9%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 24.9%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 24.9%  |  |  |
| Fannie Mae 2% 2/1/2052  | 414828 | 328620 |
| Fannie Mae 2% 4/1/2052  | 488917 | 386089 |
| Fannie Mae 2.5% 11/1/2032  | 125492 | 119288 |
| Fannie Mae 3% 3/1/2050  | 20097 | 17403 |
| Fannie Mae 5.5% 4/1/2053  | 733498 | 728212 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2037  | 547766 | 481073 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2052  | 378291 | 279568 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 10/1/2036  | 2783379 | 2444490 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 10/1/2051  | 2841109 | 2099660 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 10/1/2051  | 1022661 | 755775 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2036  | 695724 | 611016 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2036  | 333367 | 292778 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2050  | 136100 | 100667 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2051  | 181494 | 134129 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2051  | 129032 | 95358 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2036  | 375000 | 329342 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2036  | 176777 | 156083 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2050  | 2127596 | 1573684 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2051  | 267394 | 197612 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2036  | 1345290 | 1186540 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2052  | 173193 | 127994 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 3/1/2052  | 465932 | 344337 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 4/1/2037  | 292585 | 256962 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 4/1/2052  | 962868 | 711586 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 4/1/2052  | 690671 | 510425 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 8/1/2037  | 79290 | 69636 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 9/1/2051  | 31391 | 23199 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2036  | 313756 | 284804 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2036  | 67989 | 61864 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2037  | 1228969 | 1110572 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2051  | 2120180 | 1659695 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2051  | 261390 | 204782 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2051  | 116924 | 91529 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2052  | 806780 | 628529 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2052  | 99461 | 77486 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2035  | 90493 | 82341 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2050  | 683600 | 535555 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2050  | 536295 | 420151 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2051  | 157667 | 122980 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2031  | 208896 | 197141 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2036  | 2747456 | 2482771 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051  | 9148275 | 7135616 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051  | 4061856 | 3168231 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2035  | 1694092 | 1541474 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2036  | 146314 | 132218 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2050  | 8950463 | 7012091 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2050  | 450631 | 353603 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2050  | 54875 | 42991 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 1580388 | 1242573 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 1178470 | 932828 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 1097217 | 866454 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 426944 | 332214 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 63520 | 49426 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2037  | 2430224 | 2195341 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051  | 3957475 | 3097945 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051  | 927582 | 727568 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051  | 340005 | 266159 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051  | 77348 | 60549 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2052  | 399372 | 313630 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2052  | 79987 | 62414 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2037  | 1001854 | 905024 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2037  | 120191 | 108762 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2037  | 27596 | 24990 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2050  | 148887 | 116922 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051  | 1142040 | 893285 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051  | 809274 | 634771 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052  | 431140 | 341946 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2037  | 20578 | 18583 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2051  | 9197858 | 7194411 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2052  | 4841930 | 3781225 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2036  | 131273 | 118791 |
| Fannie Mae Mortgage pass-thru certificates 2% 6/1/2027  | 13087 | 12792 |
| Fannie Mae Mortgage pass-thru certificates 2% 6/1/2037  | 689443 | 623023 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2036  | 27923 | 25215 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2050  | 1220742 | 957896 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2050  | 355966 | 279320 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2050  | 214346 | 168194 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2050  | 116505 | 91748 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051  | 2342711 | 1838286 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051  | 351103 | 275066 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051  | 58050 | 45442 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2036  | 720899 | 650998 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2037  | 899361 | 812437 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2037  | 886071 | 800431 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2050  | 618577 | 485387 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2050  | 577792 | 453384 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2050  | 73640 | 57784 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2035  | 14092 | 12822 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2036  | 183970 | 166304 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2050  | 1446696 | 1136102 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2050  | 644588 | 504992 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2050  | 310038 | 243282 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2050  | 17105 | 13401 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2033  | 17361 | 16534 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2051  | 694955 | 570618 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 9663933 | 7883590 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 948451 | 773722 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 307890 | 253574 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2034  | 124051 | 115968 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2037  | 422893 | 390449 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051  | 2336845 | 1910383 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051  | 2078178 | 1701169 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051  | 423287 | 348878 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2031  | 106866 | 102311 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2031  | 49508 | 47373 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2032  | 142891 | 136141 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2032  | 19507 | 18632 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2034  | 81412 | 76107 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2037  | 993775 | 917532 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051  | 247660 | 202731 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051  | 21997 | 17944 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2032  | 27461 | 26140 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2032  | 24899 | 23724 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2034  | 303352 | 283587 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2034  | 75149 | 70253 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2050  | 2501011 | 2058237 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2050  | 1581000 | 1298138 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2050  | 373424 | 309881 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 1492683 | 1228421 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 1310422 | 1082932 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 923291 | 753197 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 861072 | 704862 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 488915 | 398844 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 233418 | 192167 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2031  | 97973 | 95890 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2033  | 17684 | 16833 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2047  | 77362 | 65165 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2052  | 67399 | 54983 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2052  | 20672 | 16902 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2037  | 1045202 | 965340 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2037  | 277522 | 256231 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2051  | 549450 | 451146 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2051  | 312643 | 256707 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2052  | 2917745 | 2385693 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2030  | 100767 | 97997 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2033  | 26705 | 25382 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2033  | 19270 | 18264 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2035  | 167946 | 155822 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2036  | 237050 | 223234 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2037  | 87004 | 80438 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2051  | 1659797 | 1362838 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2052  | 66377 | 54252 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2037  | 227944 | 211667 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2046  | 6300 | 5317 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2050  | 32816 | 26811 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051  | 4732855 | 3900876 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051  | 2731402 | 2238451 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2052  | 2323252 | 1895249 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2053  | 45164 | 36928 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2032  | 124985 | 118930 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2035  | 308899 | 287614 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2036  | 1347489 | 1247478 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2051  | 1796058 | 1471913 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2052  | 726086 | 593457 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2034  | 6343 | 5962 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2035  | 102215 | 95171 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2038  | 223075 | 205891 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2050  | 519382 | 430515 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2050  | 117642 | 96815 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2051  | 1144899 | 938273 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2052  | 316066 | 257839 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2031  | 54262 | 52017 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2032  | 17796 | 16932 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2035  | 370908 | 345349 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2035  | 183866 | 171196 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2049  | 32287 | 26702 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2050  | 1666363 | 1371353 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2050  | 1168898 | 961958 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2050  | 884578 | 721893 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2052  | 246283 | 201143 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2027  | 78679 | 77648 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2035  | 164542 | 157003 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2040  | 144034 | 130894 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2044  | 214598 | 192171 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2047  | 403423 | 353004 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2047  | 8449 | 7380 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2050  | 636629 | 549106 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2050  | 114341 | 98621 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2052  | 225402 | 193674 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2030  | 13540 | 13168 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2032  | 3492 | 3371 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2034  | 79027 | 75357 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2042  | 45219 | 40473 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2044  | 529091 | 473642 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046  | 159875 | 139894 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2049  | 197399 | 170508 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2049  | 121065 | 105292 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2049  | 95255 | 82457 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2049  | 22822 | 19713 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2032  | 100569 | 97048 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2032  | 4186 | 4050 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2033  | 11857 | 11452 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042  | 90096 | 80626 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 383959 | 335972 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 323970 | 290173 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 96246 | 86297 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 23972 | 20976 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 23916 | 20927 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2048  | 70730 | 61559 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2049  | 90615 | 78157 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2026  | 40769 | 40251 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2034  | 183021 | 174635 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 28117 | 25153 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2046  | 53045 | 46416 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2049  | 297021 | 256187 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2049  | 87243 | 75903 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051  | 905969 | 777313 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2033  | 8311 | 8013 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2034  | 1361496 | 1313025 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2034  | 92800 | 89625 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2035  | 32352 | 30789 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2047  | 532913 | 476835 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2047  | 509148 | 455195 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2047  | 76130 | 68116 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2048  | 38059 | 33124 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2050  | 598617 | 515385 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2051  | 4175402 | 3593545 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052  | 961791 | 819497 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052  | 837096 | 714427 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2033  | 84170 | 81154 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2035  | 5610 | 5334 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2043  | 6785 | 6082 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 627343 | 543253 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 322313 | 277498 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 245896 | 211706 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 221383 | 191708 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 147088 | 127096 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 24764 | 21445 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2052  | 598922 | 510313 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2052  | 235684 | 201147 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2032  | 124721 | 120600 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2033  | 69705 | 67183 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2033  | 6794 | 6539 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2035  | 22183 | 21090 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043  | 166367 | 148879 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2047  | 2187504 | 1960094 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2047  | 204232 | 178388 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2047  | 147847 | 131913 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2048  | 725981 | 650161 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2048  | 675876 | 606408 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2050  | 1009163 | 868848 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2050  | 63367 | 54873 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2052  | 548566 | 467408 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2052  | 488729 | 416423 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2052  | 23419 | 19951 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2030  | 122993 | 120037 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2033  | 77626 | 74761 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2040  | 2318788 | 2174638 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 239116 | 214088 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2050  | 571957 | 494040 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2050  | 399027 | 343546 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2052  | 2850113 | 2428447 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2052  | 2295893 | 1971648 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2033  | 13817 | 13307 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2033  | 13157 | 12689 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2035  | 84571 | 80353 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2035  | 83446 | 79414 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2046  | 28225 | 24732 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2052  | 1238937 | 1055446 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2052  | 248204 | 211638 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2052  | 228670 | 195839 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2035  | 258639 | 246628 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2046  | 321072 | 286988 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2050  | 2698507 | 2361251 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2050  | 696050 | 599053 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2032  | 84783 | 81886 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 178553 | 159697 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2045  | 1757657 | 1543480 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2046  | 4452 | 3901 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2049  | 358298 | 309824 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2051  | 349237 | 300679 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2032  | 10666 | 10369 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2043  | 237348 | 212470 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2046  | 317060 | 283834 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2046  | 77593 | 67896 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2048  | 93448 | 81769 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2049  | 233028 | 201283 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2049  | 99045 | 85924 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2051  | 626768 | 534823 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2026  | 2475 | 2460 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2035  | 27545 | 26577 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2035  | 22629 | 21862 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2038  | 505013 | 483474 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043  | 474435 | 439289 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2046  | 18297 | 16607 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2047  | 19511 | 17690 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2047  | 12566 | 11394 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2048  | 78974 | 71283 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2048  | 52136 | 47059 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2052  | 172113 | 153685 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2046  | 209808 | 190228 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2046  | 108484 | 98360 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2049  | 175025 | 158911 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2045  | 652214 | 592368 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2047  | 14883 | 13453 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2047  | 12901 | 11645 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2048  | 72402 | 65148 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2025  | 1995 | 1984 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2034  | 18725 | 18090 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046  | 100558 | 91173 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2047  | 891402 | 805708 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2047  | 58478 | 52783 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2035  | 93330 | 90312 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2048  | 164122 | 148139 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2052  | 446571 | 396663 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2029  | 32456 | 31987 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2035  | 25936 | 25218 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2035  | 3512 | 3389 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2046  | 660565 | 610230 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2046  | 261889 | 242194 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2050  | 48496 | 43455 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2050  | 4444 | 3982 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2028  | 18825 | 18587 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2034  | 9238 | 8939 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2046  | 104690 | 95018 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2052  | 478070 | 424343 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2029  | 34315 | 33645 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2033  | 83379 | 81073 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2033  | 2960 | 2878 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2035  | 126119 | 122632 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2045  | 92886 | 84785 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2052  | 768903 | 683932 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2052  | 446823 | 397026 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2038  | 466861 | 439134 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2046  | 47262 | 42866 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2047  | 28634 | 25881 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2047  | 20462 | 18495 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2049  | 99679 | 90408 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2052  | 1160956 | 1031572 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2052  | 540059 | 481728 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2052  | 435118 | 388122 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2052  | 84897 | 75595 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2032  | 16520 | 16104 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2032  | 9273 | 9040 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2037  | 409132 | 400631 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2047  | 1115279 | 1030607 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2047  | 81729 | 75631 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2049  | 611904 | 555183 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2049  | 168685 | 151467 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2049  | 35689 | 32046 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2052  | 177451 | 157675 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2030  | 38044 | 37430 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2033  | 26794 | 26053 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2034  | 31470 | 30403 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2034  | 15572 | 15068 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2043  | 316981 | 293149 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2045  | 52993 | 48131 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2048  | 29896 | 26928 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2049  | 452614 | 406415 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2050  | 309896 | 278749 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2052  | 872946 | 777297 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2052  | 535646 | 475783 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2032  | 7407 | 7342 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2033  | 45677 | 44414 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2033  | 14109 | 13719 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2044  | 2109771 | 1947206 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2047  | 659880 | 596443 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2048  | 20212 | 18205 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2049  | 45522 | 40876 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2050  | 2132645 | 1914964 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2051  | 314434 | 280767 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2052  | 519402 | 461355 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 5315 | 5059 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2042  | 60304 | 57271 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2048  | 395057 | 368569 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040  | 11772 | 11224 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040  | 9375 | 8951 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040  | 5269 | 5035 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2043  | 34050 | 32176 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2046  | 67801 | 63637 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2047  | 139404 | 130057 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2048  | 74825 | 69598 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2049  | 190588 | 176856 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2052  | 1624497 | 1491845 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2052  | 573662 | 526280 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2052  | 227651 | 208990 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2054  | 1000000 | 917092 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2033  | 12924 | 12678 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2043  | 245731 | 234091 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2043  | 68257 | 64788 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2043  | 39598 | 37351 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2048  | 2862 | 2662 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2050  | 331845 | 308662 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040  | 49232 | 46929 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2041  | 68172 | 64825 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2043  | 33690 | 31774 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2048  | 196672 | 182932 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2048  | 39246 | 36504 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2049  | 7718 | 7160 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2052  | 357836 | 328504 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2038  | 320967 | 311956 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2039  | 107081 | 102566 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041  | 12341 | 11772 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042  | 59717 | 56822 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2044  | 30706 | 28945 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2045  | 167944 | 160127 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2046  | 8957 | 8420 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2048  | 31391 | 29256 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2050  | 160547 | 149883 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2050  | 5180 | 4803 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2044  | 53579 | 50620 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2045  | 64646 | 61424 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2049  | 626199 | 583039 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2049  | 89087 | 82780 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2051  | 541716 | 503364 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2055  | 350000 | 320982 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2026  | 8744 | 8699 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2029  | 26392 | 25956 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2045  | 2511914 | 2368046 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2048  | 95929 | 89408 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2053  | 288885 | 265363 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2055  | 256425 | 235166 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2035  | 34544 | 33801 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2041  | 9266 | 8837 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2046  | 63753 | 59917 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2046  | 7507 | 7055 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2048  | 127562 | 118770 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2049  | 176573 | 163961 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2049  | 14651 | 13605 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2051  | 137706 | 127321 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2052  | 1571069 | 1443270 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2052  | 451266 | 413994 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2053  | 2305235 | 2117355 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2041  | 40464 | 38576 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2046  | 5467 | 5134 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2047  | 64949 | 60635 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2048  | 48597 | 45248 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2048  | 18623 | 17340 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2050  | 194516 | 180319 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2055  | 575000 | 527328 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2046  | 62351 | 58560 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2046  | 7408 | 6958 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2048  | 27392 | 25504 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2048  | 5341 | 4973 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2049  | 315890 | 294118 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2050  | 30791 | 28640 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2052  | 571363 | 524885 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2038  | 266862 | 258536 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2039  | 14494 | 13873 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2046  | 66650 | 62598 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2048  | 13997 | 13032 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2049  | 15086 | 13999 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2046  | 72673 | 68209 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2048  | 244448 | 228975 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2048  | 150469 | 140098 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2048  | 18688 | 17400 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2049  | 161432 | 149902 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2048  | 29648 | 28433 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2049  | 96262 | 92105 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2055  | 474672 | 448087 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2039  | 48914 | 48154 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2048  | 9316 | 8914 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2049  | 20206 | 19327 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2052  | 425217 | 402571 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2052  | 310693 | 293972 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2054  | 596145 | 562673 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2038  | 449110 | 442788 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2048  | 17763 | 16985 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2049  | 124457 | 119005 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2050  | 94258 | 90041 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2052  | 1869875 | 1770292 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048  | 62801 | 60089 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048  | 46904 | 44879 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048  | 26106 | 24979 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048  | 24929 | 23852 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2050  | 203036 | 194142 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2054  | 1053062 | 993853 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2047  | 130177 | 126224 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2049  | 174608 | 167178 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2049  | 12547 | 12005 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2048  | 12212 | 11712 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2049  | 143325 | 137092 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2049  | 21025 | 20117 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2048  | 167859 | 160769 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2053  | 264354 | 250192 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2054  | 754317 | 712023 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2048  | 25884 | 24782 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2053  | 46155 | 43654 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2048  | 44126 | 42248 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2049  | 19251 | 18413 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2047  | 73836 | 72631 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2048  | 398872 | 381899 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2048  | 109480 | 104889 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2048  | 87560 | 83834 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2048  | 54677 | 52385 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2048  | 36371 | 34812 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2048  | 21045 | 20092 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2048  | 10849 | 10329 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2049  | 57386 | 54890 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2052  | 211617 | 200430 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2048  | 92025 | 88080 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2053  | 1324743 | 1251294 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2053  | 489941 | 462777 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2041  | 28335 | 27795 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2052  | 325821 | 308468 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2053  | 379989 | 358921 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2049  | 44769 | 44187 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2048  | 657272 | 662692 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2049  | 13633 | 13417 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2050  | 75700 | 74573 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2052  | 531776 | 515872 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2053  | 145987 | 141533 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2054  | 637759 | 617704 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2044  | 61384 | 61690 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2049  | 20422 | 20099 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2052  | 1150632 | 1119933 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2053  | 463158 | 449317 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2053  | 278346 | 269854 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2048  | 405957 | 400677 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2048  | 22185 | 21896 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2049  | 65315 | 64282 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2049  | 59582 | 58807 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2052  | 675454 | 656800 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2054  | 1578125 | 1530743 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2054  | 1267410 | 1228644 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2054  | 604327 | 585729 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2049  | 456590 | 443745 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2049  | 68268 | 67380 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2049  | 163163 | 160735 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2049  | 18503 | 18262 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2053  | 60906 | 59138 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2040  | 988396 | 989102 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2053  | 361277 | 350848 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2049  | 46494 | 45802 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2053  | 1062811 | 1031715 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2053  | 652469 | 633379 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2054  | 1890848 | 1831980 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2053  | 487275 | 473322 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2053  | 233224 | 226401 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2048  | 11571 | 11446 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2053  | 24518 | 23800 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2054  | 337012 | 326414 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2048  | 88362 | 87405 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2049  | 7226 | 7132 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2053 (h) | 1350819 | 1322377 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2053  | 794250 | 772252 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2048  | 5304 | 5247 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2049  | 109528 | 108103 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2049  | 60202 | 61067 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2049  | 18700 | 18925 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2052  | 751139 | 747838 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2052  | 723666 | 722747 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2053  | 1847330 | 1848447 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2054  | 996936 | 988364 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2052  | 143920 | 143288 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2053  | 439517 | 436075 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2048  | 18040 | 18350 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2052  | 240770 | 239712 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2052  | 70319 | 69764 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2053  | 1019810 | 1012141 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2049  | 15294 | 15514 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2053  | 888488 | 883472 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2053  | 670836 | 667049 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2054  | 918323 | 912852 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2054  | 495244 | 491056 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 3/1/2054  | 878725 | 871293 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2054  | 371692 | 368548 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2054  | 30479 | 30218 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2055  | 396790 | 393186 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2049  | 19210 | 19426 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2054  | 1856277 | 1840577 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2054  | 877940 | 871338 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2049  | 11439 | 11567 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2053  | 853954 | 853403 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2053  | 560922 | 556757 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2053  | 272793 | 270434 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2053  | 59221 | 58709 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2053  | 1212663 | 1203544 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2053  | 66244 | 65746 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2054  | 38888 | 38535 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2040  | 75663 | 77872 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2054  | 443787 | 439756 |
| Fannie Mae Mortgage pass-thru certificates 6% 1/1/2053  | 740507 | 749022 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2053  | 29738 | 30089 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2053  | 898869 | 909486 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2053  | 40006 | 40504 |
| Fannie Mae Mortgage pass-thru certificates 6% 12/1/2052  | 1300892 | 1321541 |
| Fannie Mae Mortgage pass-thru certificates 6% 12/1/2054  | 975451 | 985372 |
| Fannie Mae Mortgage pass-thru certificates 6% 12/1/2054  | 967318 | 977155 |
| Fannie Mae Mortgage pass-thru certificates 6% 12/1/2054  | 838854 | 853743 |
| Fannie Mae Mortgage pass-thru certificates 6% 2/1/2054  | 217358 | 219721 |
| Fannie Mae Mortgage pass-thru certificates 6% 3/1/2054  | 946140 | 956354 |
| Fannie Mae Mortgage pass-thru certificates 6% 3/1/2054  | 643909 | 657350 |
| Fannie Mae Mortgage pass-thru certificates 6% 4/1/2055  | 982469 | 992691 |
| Fannie Mae Mortgage pass-thru certificates 6% 5/1/2053  | 406351 | 410922 |
| Fannie Mae Mortgage pass-thru certificates 6% 5/1/2054  | 536148 | 541769 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2054  | 92880 | 93844 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2039  | 889640 | 911393 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2053  | 1620732 | 1641393 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 1/1/2054  | 48603 | 49918 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 10/1/2053  | 758545 | 779362 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 11/1/2053  | 1329360 | 1365843 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2053  | 171199 | 175897 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 2/1/2043  | 428535 | 441468 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 2/1/2053  | 489939 | 507151 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 3/1/2029  | 4471 | 4590 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 4/1/2055  | 740946 | 760702 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 5/1/2053  | 263499 | 270895 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2054  | 312562 | 320945 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 9/1/2053  | 5132941 | 5277019 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 9/1/2053  | 626721 | 643823 |
| Fannie Mae Mortgage pass-thru certificates 7% 11/1/2053  | 3246180 | 3393621 |
| Fannie Mae Mortgage pass-thru certificates 7% 12/1/2053  | 182130 | 190943 |
| Fannie Mae Mortgage pass-thru certificates 7% 12/1/2053  | 172029 | 179889 |
| Freddie Mac 4.5% 12/1/2054  | 665283 | 628293 |
| Freddie Mac 5.5% 1/1/2055  | 274210 | 271633 |
| Freddie Mac Gold Pool 1.5% 1/1/2037  | 36150 | 31749 |
| Freddie Mac Gold Pool 1.5% 10/1/2036  | 642935 | 564655 |
| Freddie Mac Gold Pool 1.5% 10/1/2041  | 506326 | 414242 |
| Freddie Mac Gold Pool 1.5% 10/1/2051  | 707831 | 523107 |
| Freddie Mac Gold Pool 1.5% 10/1/2051  | 577799 | 427010 |
| Freddie Mac Gold Pool 1.5% 11/1/2036  | 1348962 | 1184720 |
| Freddie Mac Gold Pool 1.5% 11/1/2037  | 501063 | 440057 |
| Freddie Mac Gold Pool 1.5% 11/1/2051  | 102373 | 75657 |
| Freddie Mac Gold Pool 1.5% 2/1/2037  | 142840 | 125449 |
| Freddie Mac Gold Pool 1.5% 2/1/2051  | 268797 | 198817 |
| Freddie Mac Gold Pool 1.5% 2/1/2052  | 265962 | 196554 |
| Freddie Mac Gold Pool 1.5% 3/1/2037  | 694773 | 610181 |
| Freddie Mac Gold Pool 1.5% 3/1/2052  | 477094 | 352586 |
| Freddie Mac Gold Pool 1.5% 6/1/2051  | 443277 | 327594 |
| Freddie Mac Gold Pool 1.5% 7/1/2036  | 2499782 | 2197765 |
| Freddie Mac Gold Pool 1.5% 7/1/2041  | 1301957 | 1068568 |
| Freddie Mac Gold Pool 1.5% 7/1/2051  | 867637 | 641208 |
| Freddie Mac Gold Pool 1.5% 9/1/2051  | 521910 | 385706 |
| Freddie Mac Gold Pool 2% 1/1/2036  | 18516 | 16808 |
| Freddie Mac Gold Pool 2% 1/1/2037  | 174965 | 158711 |
| Freddie Mac Gold Pool 2% 1/1/2051  | 3177344 | 2487252 |
| Freddie Mac Gold Pool 2% 1/1/2051  | 833368 | 653670 |
| Freddie Mac Gold Pool 2% 1/1/2051  | 67459 | 52807 |
| Freddie Mac Gold Pool 2% 1/1/2052  | 3546054 | 2762583 |
| Freddie Mac Gold Pool 2% 1/1/2052  | 192426 | 152376 |
| Freddie Mac Gold Pool 2% 11/1/2030  | 32131 | 30628 |
| Freddie Mac Gold Pool 2% 11/1/2035  | 294654 | 268109 |
| Freddie Mac Gold Pool 2% 11/1/2035  | 238432 | 216952 |
| Freddie Mac Gold Pool 2% 11/1/2036  | 270970 | 245373 |
| Freddie Mac Gold Pool 2% 11/1/2050  | 1989762 | 1558846 |
| Freddie Mac Gold Pool 2% 11/1/2050  | 501331 | 396363 |
| Freddie Mac Gold Pool 2% 11/1/2050  | 194920 | 154534 |
| Freddie Mac Gold Pool 2% 11/1/2050  | 139543 | 109802 |
| Freddie Mac Gold Pool 2% 11/1/2051  | 1723487 | 1347005 |
| Freddie Mac Gold Pool 2% 11/1/2051  | 1582388 | 1234256 |
| Freddie Mac Gold Pool 2% 11/1/2051  | 1529882 | 1195692 |
| Freddie Mac Gold Pool 2% 12/1/2035  | 511343 | 465277 |
| Freddie Mac Gold Pool 2% 12/1/2051  | 624913 | 494655 |
| Freddie Mac Gold Pool 2% 12/1/2051  | 361375 | 285371 |
| Freddie Mac Gold Pool 2% 2/1/2036  | 971762 | 886039 |
| Freddie Mac Gold Pool 2% 2/1/2036  | 801387 | 725685 |
| Freddie Mac Gold Pool 2% 2/1/2052  | 869628 | 676676 |
| Freddie Mac Gold Pool 2% 3/1/2028  | 155355 | 151083 |
| Freddie Mac Gold Pool 2% 3/1/2037  | 517617 | 467508 |
| Freddie Mac Gold Pool 2% 3/1/2051  | 4706322 | 3684148 |
| Freddie Mac Gold Pool 2% 3/1/2051  | 3584343 | 2812574 |
| Freddie Mac Gold Pool 2% 3/1/2051  | 69890 | 55213 |
| Freddie Mac Gold Pool 2% 3/1/2051  | 56755 | 44961 |
| Freddie Mac Gold Pool 2% 3/1/2052  | 832531 | 657436 |
| Freddie Mac Gold Pool 2% 3/1/2052  | 263161 | 206662 |
| Freddie Mac Gold Pool 2% 3/1/2052  | 42121 | 32815 |
| Freddie Mac Gold Pool 2% 4/1/2036  | 1501162 | 1358419 |
| Freddie Mac Gold Pool 2% 4/1/2037  | 981298 | 886455 |
| Freddie Mac Gold Pool 2% 4/1/2042  | 2560000 | 2175170 |
| Freddie Mac Gold Pool 2% 4/1/2051  | 727393 | 565999 |
| Freddie Mac Gold Pool 2% 4/1/2052  | 584424 | 458953 |
| Freddie Mac Gold Pool 2% 4/1/2052  | 313374 | 246291 |
| Freddie Mac Gold Pool 2% 5/1/2051  | 4492972 | 3514327 |
| Freddie Mac Gold Pool 2% 5/1/2051  | 62479 | 49514 |
| Freddie Mac Gold Pool 2% 5/1/2052  | 2586094 | 2042195 |
| Freddie Mac Gold Pool 2% 6/1/2051  | 20840 | 16216 |
| Freddie Mac Gold Pool 2% 7/1/2051  | 1660145 | 1304244 |
| Freddie Mac Gold Pool 2% 7/1/2051  | 603156 | 479695 |
| Freddie Mac Gold Pool 2% 8/1/2037  | 138076 | 124731 |
| Freddie Mac Gold Pool 2% 8/1/2051  | 605343 | 472733 |
| Freddie Mac Gold Pool 2% 8/1/2051  | 104296 | 81709 |
| Freddie Mac Gold Pool 2% 9/1/2035  | 970152 | 882752 |
| Freddie Mac Gold Pool 2% 9/1/2041  | 4499360 | 3798696 |
| Freddie Mac Gold Pool 2% 9/1/2050  | 1717741 | 1347882 |
| Freddie Mac Gold Pool 2% 9/1/2050  | 44083 | 34591 |
| Freddie Mac Gold Pool 2% 9/1/2051  | 1582000 | 1235437 |
| Freddie Mac Gold Pool 2.5% 1/1/2035  | 240107 | 224462 |
| Freddie Mac Gold Pool 2.5% 1/1/2050  | 165143 | 136577 |
| Freddie Mac Gold Pool 2.5% 1/1/2052  | 658650 | 537310 |
| Freddie Mac Gold Pool 2.5% 10/1/2034  | 66813 | 62626 |
| Freddie Mac Gold Pool 2.5% 10/1/2049  | 88319 | 73042 |
| Freddie Mac Gold Pool 2.5% 10/1/2050  | 1067847 | 886806 |
| Freddie Mac Gold Pool 2.5% 10/1/2050  | 1006486 | 828299 |
| Freddie Mac Gold Pool 2.5% 10/1/2051  | 3329907 | 2725818 |
| Freddie Mac Gold Pool 2.5% 10/1/2051  | 852810 | 695701 |
| Freddie Mac Gold Pool 2.5% 10/1/2051  | 26088 | 21282 |
| Freddie Mac Gold Pool 2.5% 11/1/2037  | 72753 | 67172 |
| Freddie Mac Gold Pool 2.5% 11/1/2049  | 26337 | 21781 |
| Freddie Mac Gold Pool 2.5% 11/1/2050  | 940341 | 767400 |
| Freddie Mac Gold Pool 2.5% 11/1/2050  | 536707 | 444876 |
| Freddie Mac Gold Pool 2.5% 11/1/2050  | 524183 | 427778 |
| Freddie Mac Gold Pool 2.5% 11/1/2051  | 1583166 | 1295959 |
| Freddie Mac Gold Pool 2.5% 11/1/2051  | 696142 | 567895 |
| Freddie Mac Gold Pool 2.5% 12/1/2034  | 50566 | 47271 |
| Freddie Mac Gold Pool 2.5% 12/1/2049  | 160923 | 133087 |
| Freddie Mac Gold Pool 2.5% 12/1/2051  | 1308136 | 1076546 |
| Freddie Mac Gold Pool 2.5% 2/1/2030  | 46578 | 45100 |
| Freddie Mac Gold Pool 2.5% 2/1/2033  | 31450 | 29701 |
| Freddie Mac Gold Pool 2.5% 2/1/2036  | 40473 | 37571 |
| Freddie Mac Gold Pool 2.5% 2/1/2050  | 48447 | 40006 |
| Freddie Mac Gold Pool 2.5% 2/1/2052  | 3777741 | 3088868 |
| Freddie Mac Gold Pool 2.5% 2/1/2052  | 767672 | 626247 |
| Freddie Mac Gold Pool 2.5% 3/1/2033  | 18439 | 17571 |
| Freddie Mac Gold Pool 2.5% 3/1/2035  | 211173 | 196952 |
| Freddie Mac Gold Pool 2.5% 3/1/2037  | 333819 | 310503 |
| Freddie Mac Gold Pool 2.5% 3/1/2050  | 149754 | 123663 |
| Freddie Mac Gold Pool 2.5% 3/1/2052  | 2507518 | 2050270 |
| Freddie Mac Gold Pool 2.5% 4/1/2033  | 151382 | 144043 |
| Freddie Mac Gold Pool 2.5% 4/1/2042  | 822049 | 716304 |
| Freddie Mac Gold Pool 2.5% 4/1/2052  | 3902526 | 3194556 |
| Freddie Mac Gold Pool 2.5% 4/1/2052  | 1007293 | 823298 |
| Freddie Mac Gold Pool 2.5% 5/1/2035  | 283334 | 264253 |
| Freddie Mac Gold Pool 2.5% 5/1/2051  | 1779461 | 1458312 |
| Freddie Mac Gold Pool 2.5% 6/1/2031  | 4061 | 3899 |
| Freddie Mac Gold Pool 2.5% 7/1/2031  | 7041 | 6764 |
| Freddie Mac Gold Pool 2.5% 7/1/2035  | 73538 | 68470 |
| Freddie Mac Gold Pool 2.5% 7/1/2051  | 1636095 | 1340820 |
| Freddie Mac Gold Pool 2.5% 7/1/2051  | 607702 | 497457 |
| Freddie Mac Gold Pool 2.5% 7/1/2052  | 949070 | 774227 |
| Freddie Mac Gold Pool 2.5% 8/1/2031  | 11883 | 11404 |
| Freddie Mac Gold Pool 2.5% 8/1/2032  | 25389 | 24229 |
| Freddie Mac Gold Pool 2.5% 8/1/2035  | 245452 | 228539 |
| Freddie Mac Gold Pool 2.5% 8/1/2050  | 518937 | 427066 |
| Freddie Mac Gold Pool 2.5% 8/1/2050  | 269249 | 221582 |
| Freddie Mac Gold Pool 2.5% 8/1/2051  | 6509605 | 5328677 |
| Freddie Mac Gold Pool 2.5% 9/1/2034  | 3969 | 3720 |
| Freddie Mac Gold Pool 2.5% 9/1/2035  | 249490 | 232298 |
| Freddie Mac Gold Pool 2.5% 9/1/2050  | 995831 | 819531 |
| Freddie Mac Gold Pool 2.5% 9/1/2051  | 2698185 | 2208699 |
| Freddie Mac Gold Pool 2.5% 9/1/2051  | 1252113 | 1024963 |
| Freddie Mac Gold Pool 3% 1/1/2033  | 5400 | 5208 |
| Freddie Mac Gold Pool 3% 1/1/2052  | 777734 | 668261 |
| Freddie Mac Gold Pool 3% 10/1/2043  | 515455 | 463442 |
| Freddie Mac Gold Pool 3% 10/1/2049  | 487108 | 420750 |
| Freddie Mac Gold Pool 3% 10/1/2050  | 854203 | 735167 |
| Freddie Mac Gold Pool 3% 10/1/2050  | 734048 | 632673 |
| Freddie Mac Gold Pool 3% 11/1/2030  | 29598 | 28973 |
| Freddie Mac Gold Pool 3% 11/1/2034  | 45967 | 43746 |
| Freddie Mac Gold Pool 3% 12/1/2034  | 29074 | 27670 |
| Freddie Mac Gold Pool 3% 12/1/2051  | 619653 | 528364 |
| Freddie Mac Gold Pool 3% 2/1/2029  | 33342 | 32606 |
| Freddie Mac Gold Pool 3% 2/1/2033  | 5187 | 5001 |
| Freddie Mac Gold Pool 3% 2/1/2035  | 108386 | 103149 |
| Freddie Mac Gold Pool 3% 3/1/2033  | 8089 | 7799 |
| Freddie Mac Gold Pool 3% 3/1/2035  | 33445 | 31830 |
| Freddie Mac Gold Pool 3% 3/1/2045  | 60207 | 53356 |
| Freddie Mac Gold Pool 3% 3/1/2047  | 25714 | 22755 |
| Freddie Mac Gold Pool 3% 4/1/2033  | 17549 | 16914 |
| Freddie Mac Gold Pool 3% 4/1/2035  | 16653 | 15833 |
| Freddie Mac Gold Pool 3% 4/1/2045  | 81910 | 72531 |
| Freddie Mac Gold Pool 3% 4/1/2050  | 83492 | 72300 |
| Freddie Mac Gold Pool 3% 4/1/2052  | 919390 | 784662 |
| Freddie Mac Gold Pool 3% 5/1/2029  | 66546 | 65457 |
| Freddie Mac Gold Pool 3% 5/1/2049  | 3352 | 2902 |
| Freddie Mac Gold Pool 3% 5/1/2052  | 877111 | 748578 |
| Freddie Mac Gold Pool 3% 6/1/2051  | 487624 | 419215 |
| Freddie Mac Gold Pool 3% 7/1/2032  | 29793 | 28928 |
| Freddie Mac Gold Pool 3% 7/1/2038  | 1686929 | 1590663 |
| Freddie Mac Gold Pool 3% 7/1/2045  | 25755 | 22646 |
| Freddie Mac Gold Pool 3% 7/1/2047  | 152492 | 133133 |
| Freddie Mac Gold Pool 3% 7/1/2049  | 340646 | 294560 |
| Freddie Mac Gold Pool 3% 7/1/2052  | 444451 | 378696 |
| Freddie Mac Gold Pool 3% 8/1/2033  | 130370 | 125459 |
| Freddie Mac Gold Pool 3% 8/1/2049  | 82581 | 71409 |
| Freddie Mac Gold Pool 3% 8/1/2050  | 70255 | 60509 |
| Freddie Mac Gold Pool 3% 8/1/2052  | 6717378 | 5809628 |
| Freddie Mac Gold Pool 3% 9/1/2034  | 30498 | 29082 |
| Freddie Mac Gold Pool 3.5% 1/1/2050  | 209133 | 187590 |
| Freddie Mac Gold Pool 3.5% 1/1/2052  | 122864 | 109709 |
| Freddie Mac Gold Pool 3.5% 10/1/2037  | 205792 | 197208 |
| Freddie Mac Gold Pool 3.5% 10/1/2043  | 319300 | 295276 |
| Freddie Mac Gold Pool 3.5% 10/1/2047  | 137326 | 124125 |
| Freddie Mac Gold Pool 3.5% 11/1/2045  | 47362 | 43176 |
| Freddie Mac Gold Pool 3.5% 12/1/2025  | 4911 | 4885 |
| Freddie Mac Gold Pool 3.5% 12/1/2033  | 18499 | 17959 |
| Freddie Mac Gold Pool 3.5% 12/1/2049  | 422875 | 379315 |
| Freddie Mac Gold Pool 3.5% 2/1/2043  | 42288 | 39159 |
| Freddie Mac Gold Pool 3.5% 2/1/2048  | 138293 | 124991 |
| Freddie Mac Gold Pool 3.5% 2/1/2048  | 6857 | 6198 |
| Freddie Mac Gold Pool 3.5% 3/1/2048  | 186579 | 168633 |
| Freddie Mac Gold Pool 3.5% 3/1/2048  | 180994 | 163584 |
| Freddie Mac Gold Pool 3.5% 3/1/2048  | 58771 | 53192 |
| Freddie Mac Gold Pool 3.5% 3/1/2049  | 69871 | 62761 |
| Freddie Mac Gold Pool 3.5% 3/1/2050  | 1005699 | 913104 |
| Freddie Mac Gold Pool 3.5% 4/1/2033  | 13995 | 13626 |
| Freddie Mac Gold Pool 3.5% 4/1/2052  | 5715195 | 5072900 |
| Freddie Mac Gold Pool 3.5% 4/1/2052  | 74571 | 66610 |
| Freddie Mac Gold Pool 3.5% 5/1/2048  | 102509 | 92649 |
| Freddie Mac Gold Pool 3.5% 5/1/2052  | 1209500 | 1074706 |
| Freddie Mac Gold Pool 3.5% 6/1/2034  | 18617 | 18015 |
| Freddie Mac Gold Pool 3.5% 6/1/2042  | 196000 | 181742 |
| Freddie Mac Gold Pool 3.5% 6/1/2049  | 524576 | 471032 |
| Freddie Mac Gold Pool 3.5% 6/1/2052  | 296074 | 263078 |
| Freddie Mac Gold Pool 3.5% 6/1/2052  | 265242 | 236759 |
| Freddie Mac Gold Pool 3.5% 7/1/2033  | 11906 | 11577 |
| Freddie Mac Gold Pool 3.5% 7/1/2046  | 551124 | 503654 |
| Freddie Mac Gold Pool 3.5% 7/1/2049  | 188004 | 168814 |
| Freddie Mac Gold Pool 3.5% 7/1/2052  | 2398680 | 2129107 |
| Freddie Mac Gold Pool 3.5% 8/1/2037  | 113415 | 109074 |
| Freddie Mac Gold Pool 3.5% 8/1/2043  | 213000 | 196737 |
| Freddie Mac Gold Pool 3.5% 8/1/2046  | 234688 | 213140 |
| Freddie Mac Gold Pool 3.5% 8/1/2048  | 137173 | 123721 |
| Freddie Mac Gold Pool 3.5% 9/1/2033  | 36412 | 35405 |
| Freddie Mac Gold Pool 3.5% 9/1/2042  | 60556 | 56044 |
| Freddie Mac Gold Pool 3.5% 9/1/2049  | 54182 | 48652 |
| Freddie Mac Gold Pool 4% 1/1/2039  | 191880 | 183032 |
| Freddie Mac Gold Pool 4% 1/1/2041  | 64483 | 61618 |
| Freddie Mac Gold Pool 4% 1/1/2041  | 31581 | 30178 |
| Freddie Mac Gold Pool 4% 1/1/2044  | 37984 | 35878 |
| Freddie Mac Gold Pool 4% 1/1/2047  | 436770 | 410488 |
| Freddie Mac Gold Pool 4% 10/1/2037  | 275585 | 267848 |
| Freddie Mac Gold Pool 4% 10/1/2042  | 13640 | 12957 |
| Freddie Mac Gold Pool 4% 10/1/2045  | 3700 | 3467 |
| Freddie Mac Gold Pool 4% 10/1/2048  | 40485 | 37695 |
| Freddie Mac Gold Pool 4% 10/1/2049  | 70806 | 65705 |
| Freddie Mac Gold Pool 4% 10/1/2052  | 270472 | 248385 |
| Freddie Mac Gold Pool 4% 11/1/2036  | 72875 | 70349 |
| Freddie Mac Gold Pool 4% 11/1/2037  | 68231 | 66315 |
| Freddie Mac Gold Pool 4% 11/1/2041  | 524366 | 500114 |
| Freddie Mac Gold Pool 4% 11/1/2048  | 193265 | 179998 |
| Freddie Mac Gold Pool 4% 11/1/2052  | 301975 | 277293 |
| Freddie Mac Gold Pool 4% 12/1/2040  | 34325 | 32809 |
| Freddie Mac Gold Pool 4% 12/1/2048  | 216050 | 200957 |
| Freddie Mac Gold Pool 4% 12/1/2048  | 90703 | 84366 |
| Freddie Mac Gold Pool 4% 12/1/2052  | 714636 | 656057 |
| Freddie Mac Gold Pool 4% 2/1/2041  | 41379 | 39560 |
| Freddie Mac Gold Pool 4% 2/1/2041  | 11296 | 10773 |
| Freddie Mac Gold Pool 4% 2/1/2043  | 55534 | 52559 |
| Freddie Mac Gold Pool 4% 2/1/2048  | 3478 | 3245 |
| Freddie Mac Gold Pool 4% 2/1/2055  | 1635450 | 1499859 |
| Freddie Mac Gold Pool 4% 3/1/2053  | 361297 | 331653 |
| Freddie Mac Gold Pool 4% 4/1/2042  | 24995 | 23874 |
| Freddie Mac Gold Pool 4% 4/1/2048  | 845 | 787 |
| Freddie Mac Gold Pool 4% 4/1/2049  | 827881 | 774701 |
| Freddie Mac Gold Pool 4% 4/1/2049  | 627466 | 583043 |
| Freddie Mac Gold Pool 4% 4/1/2055  | 108125 | 99160 |
| Freddie Mac Gold Pool 4% 5/1/2039  | 84767 | 80858 |
| Freddie Mac Gold Pool 4% 5/1/2045  | 27759 | 26378 |
| Freddie Mac Gold Pool 4% 5/1/2048  | 32852 | 30628 |
| Freddie Mac Gold Pool 4% 5/1/2049  | 300556 | 279089 |
| Freddie Mac Gold Pool 4% 5/1/2052  | 883484 | 812445 |
| Freddie Mac Gold Pool 4% 5/1/2052  | 204642 | 187995 |
| Freddie Mac Gold Pool 4% 6/1/2034  | 19388 | 19031 |
| Freddie Mac Gold Pool 4% 6/1/2046  | 152221 | 144464 |
| Freddie Mac Gold Pool 4% 6/1/2047  | 2189675 | 2032658 |
| Freddie Mac Gold Pool 4% 7/1/2042  | 11342 | 10835 |
| Freddie Mac Gold Pool 4% 7/1/2045  | 53200 | 50747 |
| Freddie Mac Gold Pool 4% 7/1/2048  | 102822 | 95860 |
| Freddie Mac Gold Pool 4% 7/1/2049  | 111634 | 103661 |
| Freddie Mac Gold Pool 4% 7/1/2052  | 23952 | 22004 |
| Freddie Mac Gold Pool 4% 8/1/2048  | 16912 | 15746 |
| Freddie Mac Gold Pool 4% 8/1/2049  | 75071 | 69709 |
| Freddie Mac Gold Pool 4% 9/1/2040  | 10543 | 10079 |
| Freddie Mac Gold Pool 4% 9/1/2045  | 176674 | 165596 |
| Freddie Mac Gold Pool 4% 9/1/2048  | 246528 | 229536 |
| Freddie Mac Gold Pool 4% 9/1/2048  | 6637 | 6173 |
| Freddie Mac Gold Pool 4% 9/1/2049  | 75169 | 69753 |
| Freddie Mac Gold Pool 4% 9/1/2052  | 342980 | 314973 |
| Freddie Mac Gold Pool 4.5% 1/1/2049  | 90379 | 86590 |
| Freddie Mac Gold Pool 4.5% 1/1/2049  | 22769 | 21785 |
| Freddie Mac Gold Pool 4.5% 1/1/2049  | 3262 | 3121 |
| Freddie Mac Gold Pool 4.5% 1/1/2053  | 309906 | 293304 |
| Freddie Mac Gold Pool 4.5% 10/1/2050  | 17821 | 17147 |
| Freddie Mac Gold Pool 4.5% 10/1/2052  | 361259 | 343262 |
| Freddie Mac Gold Pool 4.5% 10/1/2054  | 1053070 | 993943 |
| Freddie Mac Gold Pool 4.5% 11/1/2040  | 783412 | 770561 |
| Freddie Mac Gold Pool 4.5% 11/1/2048  | 239753 | 229401 |
| Freddie Mac Gold Pool 4.5% 11/1/2048  | 117566 | 112490 |
| Freddie Mac Gold Pool 4.5% 12/1/2048  | 34018 | 32549 |
| Freddie Mac Gold Pool 4.5% 12/1/2054  | 173851 | 164076 |
| Freddie Mac Gold Pool 4.5% 2/1/2049  | 11456 | 10961 |
| Freddie Mac Gold Pool 4.5% 2/1/2053  | 300641 | 285288 |
| Freddie Mac Gold Pool 4.5% 3/1/2049  | 324214 | 310114 |
| Freddie Mac Gold Pool 4.5% 3/1/2049  | 192444 | 184134 |
| Freddie Mac Gold Pool 4.5% 3/1/2049  | 30507 | 29209 |
| Freddie Mac Gold Pool 4.5% 4/1/2050  | 85261 | 81500 |
| Freddie Mac Gold Pool 4.5% 4/1/2053  | 392836 | 371670 |
| Freddie Mac Gold Pool 4.5% 5/1/2049  | 22022 | 21065 |
| Freddie Mac Gold Pool 4.5% 7/1/2041  | 129485 | 127189 |
| Freddie Mac Gold Pool 4.5% 7/1/2052  | 132873 | 125848 |
| Freddie Mac Gold Pool 4.5% 8/1/2048  | 342677 | 327988 |
| Freddie Mac Gold Pool 4.5% 8/1/2052  | 1404056 | 1329829 |
| Freddie Mac Gold Pool 4.5% 8/1/2052  | 276675 | 262481 |
| Freddie Mac Gold Pool 4.5% 9/1/2048  | 348673 | 333618 |
| Freddie Mac Gold Pool 4.5% 9/1/2052  | 1380784 | 1307248 |
| Freddie Mac Gold Pool 4.5% 9/1/2052  | 837389 | 792792 |
| Freddie Mac Gold Pool 4.5% 9/1/2053  | 170238 | 160800 |
| Freddie Mac Gold Pool 4.5% 9/1/2054  | 997690 | 941672 |
| Freddie Mac Gold Pool 5% 1/1/2053  | 34116 | 33153 |
| Freddie Mac Gold Pool 5% 10/1/2053  | 494572 | 479994 |
| Freddie Mac Gold Pool 5% 10/1/2054  | 629056 | 609275 |
| Freddie Mac Gold Pool 5% 11/1/2054  | 2456627 | 2379185 |
| Freddie Mac Gold Pool 5% 12/1/2053 (h) | 1274939 | 1250784 |
| Freddie Mac Gold Pool 5% 12/1/2053  | 391662 | 379713 |
| Freddie Mac Gold Pool 5% 12/1/2054  | 1259888 | 1220171 |
| Freddie Mac Gold Pool 5% 12/1/2054  | 197247 | 191196 |
| Freddie Mac Gold Pool 5% 2/1/2049  | 52017 | 51406 |
| Freddie Mac Gold Pool 5% 2/1/2055  | 674999 | 653720 |
| Freddie Mac Gold Pool 5% 3/1/2049  | 60713 | 59924 |
| Freddie Mac Gold Pool 5% 4/1/2040  | 398696 | 399548 |
| Freddie Mac Gold Pool 5% 4/1/2053  | 1543232 | 1506398 |
| Freddie Mac Gold Pool 5% 4/1/2053  | 1000165 | 970043 |
| Freddie Mac Gold Pool 5% 4/1/2053  | 31440 | 30486 |
| Freddie Mac Gold Pool 5% 4/1/2053  | 17488 | 16985 |
| Freddie Mac Gold Pool 5% 4/1/2054  | 682006 | 660986 |
| Freddie Mac Gold Pool 5% 5/1/2039  | 388321 | 388599 |
| Freddie Mac Gold Pool 5% 5/1/2049  | 15183 | 14957 |
| Freddie Mac Gold Pool 5% 5/1/2050  | 46274 | 45527 |
| Freddie Mac Gold Pool 5% 5/1/2053  | 539867 | 524072 |
| Freddie Mac Gold Pool 5% 6/1/2053  | 648142 | 629178 |
| Freddie Mac Gold Pool 5% 6/1/2053  | 65202 | 63365 |
| Freddie Mac Gold Pool 5% 6/1/2054  | 235747 | 228334 |
| Freddie Mac Gold Pool 5% 7/1/2053  | 58654 | 56902 |
| Freddie Mac Gold Pool 5% 8/1/2048  | 13282 | 13138 |
| Freddie Mac Gold Pool 5% 8/1/2049  | 116550 | 114815 |
| Freddie Mac Gold Pool 5% 8/1/2052  | 546049 | 530849 |
| Freddie Mac Gold Pool 5% 8/1/2052  | 212382 | 206122 |
| Freddie Mac Gold Pool 5% 8/1/2053  | 386401 | 374854 |
| Freddie Mac Gold Pool 5% 9/1/2052  | 732233 | 711278 |
| Freddie Mac Gold Pool 5% 9/1/2052  | 78099 | 76503 |
| Freddie Mac Gold Pool 5% 9/1/2054  | 486626 | 471324 |
| Freddie Mac Gold Pool 5.5% 1/1/2040  | 1094674 | 1110210 |
| Freddie Mac Gold Pool 5.5% 1/1/2053  | 749550 | 745319 |
| Freddie Mac Gold Pool 5.5% 1/1/2053  | 749444 | 744370 |
| Freddie Mac Gold Pool 5.5% 10/1/2053  | 47394 | 47097 |
| Freddie Mac Gold Pool 5.5% 10/1/2054  | 940462 | 939562 |
| Freddie Mac Gold Pool 5.5% 11/1/2053  | 964380 | 956827 |
| Freddie Mac Gold Pool 5.5% 11/1/2054  | 3280037 | 3249221 |
| Freddie Mac Gold Pool 5.5% 11/1/2054  | 830613 | 832413 |
| Freddie Mac Gold Pool 5.5% 11/1/2054  | 684224 | 678619 |
| Freddie Mac Gold Pool 5.5% 11/1/2054  | 275000 | 272416 |
| Freddie Mac Gold Pool 5.5% 12/1/2052  | 193776 | 192924 |
| Freddie Mac Gold Pool 5.5% 12/1/2054  | 885271 | 876954 |
| Freddie Mac Gold Pool 5.5% 2/1/2054  | 26202 | 25995 |
| Freddie Mac Gold Pool 5.5% 3/1/2053  | 817028 | 812416 |
| Freddie Mac Gold Pool 5.5% 3/1/2054  | 906365 | 901163 |
| Freddie Mac Gold Pool 5.5% 3/1/2054  | 37540 | 37305 |
| Freddie Mac Gold Pool 5.5% 4/1/2053  | 1361991 | 1353451 |
| Freddie Mac Gold Pool 5.5% 4/1/2053  | 320643 | 318633 |
| Freddie Mac Gold Pool 5.5% 4/1/2053  | 95424 | 94736 |
| Freddie Mac Gold Pool 5.5% 4/1/2054  | 746298 | 739986 |
| Freddie Mac Gold Pool 5.5% 5/1/2053  | 672944 | 667673 |
| Freddie Mac Gold Pool 5.5% 5/1/2054  | 192982 | 191214 |
| Freddie Mac Gold Pool 5.5% 5/1/2055  | 1475000 | 1461603 |
| Freddie Mac Gold Pool 5.5% 6/1/2028  | 26595 | 26849 |
| Freddie Mac Gold Pool 5.5% 6/1/2049  | 92295 | 93620 |
| Freddie Mac Gold Pool 5.5% 6/1/2053  | 62406 | 61937 |
| Freddie Mac Gold Pool 5.5% 6/1/2054  | 26223 | 25993 |
| Freddie Mac Gold Pool 5.5% 7/1/2053  | 391318 | 388376 |
| Freddie Mac Gold Pool 5.5% 8/1/2053  | 506766 | 502955 |
| Freddie Mac Gold Pool 5.5% 8/1/2054  | 39492 | 39145 |
| Freddie Mac Gold Pool 5.5% 9/1/2053  | 825875 | 827149 |
| Freddie Mac Gold Pool 5.5% 9/1/2053  | 352513 | 349862 |
| Freddie Mac Gold Pool 5.5% 9/1/2054  | 490602 | 486147 |
| Freddie Mac Gold Pool 5.5% 9/1/2054  | 271725 | 269257 |
| Freddie Mac Gold Pool 6% 1/1/2053  | 240674 | 243893 |
| Freddie Mac Gold Pool 6% 1/1/2054  | 4286702 | 4338671 |
| Freddie Mac Gold Pool 6% 10/1/2028  | 1163 | 1177 |
| Freddie Mac Gold Pool 6% 11/1/2052  | 244012 | 247885 |
| Freddie Mac Gold Pool 6% 11/1/2053  | 889250 | 899753 |
| Freddie Mac Gold Pool 6% 11/1/2053  | 748196 | 757033 |
| Freddie Mac Gold Pool 6% 11/1/2054  | 636762 | 643238 |
| Freddie Mac Gold Pool 6% 11/1/2054  | 496617 | 502094 |
| Freddie Mac Gold Pool 6% 12/1/2052  | 506064 | 514097 |
| Freddie Mac Gold Pool 6% 12/1/2053  | 1252680 | 1267476 |
| Freddie Mac Gold Pool 6% 12/1/2053  | 947154 | 966119 |
| Freddie Mac Gold Pool 6% 2/1/2053  | 305171 | 309252 |
| Freddie Mac Gold Pool 6% 3/1/2054  | 1744316 | 1763146 |
| Freddie Mac Gold Pool 6% 3/1/2054  | 620455 | 627686 |
| Freddie Mac Gold Pool 6% 3/1/2055  | 971694 | 981803 |
| Freddie Mac Gold Pool 6% 4/1/2054  | 1792482 | 1834378 |
| Freddie Mac Gold Pool 6% 5/1/2054  | 2391363 | 2449499 |
| Freddie Mac Gold Pool 6% 5/1/2054  | 705405 | 712800 |
| Freddie Mac Gold Pool 6% 5/1/2054  | 71879 | 72633 |
| Freddie Mac Gold Pool 6% 6/1/2053  | 474615 | 480665 |
| Freddie Mac Gold Pool 6% 8/1/2054  | 294453 | 297448 |
| Freddie Mac Gold Pool 6.5% 1/1/2053  | 160457 | 165626 |
| Freddie Mac Gold Pool 6.5% 1/1/2054  | 30970 | 31809 |
| Freddie Mac Gold Pool 6.5% 10/1/2053  | 290761 | 298741 |
| Freddie Mac Gold Pool 6.5% 12/1/2053  | 1718296 | 1765453 |
| Freddie Mac Gold Pool 6.5% 12/1/2053  | 524003 | 543010 |
| Freddie Mac Gold Pool 6.5% 2/1/2054  | 1047753 | 1085103 |
| Freddie Mac Gold Pool 6.5% 6/1/2054  | 1045659 | 1086855 |
| Freddie Mac Gold Pool 6.5% 6/1/2054  | 530913 | 553032 |
| Freddie Mac Gold Pool 6.5% 8/1/2053  | 362792 | 372976 |
| Freddie Mac Gold Pool 6.5% 9/1/2053  | 810083 | 832821 |
| Freddie Mac Gold Pool 6.5% 9/1/2054  | 629239 | 655848 |
| Freddie Mac Gold Pool 7% 1/1/2054  | 200515 | 210399 |
| Freddie Mac Non Gold Pool 5.5% 11/1/2053  | 25937 | 25758 |
| Freddie Mac Non Gold Pool 5.5% 2/1/2055  | 262674 | 260206 |
| Freddie Mac Non Gold Pool 5.5% 4/1/2054  | 606697 | 602135 |
| Freddie Mac Non Gold Pool 6% 1/1/2055  | 2069085 | 2091162 |
| Ginnie Mae I Pool 2% 8/20/2052  | 525479 | 424953 |
| Ginnie Mae I Pool 2.5% 7/20/2052  | 352453 | 295684 |
| Ginnie Mae I Pool 3% 10/20/2042  | 313182 | 283608 |
| Ginnie Mae I Pool 3% 11/20/2052  | 216315 | 189751 |
| Ginnie Mae I Pool 3% 7/20/2052  | 319951 | 280461 |
| Ginnie Mae I Pool 3% 8/20/2052  | 349416 | 305524 |
| Ginnie Mae I Pool 3.5% 1/20/2053  | 135268 | 120767 |
| Ginnie Mae I Pool 3.5% 10/20/2052  | 589792 | 526750 |
| Ginnie Mae I Pool 3.5% 10/20/2054  | 555639 | 494729 |
| Ginnie Mae I Pool 3.5% 11/20/2052  | 904242 | 807520 |
| Ginnie Mae I Pool 3.5% 12/20/2052  | 1783550 | 1592912 |
| Ginnie Mae I Pool 3.5% 7/20/2052  | 406054 | 363413 |
| Ginnie Mae I Pool 3.5% 8/20/2052  | 321725 | 287639 |
| Ginnie Mae I Pool 3.5% 9/20/2052  | 1114734 | 995583 |
| Ginnie Mae I Pool 4% 1/20/2053  | 507568 | 467150 |
| Ginnie Mae I Pool 4% 10/20/2052  | 1709502 | 1578314 |
| Ginnie Mae I Pool 4% 10/20/2054  | 320616 | 293957 |
| Ginnie Mae I Pool 4% 12/20/2052  | 741098 | 682084 |
| Ginnie Mae I Pool 4% 3/20/2047  | 140957 | 131373 |
| Ginnie Mae I Pool 4% 8/20/2052  | 988243 | 910551 |
| Ginnie Mae I Pool 4% 9/20/2052  | 498433 | 458936 |
| Ginnie Mae I Pool 4.5% 10/20/2052  | 499151 | 475427 |
| Ginnie Mae I Pool 4.5% 10/20/2054  | 888568 | 839601 |
| Ginnie Mae I Pool 4.5% 11/20/2052  | 1610851 | 1534288 |
| Ginnie Mae I Pool 4.5% 4/20/2053  | 269460 | 255453 |
| Ginnie Mae I Pool 4.5% 5/20/2053  | 355980 | 337365 |
| Ginnie Mae I Pool 4.5% 7/20/2052  | 563576 | 536789 |
| Ginnie Mae I Pool 4.5% 8/20/2052  | 485919 | 462824 |
| Ginnie Mae I Pool 4.5% 9/20/2052  | 660483 | 629091 |
| Ginnie Mae I Pool 5% 10/20/2052  | 321254 | 313228 |
| Ginnie Mae I Pool 5% 11/20/2049  | 105219 | 103831 |
| Ginnie Mae I Pool 5% 11/20/2052  | 731533 | 713257 |
| Ginnie Mae I Pool 5% 4/20/2053  | 1104960 | 1077355 |
| Ginnie Mae I Pool 5% 6/20/2053  | 439896 | 429147 |
| Ginnie Mae I Pool 5% 7/20/2052  | 317337 | 308715 |
| Ginnie Mae I Pool 5% 9/20/2052  | 634807 | 619344 |
| Ginnie Mae I Pool 5.5% 1/20/2053  | 214427 | 214097 |
| Ginnie Mae I Pool 5.5% 10/20/2052  | 444978 | 444709 |
| Ginnie Mae I Pool 5.5% 10/20/2054  | 643283 | 639226 |
| Ginnie Mae I Pool 5.5% 11/20/2052  | 240251 | 240106 |
| Ginnie Mae I Pool 5.5% 12/20/2052  | 1034548 | 1033277 |
| Ginnie Mae I Pool 5.5% 5/20/2053  | 410885 | 409995 |
| Ginnie Mae I Pool 5.5% 6/20/2053  | 489853 | 488638 |
| Ginnie Mae I Pool 6% 1/20/2053  | 260136 | 263939 |
| Ginnie Mae I Pool 6% 12/20/2052  | 1062929 | 1078467 |
| Ginnie Mae I Pool 6% 4/20/2053  | 242182 | 245722 |
| Ginnie Mae I Pool 6% 6/20/2053  | 224996 | 228285 |
| Ginnie Mae I Pool 6.5% 12/20/2052  | 226539 | 232332 |
| Ginnie Mae II Pool 1.5% 11/20/2051  | 354253 | 272188 |
| Ginnie Mae II Pool 1.5% 4/20/2051  | 72109 | 55405 |
| Ginnie Mae II Pool 1.5% 5/20/2051  | 90453 | 69499 |
| Ginnie Mae II Pool 2% 1/20/2051  | 2711140 | 2179146 |
| Ginnie Mae II Pool 2% 1/20/2052  | 322467 | 259191 |
| Ginnie Mae II Pool 2% 10/20/2050  | 109591 | 88086 |
| Ginnie Mae II Pool 2% 11/20/2051  | 2533185 | 2036902 |
| Ginnie Mae II Pool 2% 12/20/2050  | 10045797 | 8074558 |
| Ginnie Mae II Pool 2% 12/20/2051  | 344856 | 277186 |
| Ginnie Mae II Pool 2% 2/20/2051  | 2254198 | 1811867 |
| Ginnie Mae II Pool 2% 2/20/2052  | 684751 | 550386 |
| Ginnie Mae II Pool 2% 3/20/2051  | 1384402 | 1112747 |
| Ginnie Mae II Pool 2% 3/20/2052  | 317020 | 254912 |
| Ginnie Mae II Pool 2% 4/20/2051  | 2311670 | 1858062 |
| Ginnie Mae II Pool 2% 6/1/2055 (h) | 1375000 | 1104712 |
| Ginnie Mae II Pool 2% 7/20/2051  | 1889207 | 1519678 |
| Ginnie Mae II Pool 2% 8/20/2051  | 3295281 | 2648663 |
| Ginnie Mae II Pool 2% 9/20/2050  | 446437 | 359114 |
| Ginnie Mae II Pool 2.5% 1/20/2051  | 807677 | 677710 |
| Ginnie Mae II Pool 2.5% 1/20/2052  | 467241 | 391763 |
| Ginnie Mae II Pool 2.5% 10/20/2047  | 22071 | 18816 |
| Ginnie Mae II Pool 2.5% 10/20/2050  | 857895 | 719848 |
| Ginnie Mae II Pool 2.5% 10/20/2053  | 878356 | 737427 |
| Ginnie Mae II Pool 2.5% 11/20/2050  | 574128 | 481742 |
| Ginnie Mae II Pool 2.5% 11/20/2051  | 3023929 | 2535445 |
| Ginnie Mae II Pool 2.5% 12/20/2049  | 584282 | 492089 |
| Ginnie Mae II Pool 2.5% 12/20/2050  | 176525 | 148119 |
| Ginnie Mae II Pool 2.5% 2/20/2051  | 1020267 | 856092 |
| Ginnie Mae II Pool 2.5% 2/20/2052  | 1291703 | 1083647 |
| Ginnie Mae II Pool 2.5% 3/20/2047  | 16449 | 14023 |
| Ginnie Mae II Pool 2.5% 3/20/2050  | 125006 | 104969 |
| Ginnie Mae II Pool 2.5% 3/20/2051  | 235084 | 197256 |
| Ginnie Mae II Pool 2.5% 3/20/2052  | 129281 | 108417 |
| Ginnie Mae II Pool 2.5% 4/20/2050  | 88577 | 74379 |
| Ginnie Mae II Pool 2.5% 4/20/2051  | 172165 | 144462 |
| Ginnie Mae II Pool 2.5% 4/20/2052  | 922966 | 774015 |
| Ginnie Mae II Pool 2.5% 5/20/2050  | 485898 | 408014 |
| Ginnie Mae II Pool 2.5% 5/20/2051  | 2584913 | 2168963 |
| Ginnie Mae II Pool 2.5% 5/20/2052  | 1174747 | 985530 |
| Ginnie Mae II Pool 2.5% 6/1/2055 (h) | 550000 | 460919 |
| Ginnie Mae II Pool 2.5% 6/20/2050  | 260666 | 218721 |
| Ginnie Mae II Pool 2.5% 6/20/2051  | 1447473 | 1214101 |
| Ginnie Mae II Pool 2.5% 6/20/2052  | 93976 | 78810 |
| Ginnie Mae II Pool 2.5% 7/20/2051  | 7554391 | 6334059 |
| Ginnie Mae II Pool 2.5% 8/20/2050  | 1555588 | 1304948 |
| Ginnie Mae II Pool 2.5% 8/20/2051  | 2435702 | 2043001 |
| Ginnie Mae II Pool 2.5% 9/20/2050  | 1355202 | 1137130 |
| Ginnie Mae II Pool 2.5% 9/20/2051  | 579714 | 486067 |
| Ginnie Mae II Pool 3% 1/20/2043  | 3041 | 2750 |
| Ginnie Mae II Pool 3% 1/20/2048  | 607583 | 534917 |
| Ginnie Mae II Pool 3% 1/20/2050  | 592899 | 519026 |
| Ginnie Mae II Pool 3% 11/20/2051  | 376256 | 328317 |
| Ginnie Mae II Pool 3% 11/20/2054  | 642731 | 560138 |
| Ginnie Mae II Pool 3% 12/20/2049  | 491996 | 430695 |
| Ginnie Mae II Pool 3% 12/20/2051  | 395883 | 345444 |
| Ginnie Mae II Pool 3% 12/20/2054  | 269073 | 234496 |
| Ginnie Mae II Pool 3% 2/20/2046  | 246327 | 218022 |
| Ginnie Mae II Pool 3% 2/20/2050  | 19438 | 16992 |
| Ginnie Mae II Pool 3% 3/20/2043  | 12711 | 11495 |
| Ginnie Mae II Pool 3% 3/20/2051  | 1050459 | 917933 |
| Ginnie Mae II Pool 3% 3/20/2052  | 2397760 | 2091512 |
| Ginnie Mae II Pool 3% 4/20/2050  | 241416 | 211110 |
| Ginnie Mae II Pool 3% 4/20/2051  | 220073 | 192103 |
| Ginnie Mae II Pool 3% 4/20/2052  | 2052760 | 1789935 |
| Ginnie Mae II Pool 3% 5/20/2051  | 1743854 | 1522214 |
| Ginnie Mae II Pool 3% 5/20/2052  | 3870963 | 3376553 |
| Ginnie Mae II Pool 3% 6/1/2055 (h) | 300000 | 261449 |
| Ginnie Mae II Pool 3% 6/20/2050  | 656785 | 573925 |
| Ginnie Mae II Pool 3% 6/20/2052  | 1469792 | 1282066 |
| Ginnie Mae II Pool 3% 7/20/2042  | 44465 | 40299 |
| Ginnie Mae II Pool 3% 7/20/2046  | 100621 | 88996 |
| Ginnie Mae II Pool 3% 7/20/2049  | 271544 | 238559 |
| Ginnie Mae II Pool 3% 7/20/2050  | 508410 | 444269 |
| Ginnie Mae II Pool 3% 8/20/2043  | 3380 | 3048 |
| Ginnie Mae II Pool 3% 8/20/2046  | 924706 | 817870 |
| Ginnie Mae II Pool 3% 8/20/2050  | 423928 | 370445 |
| Ginnie Mae II Pool 3% 8/20/2051  | 608287 | 530595 |
| Ginnie Mae II Pool 3% 9/20/2046  | 235287 | 208103 |
| Ginnie Mae II Pool 3.5% 1/20/2050  | 577712 | 519392 |
| Ginnie Mae II Pool 3.5% 1/20/2055  | 645235 | 574302 |
| Ginnie Mae II Pool 3.5% 10/20/2051  | 70470 | 63091 |
| Ginnie Mae II Pool 3.5% 11/20/2047  | 99329 | 89705 |
| Ginnie Mae II Pool 3.5% 11/20/2053  | 455584 | 408312 |
| Ginnie Mae II Pool 3.5% 12/20/2046  | 52667 | 47680 |
| Ginnie Mae II Pool 3.5% 12/20/2049  | 102370 | 92036 |
| Ginnie Mae II Pool 3.5% 12/20/2054  | 408640 | 363717 |
| Ginnie Mae II Pool 3.5% 2/20/2046  | 619103 | 561634 |
| Ginnie Mae II Pool 3.5% 2/20/2051  | 1965359 | 1765728 |
| Ginnie Mae II Pool 3.5% 3/20/2049  | 220460 | 198411 |
| Ginnie Mae II Pool 3.5% 3/20/2050  | 750174 | 674444 |
| Ginnie Mae II Pool 3.5% 4/20/2046  | 99552 | 90155 |
| Ginnie Mae II Pool 3.5% 4/20/2049  | 56450 | 50805 |
| Ginnie Mae II Pool 3.5% 4/20/2050  | 149005 | 133870 |
| Ginnie Mae II Pool 3.5% 5/20/2044  | 4045 | 3705 |
| Ginnie Mae II Pool 3.5% 5/20/2046  | 112799 | 102153 |
| Ginnie Mae II Pool 3.5% 5/20/2050  | 122281 | 109937 |
| Ginnie Mae II Pool 3.5% 5/20/2051  | 1279001 | 1147088 |
| Ginnie Mae II Pool 3.5% 5/20/2052  | 159180 | 142215 |
| Ginnie Mae II Pool 3.5% 5/20/2054  | 464785 | 415178 |
| Ginnie Mae II Pool 3.5% 6/1/2055 (h) | 2125000 | 1891443 |
| Ginnie Mae II Pool 3.5% 6/20/2052  | 1236639 | 1105230 |
| Ginnie Mae II Pool 3.5% 7/1/2055 (h) | 1050000 | 934226 |
| Ginnie Mae II Pool 3.5% 7/20/2046  | 43645 | 39526 |
| Ginnie Mae II Pool 3.5% 7/20/2047  | 14022 | 12668 |
| Ginnie Mae II Pool 3.5% 7/20/2049  | 52477 | 47212 |
| Ginnie Mae II Pool 3.5% 8/20/2046  | 30325 | 27462 |
| Ginnie Mae II Pool 3.5% 8/20/2047  | 543186 | 490728 |
| Ginnie Mae II Pool 3.5% 9/20/2046  | 30884 | 27969 |
| Ginnie Mae II Pool 3.5% 9/20/2047  | 13362 | 12072 |
| Ginnie Mae II Pool 4% 1/20/2047  | 83208 | 77603 |
| Ginnie Mae II Pool 4% 1/20/2049  | 132944 | 123365 |
| Ginnie Mae II Pool 4% 1/20/2051  | 130923 | 121203 |
| Ginnie Mae II Pool 4% 1/20/2055  | 721173 | 660984 |
| Ginnie Mae II Pool 4% 10/20/2048  | 73326 | 68158 |
| Ginnie Mae II Pool 4% 10/20/2049  | 42549 | 39443 |
| Ginnie Mae II Pool 4% 11/20/2047  | 25389 | 23647 |
| Ginnie Mae II Pool 4% 12/20/2045  | 8333 | 7796 |
| Ginnie Mae II Pool 4% 12/20/2047  | 36888 | 34357 |
| Ginnie Mae II Pool 4% 12/20/2049  | 124508 | 115420 |
| Ginnie Mae II Pool 4% 12/20/2050  | 80582 | 74600 |
| Ginnie Mae II Pool 4% 12/20/2053  | 376999 | 346565 |
| Ginnie Mae II Pool 4% 12/20/2054  | 323704 | 296688 |
| Ginnie Mae II Pool 4% 2/20/2050  | 105364 | 97673 |
| Ginnie Mae II Pool 4% 2/20/2054  | 403024 | 370301 |
| Ginnie Mae II Pool 4% 3/20/2046  | 15240 | 14257 |
| Ginnie Mae II Pool 4% 3/20/2048  | 148693 | 138351 |
| Ginnie Mae II Pool 4% 3/20/2050  | 713291 | 661228 |
| Ginnie Mae II Pool 4% 4/20/2047  | 53776 | 50120 |
| Ginnie Mae II Pool 4% 4/20/2048  | 28502 | 26519 |
| Ginnie Mae II Pool 4% 4/20/2049  | 57213 | 53037 |
| Ginnie Mae II Pool 4% 4/20/2050  | 68311 | 63240 |
| Ginnie Mae II Pool 4% 4/20/2054  | 580098 | 532998 |
| Ginnie Mae II Pool 4% 5/20/2048  | 10013 | 9317 |
| Ginnie Mae II Pool 4% 5/20/2049  | 77825 | 72144 |
| Ginnie Mae II Pool 4% 5/20/2050  | 260388 | 241382 |
| Ginnie Mae II Pool 4% 5/20/2054  | 146411 | 134478 |
| Ginnie Mae II Pool 4% 6/20/2049  | 149649 | 138726 |
| Ginnie Mae II Pool 4% 6/20/2051  | 221846 | 204700 |
| Ginnie Mae II Pool 4% 7/20/2047  | 82483 | 76875 |
| Ginnie Mae II Pool 4% 8/20/2047  | 12366 | 11517 |
| Ginnie Mae II Pool 4% 8/20/2048  | 52417 | 48722 |
| Ginnie Mae II Pool 4% 8/20/2050  | 155930 | 144548 |
| Ginnie Mae II Pool 4% 8/20/2053  | 723640 | 665677 |
| Ginnie Mae II Pool 4% 9/20/2047  | 12542 | 11681 |
| Ginnie Mae II Pool 4% 9/20/2048  | 52236 | 48554 |
| Ginnie Mae II Pool 4% 9/20/2050  | 140486 | 130057 |
| Ginnie Mae II Pool 4.5% 1/20/2047  | 53807 | 52119 |
| Ginnie Mae II Pool 4.5% 1/20/2050  | 93524 | 89773 |
| Ginnie Mae II Pool 4.5% 1/20/2051  | 66330 | 63898 |
| Ginnie Mae II Pool 4.5% 1/20/2055  | 867459 | 819114 |
| Ginnie Mae II Pool 4.5% 10/20/2047  | 5915 | 5708 |
| Ginnie Mae II Pool 4.5% 10/20/2048  | 34096 | 32803 |
| Ginnie Mae II Pool 4.5% 10/20/2049  | 14515 | 13965 |
| Ginnie Mae II Pool 4.5% 10/20/2050  | 63284 | 61003 |
| Ginnie Mae II Pool 4.5% 11/20/2048  | 25611 | 24616 |
| Ginnie Mae II Pool 4.5% 11/20/2053  | 379906 | 359742 |
| Ginnie Mae II Pool 4.5% 11/20/2054  | 296495 | 279970 |
| Ginnie Mae II Pool 4.5% 12/20/2048  | 15988 | 15367 |
| Ginnie Mae II Pool 4.5% 12/20/2049  | 15916 | 15277 |
| Ginnie Mae II Pool 4.5% 12/20/2050  | 276901 | 265796 |
| Ginnie Mae II Pool 4.5% 2/20/2049  | 8780 | 8428 |
| Ginnie Mae II Pool 4.5% 2/20/2050  | 68506 | 65759 |
| Ginnie Mae II Pool 4.5% 2/20/2055  | 745511 | 703962 |
| Ginnie Mae II Pool 4.5% 3/20/2051  | 44696 | 42959 |
| Ginnie Mae II Pool 4.5% 3/20/2055  | 598915 | 565536 |
| Ginnie Mae II Pool 4.5% 4/20/2050  | 127228 | 122006 |
| Ginnie Mae II Pool 4.5% 4/20/2051  | 53416 | 51390 |
| Ginnie Mae II Pool 4.5% 5/20/2049  | 48848 | 46889 |
| Ginnie Mae II Pool 4.5% 5/20/2054  | 583517 | 551042 |
| Ginnie Mae II Pool 4.5% 6/20/2045  | 77118 | 75574 |
| Ginnie Mae II Pool 4.5% 6/20/2049  | 22216 | 21325 |
| Ginnie Mae II Pool 4.5% 6/20/2054  | 1391135 | 1313604 |
| Ginnie Mae II Pool 4.5% 7/20/2053  | 1091259 | 1034107 |
| Ginnie Mae II Pool 4.5% 8/20/2048  | 164210 | 158085 |
| Ginnie Mae II Pool 4.5% 8/20/2050  | 57506 | 55271 |
| Ginnie Mae II Pool 4.5% 9/20/2047  | 6081 | 5868 |
| Ginnie Mae II Pool 4.5% 9/20/2049  | 49777 | 47843 |
| Ginnie Mae II Pool 4.5% 9/20/2050  | 60095 | 57892 |
| Ginnie Mae II Pool 5% 1/20/2049  | 6459 | 6365 |
| Ginnie Mae II Pool 5% 1/20/2055  | 4460607 | 4330002 |
| Ginnie Mae II Pool 5% 10/20/2047  | 31742 | 31611 |
| Ginnie Mae II Pool 5% 10/20/2048  | 7505 | 7399 |
| Ginnie Mae II Pool 5% 11/20/2045  | 26088 | 26268 |
| Ginnie Mae II Pool 5% 11/20/2048  | 7043 | 6943 |
| Ginnie Mae II Pool 5% 11/20/2049  | 26306 | 26017 |
| Ginnie Mae II Pool 5% 11/20/2050  | 38634 | 38414 |
| Ginnie Mae II Pool 5% 11/20/2053  | 557458 | 542965 |
| Ginnie Mae II Pool 5% 12/20/2053  | 470212 | 457840 |
| Ginnie Mae II Pool 5% 12/20/2054  | 1166812 | 1132648 |
| Ginnie Mae II Pool 5% 2/20/2049  | 48316 | 47633 |
| Ginnie Mae II Pool 5% 2/20/2055  | 1019075 | 989237 |
| Ginnie Mae II Pool 5% 3/20/2048  | 8541 | 8484 |
| Ginnie Mae II Pool 5% 3/20/2050  | 54662 | 54266 |
| Ginnie Mae II Pool 5% 4/20/2048  | 18593 | 18447 |
| Ginnie Mae II Pool 5% 4/20/2049  | 8877 | 8751 |
| Ginnie Mae II Pool 5% 4/20/2055  | 424377 | 411951 |
| Ginnie Mae II Pool 5% 5/20/2049  | 35478 | 34977 |
| Ginnie Mae II Pool 5% 5/20/2054  | 478504 | 464867 |
| Ginnie Mae II Pool 5% 6/1/2055 (h) | 900000 | 873298 |
| Ginnie Mae II Pool 5% 6/20/2054  | 699676 | 679736 |
| Ginnie Mae II Pool 5% 7/20/2048  | 31167 | 30756 |
| Ginnie Mae II Pool 5% 7/20/2050  | 32941 | 32702 |
| Ginnie Mae II Pool 5% 7/20/2053  | 1517245 | 1480170 |
| Ginnie Mae II Pool 5% 9/20/2048  | 8361 | 8250 |
| Ginnie Mae II Pool 5% 9/20/2053  | 714322 | 696867 |
| Ginnie Mae II Pool 5.5% 1/20/2055  | 1637331 | 1627004 |
| Ginnie Mae II Pool 5.5% 10/20/2046  | 22074 | 22661 |
| Ginnie Mae II Pool 5.5% 10/20/2048  | 8515 | 8672 |
| Ginnie Mae II Pool 5.5% 10/20/2053  | 1265196 | 1261664 |
| Ginnie Mae II Pool 5.5% 12/20/2044  | 15009 | 15381 |
| Ginnie Mae II Pool 5.5% 12/20/2048  | 12191 | 12401 |
| Ginnie Mae II Pool 5.5% 2/20/2054  | 1193812 | 1189360 |
| Ginnie Mae II Pool 5.5% 6/1/2055 (h) | 5975000 | 5934021 |
| Ginnie Mae II Pool 5.5% 7/1/2055 (h) | 4675000 | 4638554 |
| Ginnie Mae II Pool 5.5% 7/20/2054  | 542452 | 539412 |
| Ginnie Mae II Pool 5.5% 8/20/2053  | 494668 | 493750 |
| Ginnie Mae II Pool 5.5% 8/20/2054  | 2114788 | 2102441 |
| Ginnie Mae II Pool 5.5% 9/20/2053  | 1143376 | 1141256 |
| Ginnie Mae II Pool 6% 1/20/2055  | 1851915 | 1871319 |
| Ginnie Mae II Pool 6% 12/20/2054  | 3695494 | 3737679 |
| Ginnie Mae II Pool 6% 3/20/2055  | 199568 | 201721 |
| Ginnie Mae II Pool 6% 6/1/2055 (h) | 3575000 | 3609723 |
| Ginnie Mae II Pool 6% 7/1/2055 (h) | 1650000 | 1663512 |
| Ginnie Mae II Pool 6.5% 3/20/2055  | 1775005 | 1818867 |
| Ginnie Mae II Pool 6.5% 6/1/2055 (h) | 975000 | 995849 |
| Ginnie Mae II Pool 6.5% 7/1/2055 (h) | 975000 | 995164 |
| Ginnie Mae II Pool 6.5% 7/20/2053  | 421296 | 431048 |
| Ginnie Mae II Pool 6.5% 7/20/2054  | 1062910 | 1085688 |
| Ginnie Mae II Pool 6.5% 9/20/2053  | 337729 | 345758 |
| Uniform Mortgage Backed Securities 2% 6/1/2040 (h) | 5250000 | 4741204 |
| Uniform Mortgage Backed Securities 2% 6/1/2055 (h) | 28625000 | 22250344 |
| Uniform Mortgage Backed Securities 2% 7/1/2055 (h) | 14100000 | 10966054 |
| Uniform Mortgage Backed Securities 2.5% 6/1/2055 (h) | 4700000 | 3830316 |
| Uniform Mortgage Backed Securities 3% 6/1/2055 (h) | 2500000 | 2128124 |
| Uniform Mortgage Backed Securities 3.5% 6/1/2055 (h) | 1950000 | 1729710 |
| Uniform Mortgage Backed Securities 3.5% 7/1/2055 (h) | 1150000 | 1019860 |
| Uniform Mortgage Backed Securities 4% 6/1/2055 (h) | 900000 | 825186 |
| Uniform Mortgage Backed Securities 4.5% 6/1/2055 (h) | 1875000 | 1769239 |
| Uniform Mortgage Backed Securities 5% 6/1/2055 (h) | 1650000 | 1597599 |
| Uniform Mortgage Backed Securities 5.5% 6/1/2055 (h) | 3300000 | 3268034 |
| Uniform Mortgage Backed Securities 6% 6/1/2055 (h) | 6075000 | 6135988 |
| Uniform Mortgage Backed Securities 6.5% 6/1/2055 (h) | 1650000 | 1694343 |
| TOTAL UNITED STATES |  | 712808093 |
| <br> **TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES**<br> (Cost $762,845,061) |  | <br> **712808093** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Government Agency Obligations - 0.5%** | &nbsp;&nbsp;**U.S. Government Agency Obligations - 0.5%** | &nbsp;&nbsp;**U.S. Government Agency Obligations - 0.5%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.5%  |  |  |
| Financials - 0.5% |  |  |
| Financial Services - 0.5% |  |  |
| Fannie Mae 0.54% 10/27/2025  | 500000 | 492301 |
| Fannie Mae 0.75% 10/8/2027  | 250000 | 232500 |
| Fannie Mae 0.875% 8/5/2030  | 108000 | 92354 |
| Fannie Mae 6.625% 11/15/2030  | 1650000 | 1854453 |
| Federal Farm Credit Banks Funding Corp 1.4% 3/10/2028  | 2230000 | 2078970 |
| Federal Farm Credit Banks Funding Corp 3.8% 4/5/2032  | 1000000 | 950057 |
| Federal Home Loan Bank 0.9% 2/26/2027  | 3290000 | 3115774 |
| Federal Home Loan Bank 0.96% 3/5/2026  | 1300000 | 1268306 |
| Federal Home Loan Bank 3.25% 6/9/2028  | 210000 | 206647 |
| Federal Home Loan Bank 4.375% 9/8/2028  | 30000 | 30438 |
| Federal Home Loan Bank 4.75% 3/10/2034  | 1000000 | 1015864 |
| Freddie Mac Non Gold Pool 6.25% 7/15/2032  | 830000 | 931703 |
| Freddie Mac Non Gold Pool 6.75% 3/15/2031  | 870000 | 986992 |
|  |  | 13256359 |
| Utilities - 0.0% |  |  |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |
| Tennessee Valley Authority 2.875% 2/1/2027  | 145000 | 142393 |
| Tennessee Valley Authority 4.25% 9/15/2052  | 150000 | 122056 |
| Tennessee Valley Authority 4.25% 9/15/2065  | 210000 | 164020 |
| Tennessee Valley Authority 4.375% 8/1/2034  | 269000 | 263461 |
| Tennessee Valley Authority 4.875% 5/15/2035  | 700000 | 704200 |
| Tennessee Valley Authority 5.25% 9/15/2039  | 420000 | 432634 |
| Tennessee Valley Authority 5.88% 4/1/2036  | 110000 | 119657 |
|  |  | 1948421 |
| TOTAL UNITED STATES |  | 15204780 |
| <br> **TOTAL U.S. GOVERNMENT AGENCY OBLIGATIONS**<br> (Cost $15,767,149) |  | <br> **15204780** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 45.9%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 45.9%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 45.9%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 45.9%** |
|  | Yield (%) (i) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Bonds 1.125% 5/15/2040  | 1.44 | 2000 | 1215 |
| US Treasury Bonds 1.125% 8/15/2040  | 2.18 | 76000 | 45677 |
| US Treasury Bonds 1.25% 5/15/2050  | 2.33 | 238000 | 111181 |
| US Treasury Bonds 1.375% 11/15/2040  | 1.92 to 2.06 | 1276000 | 795755 |
| US Treasury Bonds 1.375% 8/15/2050  | 2.30 to 2.37 | 290000 | 139109 |
| US Treasury Bonds 1.75% 8/15/2041  | 1.96 to 3.69 | 6137000 | 3986413 |
| US Treasury Bonds 1.875% 11/15/2051  | 2.04 to 3.39 | 1574000 | 852788 |
| US Treasury Bonds 1.875% 2/15/2041  | 1.91 to 2.32 | 14910000 | 10042118 |
| US Treasury Bonds 2% 11/15/2041  | 2.11 to 3.33 | 3170000 | 2136407 |
| US Treasury Bonds 2% 2/15/2050  | 1.49 to 1.71 | 683000 | 391124 |
| US Treasury Bonds 2% 8/15/2051  | 1.85 to 3.25 | 8892000 | 4996193 |
| US Treasury Bonds 2.25% 5/15/2041  | 2.07 to 3.12 | 6995000 | 4979019 |
| US Treasury Bonds 2.25% 8/15/2046  | 1.93 | 148000 | 94703 |
| US Treasury Bonds 2.25% 8/15/2049  | 2.20 to 2.22 | 267000 | 163350 |
| US Treasury Bonds 2.375% 11/15/2049  | 2.39 | 38000 | 23852 |
| US Treasury Bonds 2.375% 5/15/2051  | 2.60 to 3.09 | 1245000 | 770295 |
| US Treasury Bonds 2.5% 2/15/2046  | 1.27 | 329000 | 222936 |
| US Treasury Bonds 2.5% 5/15/2046  | 3.05 | 122000 | 82398 |
| US Treasury Bonds 2.75% 11/15/2042  | 1.27 to 2.83 | 329000 | 245413 |
| US Treasury Bonds 2.75% 11/15/2047  | 3.32 to 3.37 | 157000 | 109078 |
| US Treasury Bonds 2.75% 8/15/2047  | 3.10 to 3.18 | 177000 | 123326 |
| US Treasury Bonds 2.875% 11/15/2046  | 2.33 to 3.19 | 359000 | 258704 |
| US Treasury Bonds 2.875% 5/15/2049  | 2.23 to 2.58 | 361000 | 253179 |
| US Treasury Bonds 2.875% 5/15/2052  | 2.94 to 3.20 | 2960000 | 2033497 |
| US Treasury Bonds 2.875% 8/15/2045  | 2.82 to 2.91 | 268000 | 195923 |
| US Treasury Bonds 3% 11/15/2044  | 2.28 to 3.31 | 264000 | 198866 |
| US Treasury Bonds 3% 11/15/2045  | 3.08 to 3.17 | 76000 | 56617 |
| US Treasury Bonds 3% 2/15/2047  | 3.00 | 83000 | 61002 |
| US Treasury Bonds 3% 2/15/2048  | 3.07 | 121000 | 87881 |
| US Treasury Bonds 3% 2/15/2049  | 2.52 to 2.57 | 264000 | 190121 |
| US Treasury Bonds 3% 5/15/2042  | 1.10 to 3.04 | 238000 | 186226 |
| US Treasury Bonds 3% 5/15/2047  | 2.77 to 4.98 | 1607000 | 1177567 |
| US Treasury Bonds 3% 8/15/2048  | 3.07 to 3.39 | 188000 | 135874 |
| US Treasury Bonds 3% 8/15/2052  | 3.59 to 4.15 | 7670000 | 5408249 |
| US Treasury Bonds 3.125% 11/15/2041  | 2.27 to 2.52 | 229000 | 183996 |
| US Treasury Bonds 3.125% 2/15/2042  | 1.10 to 2.95 | 264000 | 211262 |
| US Treasury Bonds 3.125% 5/15/2048  | 3.13 | 48000 | 35603 |
| US Treasury Bonds 3.25% 5/15/2042  | 3.21 to 4.49 | 6160000 | 4996819 |
| US Treasury Bonds 3.375% 11/15/2048  | 3.25 | 68000 | 52586 |
| US Treasury Bonds 3.375% 5/15/2044  | 3.04 to 3.33 | 186000 | 149839 |
| US Treasury Bonds 3.375% 8/15/2042  | 3.51 to 4.43 | 14140000 | 11639540 |
| US Treasury Bonds 3.625% 2/15/2053  | 3.66 to 4.11 | 9520000 | 7602984 |
| US Treasury Bonds 3.625% 5/15/2053  | 3.83 to 4.23 | 6910000 | 5512614 |
| US Treasury Bonds 3.625% 8/15/2043  | 2.54 | 86000 | 72559 |
| US Treasury Bonds 3.75% 11/15/2043  | 3.17 | 94000 | 80543 |
| US Treasury Bonds 3.75% 8/15/2041  | 2.47 to 2.94 | 225000 | 197771 |
| US Treasury Bonds 3.875% 2/15/2043  | 3.76 to 4.59 | 10190000 | 8950482 |
| US Treasury Bonds 3.875% 5/15/2043  | 4.02 to 4.24 | 7160000 | 6269887 |
| US Treasury Bonds 3.875% 8/15/2040  | 2.12 | 126000 | 113651 |
| US Treasury Bonds 4% 11/15/2042  | 3.79 to 4.13 | 10370000 | 9285606 |
| US Treasury Bonds 4% 11/15/2052  | 3.60 to 3.88 | 6250000 | 5348877 |
| US Treasury Bonds 4.125% 8/15/2044  | 4.11 to 4.89 | 19240000 | 17289695 |
| US Treasury Bonds 4.125% 8/15/2053 (j) | 4.20 to 5.03 | 4510000 | 3943255 |
| US Treasury Bonds 4.25% 2/15/2054  | 4.27 to 4.79 | 29973000 | 26770807 |
| US Treasury Bonds 4.25% 8/15/2054  | 4.02 to 4.48 | 17950000 | 16051227 |
| US Treasury Bonds 4.375% 11/15/2039  | 3.18 | 5000 | 4814 |
| US Treasury Bonds 4.375% 2/15/2038  | 2.97 to 3.10 | 81000 | 79598 |
| US Treasury Bonds 4.375% 5/15/2041  | 2.97 | 433000 | 411942 |
| US Treasury Bonds 4.375% 8/15/2043  | 4.41 to 5.07 | 4130000 | 3862841 |
| US Treasury Bonds 4.5% 11/15/2054  | 4.37 to 4.84 | 10730000 | 10015784 |
| US Treasury Bonds 4.5% 2/15/2036  | 1.78 to 2.83 | 223000 | 225727 |
| US Treasury Bonds 4.5% 2/15/2044 (j) | 4.36 to 4.85 | 22650000 | 21480340 |
| US Treasury Bonds 4.5% 5/15/2038  | 3.16 | 69000 | 68722 |
| US Treasury Bonds 4.625% 11/15/2044  | 4.86 to 4.90 | 4350000 | 4178039 |
| US Treasury Bonds 4.625% 2/15/2055  | 4.69 to 4.83 | 5390000 | 5141417 |
| US Treasury Bonds 4.625% 5/15/2044  | 4.47 to 4.76 | 8980000 | 8645355 |
| US Treasury Bonds 4.625% 5/15/2054  | 4.34 to 4.68 | 8840000 | 8408705 |
| US Treasury Bonds 4.75% 11/15/2043  | 4.22 to 4.70 | 18010000 | 17657539 |
| US Treasury Bonds 4.75% 5/15/2055  | 4.90 to 4.93 | 6670000 | 6499081 |
| US Treasury Bonds 5% 5/15/2037  | 2.94 | 391000 | 409573 |
| US Treasury Bonds 5% 5/15/2045  | 5.05 | 1540000 | 1555641 |
| US Treasury Notes 0.375% 1/31/2026  | 0.85 to 0.89 | 4225000 | 4117766 |
| US Treasury Notes 0.375% 7/31/2027  | 0.39 to 0.46 | 3005000 | 2787255 |
| US Treasury Notes 0.375% 9/30/2027  | 0.54 to 0.73 | 3744000 | 3454864 |
| US Treasury Notes 0.5% 2/28/2026  | 0.67 to 0.82 | 5602000 | 5449367 |
| US Treasury Notes 0.5% 4/30/2027  | 0.54 | 546000 | 511939 |
| US Treasury Notes 0.5% 5/31/2027  | 0.69 | 43000 | 40202 |
| US Treasury Notes 0.5% 6/30/2027  | 0.48 to 0.49 | 856000 | 798454 |
| US Treasury Notes 0.5% 8/31/2027  | 0.46 to 1.19 | 2377000 | 2205225 |
| US Treasury Notes 0.625% 11/30/2027  | 0.63 to 0.76 | 2407000 | 2222620 |
| US Treasury Notes 0.625% 12/31/2027  | 0.76 to 0.84 | 1696000 | 1561579 |
| US Treasury Notes 0.625% 3/31/2027  | 0.63 | 884000 | 832997 |
| US Treasury Notes 0.625% 7/31/2026  | 0.67 to 0.83 | 3960000 | 3804694 |
| US Treasury Notes 0.625% 8/15/2030  | 1.55 to 1.70 | 644000 | 542721 |
| US Treasury Notes 0.75% 1/31/2028  | 0.79 to 1.00 | 4807000 | 4429951 |
| US Treasury Notes 0.75% 4/30/2026  | 0.81 | 3206000 | 3108417 |
| US Treasury Notes 0.75% 5/31/2026  | 0.78 to 0.90 | 3183000 | 3077837 |
| US Treasury Notes 0.875% 9/30/2026  | 1.05 to 1.62 | 6070000 | 5823169 |
| US Treasury Notes 1.125% 10/31/2026  | 1.10 to 1.83 | 8680000 | 8335852 |
| US Treasury Notes 1.125% 2/29/2028  | 1.28 to 1.37 | 5030000 | 4673381 |
| US Treasury Notes 1.125% 8/31/2028  | 1.07 to 1.42 | 5215000 | 4780077 |
| US Treasury Notes 1.25% 11/30/2026  | 3.75 | 429000 | 411991 |
| US Treasury Notes 1.25% 12/31/2026  | 1.42 to 2.91 | 7670000 | 7351216 |
| US Treasury Notes 1.25% 3/31/2028  | 1.23 to 1.34 | 4619000 | 4297294 |
| US Treasury Notes 1.25% 4/30/2028  | 1.23 to 1.29 | 3357000 | 3117027 |
| US Treasury Notes 1.25% 5/31/2028  | 1.24 | 2807000 | 2600751 |
| US Treasury Notes 1.25% 6/30/2028  | 0.99 to 1.02 | 3624000 | 3350643 |
| US Treasury Notes 1.25% 8/15/2031  | 3.02 to 3.09 | 3247000 | 2742193 |
| US Treasury Notes 1.25% 9/30/2028  | 1.34 to 1.44 | 2821000 | 2590361 |
| US Treasury Notes 1.375% 10/31/2028  | 1.45 to 2.02 | 7420000 | 6827849 |
| US Treasury Notes 1.375% 12/31/2028  | 1.71 to 2.71 | 2240000 | 2053187 |
| US Treasury Notes 1.375% 8/31/2026  | 1.68 | 366000 | 354148 |
| US Treasury Notes 1.5% 1/31/2027  | 0.69 to 3.03 | 5829000 | 5598572 |
| US Treasury Notes 1.5% 11/30/2028  | 1.77 to 1.79 | 1062000 | 979571 |
| US Treasury Notes 1.5% 2/15/2030  | 1.62 | 724000 | 648630 |
| US Treasury Notes 1.5% 8/15/2026  | 3.01 | 283000 | 274488 |
| US Treasury Notes 1.625% 11/30/2026  | 1.84 | 454000 | 438465 |
| US Treasury Notes 1.625% 5/15/2031  | 3.75 | 9580000 | 8346575 |
| US Treasury Notes 1.625% 8/15/2029  | 0.69 to 1.93 | 2954000 | 2697256 |
| US Treasury Notes 1.625% 9/30/2026  | 1.68 to 1.84 | 1345000 | 1303231 |
| US Treasury Notes 1.75% 1/31/2029  | 1.86 to 2.36 | 4210000 | 3902966 |
| US Treasury Notes 1.875% 2/28/2029  | 3.07 | 820000 | 762568 |
| US Treasury Notes 1.875% 7/31/2026  | 1.61 to 1.76 | 800000 | 779938 |
| US Treasury Notes 2% 11/15/2026  | 1.54 to 3.18 | 562000 | 546084 |
| US Treasury Notes 2.25% 11/15/2027  | 3.19 | 255000 | 245328 |
| US Treasury Notes 2.25% 2/15/2027  | 2.51 to 4.77 | 4017000 | 3904493 |
| US Treasury Notes 2.25% 8/15/2027  | 2.66 to 3.05 | 1371000 | 1323818 |
| US Treasury Notes 2.375% 5/15/2027  | 2.54 to 2.88 | 1576000 | 1530628 |
| US Treasury Notes 2.375% 5/15/2029  | 1.88 to 2.12 | 473000 | 446560 |
| US Treasury Notes 2.5% 2/28/2026  | 2.41 | 273000 | 269508 |
| US Treasury Notes 2.5% 3/31/2027  | 3.06 | 2870000 | 2798026 |
| US Treasury Notes 2.625% 2/15/2029  | 1.60 to 2.72 | 1038000 | 992588 |
| US Treasury Notes 2.625% 5/31/2027  | 2.84 | 3110000 | 3033465 |
| US Treasury Notes 2.625% 7/31/2029  | 2.87 to 3.15 | 13410000 | 12746310 |
| US Treasury Notes 2.75% 2/15/2028  | 1.53 to 3.24 | 629000 | 610916 |
| US Treasury Notes 2.75% 4/30/2027  | 2.90 to 2.93 | 1920000 | 1878825 |
| US Treasury Notes 2.75% 6/30/2025  | 2.93 | 237000 | 236691 |
| US Treasury Notes 2.75% 7/31/2027  | 2.91 to 3.18 | 4190000 | 4091306 |
| US Treasury Notes 2.75% 8/15/2032  | 3.10 to 4.02 | 13225000 | 12047665 |
| US Treasury Notes 2.75% 8/31/2025  | 2.80 | 304000 | 302851 |
| US Treasury Notes 2.875% 11/30/2025  | 2.69 to 2.71 | 288000 | 285959 |
| US Treasury Notes 2.875% 4/30/2029  | 3.03 | 290000 | 279148 |
| US Treasury Notes 2.875% 5/15/2028  | 2.48 to 2.72 | 231000 | 224638 |
| US Treasury Notes 2.875% 7/31/2025  | 2.77 | 258000 | 257370 |
| US Treasury Notes 2.875% 8/15/2028  | 1.32 to 2.86 | 1186000 | 1150188 |
| US Treasury Notes 3% 10/31/2025  | 2.59 | 535000 | 532087 |
| US Treasury Notes 3% 7/15/2025  | 3.15 | 910000 | 908471 |
| US Treasury Notes 3.125% 11/15/2028  | 1.98 to 3.01 | 331000 | 322841 |
| US Treasury Notes 3.125% 8/31/2027  | 3.27 to 3.69 | 3090000 | 3039788 |
| US Treasury Notes 3.125% 8/31/2029  | 3.21 to 3.61 | 2250000 | 2179248 |
| US Treasury Notes 3.25% 6/30/2027  | 2.89 to 3.15 | 3320000 | 3278370 |
| US Treasury Notes 3.25% 6/30/2029  | 2.70 to 3.02 | 1750000 | 1705635 |
| US Treasury Notes 3.375% 5/15/2033  | 3.96 | 960000 | 903713 |
| US Treasury Notes 3.375% 9/15/2027  | 3.56 | 3650000 | 3610078 |
| US Treasury Notes 3.5% 1/31/2028  | 3.49 to 3.77 | 5420000 | 5369611 |
| US Treasury Notes 3.5% 1/31/2030  | 3.51 to 4.07 | 5650000 | 5540311 |
| US Treasury Notes 3.5% 2/15/2033  | 3.75 to 4.06 | 7830000 | 7456546 |
| US Treasury Notes 3.5% 4/30/2028  | 3.41 to 4.02 | 4370000 | 4326109 |
| US Treasury Notes 3.5% 4/30/2030  | 3.71 to 4.70 | 7080000 | 6930103 |
| US Treasury Notes 3.5% 9/30/2029  | 3.57 | 1460000 | 1434906 |
| US Treasury Notes 3.625% 3/31/2028  | 3.51 to 3.58 | 2180000 | 2166375 |
| US Treasury Notes 3.625% 3/31/2030  | 3.55 | 410000 | 403802 |
| US Treasury Notes 3.625% 5/31/2028  | 3.74 to 4.11 | 13510000 | 13417119 |
| US Treasury Notes 3.625% 8/31/2029  | 3.71 | 5210000 | 5147317 |
| US Treasury Notes 3.625% 9/30/2031  | 3.66 to 4.15 | 9740000 | 9474052 |
| US Treasury Notes 3.75% 12/31/2028  | 3.84 to 4.06 | 8390000 | 8349033 |
| US Treasury Notes 3.75% 12/31/2030  | 4.09 to 4.11 | 3600000 | 3547828 |
| US Treasury Notes 3.75% 4/15/2028  | 3.58 to 3.82 | 18850000 | 18789621 |
| US Treasury Notes 3.75% 5/15/2028  | 3.85 to 4.00 | 28210000 | 28126273 |
| US Treasury Notes 3.75% 5/31/2030  | 3.92 to 4.23 | 1860000 | 1840601 |
| US Treasury Notes 3.75% 6/30/2030  | 3.86 to 4.23 | 6970000 | 6894855 |
| US Treasury Notes 3.75% 8/31/2031  | 3.63 | 2030000 | 1989796 |
| US Treasury Notes 3.875% 10/15/2027  | 3.86 to 4.16 | 25440000 | 25433044 |
| US Treasury Notes 3.875% 11/30/2029  | 3.45 to 3.80 | 3970000 | 3957594 |
| US Treasury Notes 3.875% 12/31/2027  | 3.64 to 4.01 | 5110000 | 5110599 |
| US Treasury Notes 3.875% 12/31/2029  | 3.58 to 4.05 | 5560000 | 5541322 |
| US Treasury Notes 3.875% 3/15/2028  | 3.88 | 9070000 | 9074960 |
| US Treasury Notes 3.875% 4/30/2030  | 3.72 to 4.11 | 15380000 | 15318720 |
| US Treasury Notes 3.875% 8/15/2033  | 4.27 to 4.71 | 4340000 | 4221667 |
| US Treasury Notes 3.875% 9/30/2029  | 3.96 to 4.11 | 5080000 | 5066705 |
| US Treasury Notes 4% 1/15/2027  | 4.02 to 4.10 | 7640000 | 7640895 |
| US Treasury Notes 4% 1/31/2029  | 3.87 to 4.22 | 11640000 | 11675920 |
| US Treasury Notes 4% 1/31/2031  | 3.91 to 4.34 | 9240000 | 9217261 |
| US Treasury Notes 4% 10/31/2029  | 3.73 to 4.14 | 10290000 | 10313715 |
| US Treasury Notes 4% 12/15/2025  | 3.94 to 4.24 | 2220000 | 2218157 |
| US Treasury Notes 4% 12/15/2027  | 4.22 to 4.32 | 32340000 | 32445445 |
| US Treasury Notes 4% 2/15/2034  | 4.35 to 4.69 | 6580000 | 6429123 |
| US Treasury Notes 4% 2/29/2028  | 4.17 | 3620000 | 3631878 |
| US Treasury Notes 4% 3/31/2030  | 3.95 | 8710000 | 8724970 |
| US Treasury Notes 4% 4/30/2032  | 3.93 to 4.29 | 23490000 | 23258770 |
| US Treasury Notes 4% 5/31/2030  | 3.95 | 14550000 | 14578418 |
| US Treasury Notes 4% 6/30/2028  | 4.01 to 4.25 | 9110000 | 9145586 |
| US Treasury Notes 4% 7/31/2029  | 3.94 | 4650000 | 4662273 |
| US Treasury Notes 4% 7/31/2030  | 4.38 | 1020000 | 1020239 |
| US Treasury Notes 4.125% 10/31/2027  | 3.82 to 4.25 | 7580000 | 7621157 |
| US Treasury Notes 4.125% 10/31/2029  | 4.15 to 4.31 | 13400000 | 13496836 |
| US Treasury Notes 4.125% 10/31/2031  | 4.13 to 4.38 | 13820000 | 13818920 |
| US Treasury Notes 4.125% 11/15/2027  | 4.11 to 4.20 | 21290000 | 21408093 |
| US Treasury Notes 4.125% 11/15/2032  | 3.36 to 3.95 | 9650000 | 9607404 |
| US Treasury Notes 4.125% 11/30/2029  | 4.08 to 4.44 | 10860000 | 10941874 |
| US Treasury Notes 4.125% 11/30/2031  | 4.08 to 4.32 | 6970000 | 6966188 |
| US Treasury Notes 4.125% 2/15/2027  | 4.30 to 4.48 | 17430000 | 17472213 |
| US Treasury Notes 4.125% 2/29/2032  | 4.10 to 4.12 | 10110000 | 10092623 |
| US Treasury Notes 4.125% 3/31/2029  | 4.20 to 4.66 | 12990000 | 13087425 |
| US Treasury Notes 4.125% 3/31/2031  | 4.33 to 4.66 | 10520000 | 10549998 |
| US Treasury Notes 4.125% 3/31/2032  | 4.08 to 4.11 | 6630000 | 6616533 |
| US Treasury Notes 4.125% 6/15/2026  | 3.88 to 4.53 | 21860000 | 21855731 |
| US Treasury Notes 4.125% 7/31/2031  | 3.68 to 3.96 | 15070000 | 15089155 |
| US Treasury Notes 4.125% 8/31/2030  | 4.63 | 880000 | 885019 |
| US Treasury Notes 4.25% 1/15/2028  | 4.24 to 4.28 | 15030000 | 15167384 |
| US Treasury Notes 4.25% 1/31/2026  | 4.72 | 1410000 | 1409435 |
| US Treasury Notes 4.25% 1/31/2030  | 4.33 | 10630000 | 10761214 |
| US Treasury Notes 4.25% 11/15/2034  | 4.15 to 4.58 | 16370000 | 16208858 |
| US Treasury Notes 4.25% 2/15/2028  | 3.98 to 4.08 | 22760000 | 22979022 |
| US Treasury Notes 4.25% 2/28/2029  | 4.20 to 4.24 | 7430000 | 7517361 |
| US Treasury Notes 4.25% 2/28/2031  | 4.21 to 4.27 | 6710000 | 6776838 |
| US Treasury Notes 4.25% 5/15/2035  | 4.39 to 4.48 | 10420000 | 10302775 |
| US Treasury Notes 4.25% 6/30/2029  | 4.17 to 4.34 | 7990000 | 8087920 |
| US Treasury Notes 4.25% 6/30/2031  | 4.09 to 4.23 | 6210000 | 6261912 |
| US Treasury Notes 4.375% 1/31/2032  | 4.44 | 4670000 | 4730564 |
| US Treasury Notes 4.375% 11/30/2028  | 3.79 to 4.29 | 6830000 | 6935385 |
| US Treasury Notes 4.375% 11/30/2030  | 3.87 to 4.36 | 8470000 | 8611939 |
| US Treasury Notes 4.375% 12/15/2026  | 3.98 to 4.15 | 10500000 | 10556602 |
| US Treasury Notes 4.375% 12/31/2029  | 4.33 to 4.41 | 9890000 | 10063075 |
| US Treasury Notes 4.375% 5/15/2034  | 4.06 to 4.49 | 8680000 | 8704413 |
| US Treasury Notes 4.375% 7/15/2027  | 4.10 to 4.26 | 14500000 | 14636471 |
| US Treasury Notes 4.375% 8/15/2026  | 4.66 | 210000 | 210689 |
| US Treasury Notes 4.5% 11/15/2025  | 4.08 | 2900000 | 2901529 |
| US Treasury Notes 4.5% 12/31/2031  | 4.43 to 4.70 | 14380000 | 14673779 |
| US Treasury Notes 4.5% 4/15/2027  | 4.77 to 4.88 | 10820000 | 10928623 |
| US Treasury Notes 4.5% 5/15/2027  | 4.51 to 4.74 | 16650000 | 16828207 |
| US Treasury Notes 4.5% 5/31/2029  | 4.49 | 990000 | 1010960 |
| US Treasury Notes 4.5% 7/15/2026  | 4.34 to 4.68 | 10340000 | 10383218 |
| US Treasury Notes 4.625% 11/15/2026  | 4.47 to 4.50 | 6220000 | 6271752 |
| US Treasury Notes 4.625% 2/15/2035  | 4.05 to 4.31 | 18370000 | 18709031 |
| US Treasury Notes 4.625% 4/30/2029  | 4.72 | 5660000 | 5803490 |
| US Treasury Notes 4.625% 4/30/2031  | 4.49 to 4.71 | 8070000 | 8301382 |
| US Treasury Notes 4.625% 5/31/2031  | 4.25 to 4.49 | 10900000 | 11210395 |
| US Treasury Notes 4.625% 6/15/2027  | 4.41 to 4.52 | 11480000 | 11640092 |
| US Treasury Notes 4.625% 9/15/2026  | 4.79 | 6990000 | 7038329 |
| US Treasury Notes 4.625% 9/30/2028  | 4.60 to 4.68 | 3820000 | 3907890 |
| US Treasury Notes 4.75% 2/15/2045  | 4.59 to 4.96 | 17470000 | 17052358 |
| US Treasury Notes 4.875% 10/31/2028  | 4.65 to 4.82 | 3722000 | 3837586 |
| US Treasury Notes 4.875% 10/31/2030  | 4.36 to 4.89 | 7650000 | 7964068 |
| US Treasury Notes 4.875% 5/31/2026  | 4.86 | 2910000 | 2929915 |
| US Treasury Notes 5% 10/31/2025  | 5.06 | 3000000 | 3007078 |
| US Treasury Notes 5% 8/31/2025  | 4.85 | 250000 | 250332 |
| <br> **TOTAL U.S. TREASURY OBLIGATIONS**<br> (Cost $1,347,849,946) |  |  | **1307603219** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 1.8%** | &nbsp;&nbsp;**Money Market Funds - 1.8%** | &nbsp;&nbsp;**Money Market Funds - 1.8%** | &nbsp;&nbsp;**Money Market Funds - 1.8%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (k)<br>(Cost $51,836,085)<br>| 4.32 | 51825720 | **51836085** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 103.2%**<br> (Cost $3,092,643,003)<br>| <br>**2946979015** |
| **NET OTHER ASSETS (LIABILITIES) - (3.2)%**  | **(89112429)** |
| **NET ASSETS - 100.0%** | **2857866586** |

---

---

| | | |
|:---|:---|:---|
| **TBA Sale Commitments**  | **TBA Sale Commitments**  | **TBA Sale Commitments**  |
|  | Principal<br> Amount (a) | Value ($) |
| U.S. Government Agency - Mortgage Securities |  |  |
| Ginnie Mae II Pool 3.5% 6/1/2055 | (1050000) | (934595) |
| Ginnie Mae II Pool 5.5% 6/1/2055 | (4675000) | (4642937) |
| Ginnie Mae II Pool 6% 6/1/2055 | (1650000) | (1666026) |
| Ginnie Mae II Pool 6.5% 6/1/2055 | (975000) | (995849) |
| Uniform Mortgage Backed Securities 2% 6/1/2055 | (14625000) | (11368081) |
| Uniform Mortgage Backed Securities 2.5% 6/1/2055 | (300000) | (244488) |
| Uniform Mortgage Backed Securities 3.5% 6/1/2055 | (1150000) | (1020085) |
| Uniform Mortgage Backed Securities 5% 6/1/2055 | (3525000) | (3413053) |
| Uniform Mortgage Backed Securities 5.5% 6/1/2055 | (1300000) | (1287407) |
| Uniform Mortgage Backed Securities 6% 6/1/2055 | (1925000) | (1944325) |
| TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES  |  | (27516846) |
| **TOTAL TBA SALE COMMITMENTS**<br> (Proceeds $27,443,627) |  | <br> **(27516846)** |

---

**Legend**

(a) Amount is stated in United States dollars unless otherwise noted.

(b) Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.

(c) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $3,714,359 or 0.1% of net assets.

(d) Security initially issued in zero coupon form which converts to coupon form at a specified rate and date. The rate shown is the rate at period end.

(e) Security initially issued at one coupon which converts to a higher coupon at a specified date. The rate shown is the rate at period end.

(f) Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.

(g) Security is perpetual in nature with no stated maturity date.

(h) Security or a portion of the security purchased on a delayed delivery or when-issued basis.

(i) Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.

(j) Security or a portion of the security has been segregated as collateral for mortgage-backed or asset-backed securities purchased on a delayed delivery or when-issued basis. At period end, the value of securities pledged amounted to $390,742.

(k) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

**Affiliated Central Funds**

Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 21756543 | 432631627 | 402552085 | 715948 | - | - | 51836085 | 51825720 | 0.1% |
| Total | 21756543 | 432631627 | 402552085 | 715948 | - | - | 51836085 |  |  |

---

Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds.

**Investment Valuation**

Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Securities transactions are accounted for as of trade date. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.

The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown 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, etc.)

Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)

Valuation techniques used to value investments by major category are as follows:

Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing services or from brokers who make markets in such securities. U.S. Treasury Obligations, Bank Notes, Foreign Government and Government Agency Obligations, Municipal Securities, Non-Convertible Corporate Bonds, Preferred Securities and U.S. Government Agency Obligations are valued by pricing services who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. Asset-Backed Securities, Commercial Mortgage Securities and U.S. Government Agency - Mortgage Securities are valued by pricing services who utilize matrix pricing which considers prepayment speed assumptions, attributes of the collateral, yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.

For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.

*The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.*

*Third party trademarks and service marks are the property of their respective owners. All other trademarks and service marks are the property of FMR LLC or an affiliate.*

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-05-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2943897173.12

**Total Liabilities:** $109061088.47

**Net Assets:** $2834836084.65

**Delayed Delivery Securities:** $75164829.65

**Cash Not Reported:** $2635525.13

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 39276.65447203 | **1-Year:** 253142.66502794 | **5-Year:** 527926.64838602 | **10-Year:** 576437.86941809 | **30-Year:** 264370.67806414

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

- **3-Month:** 8.85553500 | **1-Year:** 15.93792000 | **5-Year:** 6.53034000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000177581 | 0.00%                | 0.32%                | -0.65%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $465447.23               | $-9039212.25                               |
| Month 2  | $-927773.69              | $1618788.75                                |
| Month 3  | $-547500.69              | $-28326781.95                              |

**Designated Index Information**

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

- **Index Identifier:** 19808143

### Schedule of Portfolio Investments

| Name                                                                            | Title                                                                                             | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BANK OF MONTREAL QUE                                                            | BANK OF MONTREAL QUE 3.803%/VAR 12/15/2032                                                        | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $96712.72     | 0.00%             | 2032-12-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO 6.05% 03/15/2039                                                    | CUSIP: 842400FL2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98943.82     | 0.00%             | 2039-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RABOBANK NEDERLAND NEW YORK BRH                                                 | RABOBANK NEDERLAND NY BRH 4.883% 01/21/2028                                                       | CUSIP: 21688ABK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304803.77    | 0.01%             | 2028-01-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 5.575%/VAR 01/29/2036                                              | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181197.83    | 0.01%             | 2036-01-29      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | CROWN CASTLE INC 3.65% 09/01/2027                                                                 | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    464000 | PA      | $453277.15    | 0.02%             | 2027-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 11/01/2051#RA6191                                                                    | CUSIP: 3133KM2Y0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1723487 | PA      | $1347005.41   | 0.05%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                 | ASTRAZENECA PLC 2.125% 08/06/2050                                                                 | CUSIP: 046353AX6<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     90000 | PA      | $48112.25     | 0.00%             | 2050-08-06      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 10/01/2051#RA6107                                                                  | CUSIP: 3133KMYC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26088 | PA      | $21281.54     | 0.00%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC 3.95% 08/15/2049                                                                       | CUSIP: 444859BL5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69388.40     | 0.00%             | 2049-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                      | FISERV INC 2.25% 06/01/2027                                                                       | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95756.38     | 0.00%             | 2027-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5% 07/20/2052#MA8152                                                                      | CUSIP: 36179XBV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    317337 | PA      | $308714.90    | 0.01%             | 2052-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                        | DUKE ENERGY PROGRESS LLC 4.15% 12/01/2044                                                         | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    220000 | PA      | $174932.27    | 0.01%             | 2044-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 05/01/2051#CB0447                                                                  | CUSIP: 3140QKP93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4732855 | PA      | $3900875.57   | 0.14%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEV BANK                                                         | INTER AMERICAN DEV BANK 3.125% 09/18/2028                                                         | CUSIP: 4581X0DC9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |    680000 | PA      | $662741.40    | 0.02%             | 2028-09-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                           | SOUTHWEST AIRLINES CO 5.125% 06/15/2027                                                           | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    251000 | PA      | $252503.24    | 0.01%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 08/01/2045#BA2101                                                                  | CUSIP: 3140E6KP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52993 | PA      | $48130.69     | 0.00%             | 2045-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                      | MIZUHO FINL GROUP INC 1.554%/VAR 07/09/2027                                                       | CUSIP: 60687YBS7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $193353.94    | 0.01%             | 2027-07-09      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.95% 06/01/2045                                                            | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    290000 | PA      | $262056.84    | 0.01%             | 2045-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 08/01/2037#FS4059                                                                  | CUSIP: 3140XKQM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79290 | PA      | $69635.99     | 0.00%             | 2037-08-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                 | CATERPILLAR INC 3.25% 04/09/2050                                                                  | CUSIP: 149123CJ8<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    130000 | PA      | $88814.75     | 0.00%             | 2050-04-09      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                 | CMS ENERGY CORP T5Y+NA 06/01/2050                                                                 | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94585.06     | 0.00%             | 2050-06-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | FIFTH THIRD BANCORP 3.95% 03/14/2028                                                              | CUSIP: 316773CV0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49350.67     | 0.00%             | 2028-03-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                               | UNION ELECTRIC CO 2.95% 03/15/2030                                                                | CUSIP: 906548CR1<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    170000 | PA      | $158854.86    | 0.01%             | 2030-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4% 03/20/2047#784299                                                                      | CUSIP: 3622A2X49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    140957 | PA      | $131373.37    | 0.00%             | 2047-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                                    | GALLAGHER (ARTHUR J.) and CO 4.85% 12/15/2029                                                     | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120936.37    | 0.00%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                          | EXTRA SPACE STORAGE LP 5.4% 02/01/2034                                                            | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99417.16     | 0.00%             | 2034-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 12/01/2033#ZT1566                                                                  | CUSIP: 3132ADW38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18499 | PA      | $17958.84     | 0.00%             | 2033-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 08/01/2043#AU3735                                                                  | CUSIP: 3138X3EH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    178553 | PA      | $159697.47    | 0.01%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 5.7% 09/15/2053                                                        | CUSIP: 571748BV3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    190000 | PA      | $185827.72    | 0.01%             | 2053-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 5.744%/VAR 02/12/2036                                                 | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139202.72    | 0.00%             | 2036-02-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AON CORP / AON GLOBAL HOLDINGS PLC                                              | AON CORP / AON GLOBAL HOLDINGS PLC 3.9% 02/28/2052                                                | CUSIP: 03740LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $143482.70    | 0.01%             | 2052-02-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 04/01/2033#ZS8693                                                                    | CUSIP: 3132A9US4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17549 | PA      | $16913.51     | 0.00%             | 2033-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATIONAL OILWELL VARCO INC                                                      | NATIONAL OILWELL VARCO INC 3.95% 12/01/2042                                                       | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35968.66     | 0.00%             | 2042-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC 5.875% 03/01/2033                                                                      | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172731.89    | 0.01%             | 2033-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.0% 08/20/2043#MA1223                                                                    | CUSIP: 36179NLC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3380 | PA      | $3049.37      | 0.00%             | 2043-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 01/01/2048#BM2006                                                                    | CUSIP: 3140J6GQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    395057 | PA      | $368568.81    | 0.01%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 12/01/2054#QX1141                                                                  | CUSIP: 31425VHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    173851 | PA      | $164075.90    | 0.01%             | 2054-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS and CHEMICALS INC                                                  | AIR PRODUCTS and CHEMICALS INC 2.8% 05/15/2050                                                    | CUSIP: 009158BA3<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     40000 | PA      | $24702.71     | 0.00%             | 2050-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ABB FINANCE USA INC                                                             | ABB FINANCE USA INC 4.375% 05/08/2042                                                             | CUSIP: 00037BAC6<br>LEI: 5493002Y01YAFV45F528 | Long             | DBT              | CORP              | US        |     70000 | PA      | $59879.93     | 0.00%             | 2042-05-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                         | ENTERGY MISSISSIPPI LLC 5.8% 04/15/2055                                                           | CUSIP: 29366WAG1<br>LEI: FKUZOUT82DOBGXFS6K20 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77351.89     | 0.00%             | 2055-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 02/01/2036#SB8508                                                                    | CUSIP: 3132D6NZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    971762 | PA      | $886039.27    | 0.03%             | 2036-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 5.15% 05/22/2045                                                    | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    330000 | PA      | $290700.12    | 0.01%             | 2045-05-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                         | BANK OF NOVA SCOTIA 5.65% 02/01/2034                                                              | CUSIP: 06418JAC5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $258651.15    | 0.01%             | 2034-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 3.5% 06/01/2041                                                                      | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    630000 | PA      | $482028.03    | 0.02%             | 2041-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                             | ALEXANDRIA REAL EST EQUITS INC 3.375% 08/15/2031                                                  | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    340000 | PA      | $307612.96    | 0.01%             | 2031-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 01/01/2036#FM6013                                                                    | CUSIP: 3140X9VF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67989 | PA      | $61863.80     | 0.00%             | 2036-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/01/2052#BU9678                                                                    | CUSIP: 3140MBXG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    225402 | PA      | $193674.10    | 0.01%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                          | EXTRA SPACE STORAGE LP 5.4% 06/15/2035                                                            | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39251.61     | 0.00%             | 2035-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | EUROPEAN INVESTMENT BANK 1.75% 03/15/2029                                                         | CUSIP: 298785JR8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |   2950000 | PA      | $2724586.75   | 0.10%             | 2029-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE CO OF CO                                                         | PUBLIC SERVICE CO OF CO 5.85% 05/15/2055                                                          | CUSIP: 744448DB4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125505.99    | 0.00%             | 2055-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 10/01/2042#G07155                                                                    | CUSIP: 3128M9H88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13640 | PA      | $12957.21     | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 2.5% 04/01/2042#RB5154                                                                  | CUSIP: 3133KYWP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    822049 | PA      | $716304.39    | 0.03%             | 2042-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC DEL                                                           | KINDER MORGAN INC DEL 4.8% 02/01/2033                                                             | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    600000 | PA      | $579475.51    | 0.02%             | 2033-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.25% 06/30/2027                                                                        | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3320000 | PA      | $3278370.32   | 0.12%             | 2027-06-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5.5% 10/20/2054#MA9965                                                                    | CUSIP: 36180ACA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    643283 | PA      | $639225.55    | 0.02%             | 2054-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                | WELLTOWER OP LLC 4.25% 04/15/2028                                                                 | CUSIP: 95040QAD6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    174000 | PA      | $173465.21    | 0.01%             | 2028-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                            | PARKER-HANNIFIN CORP 4.1% 03/01/2047                                                              | CUSIP: 701094AL8<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    150000 | PA      | $117720.49    | 0.00%             | 2047-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                            | FEDERAL REALTY OP LP 5.375% 05/01/2028                                                            | CUSIP: 313747BC0<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    290000 | PA      | $295546.90    | 0.01%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER CO                                                       | INDIANA MICHIGAN POWER CO 3.75% 07/01/2047                                                        | CUSIP: 454889AR7<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    120000 | PA      | $87434.56     | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC 6% 05/01/2055                                                                          | CUSIP: 444859CC4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    120000 | PA      | $111243.48    | 0.00%             | 2055-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 04/01/2053#QG1367                                                                    | CUSIP: 3133C1QU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31440 | PA      | $30485.58     | 0.00%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.95% 06/30/2062  | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $192302.97    | 0.01%             | 2062-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | AIR LEASE CORP 2.1% 09/01/2028                                                                    | CUSIP: 00914AAQ5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    190000 | PA      | $176004.02    | 0.01%             | 2028-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 08/01/2035#SB8058                                                                  | CUSIP: 3132D55T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    245452 | PA      | $228538.58    | 0.01%             | 2035-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4% 12/20/2052#MA8488                                                                      | CUSIP: 36179XND4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    741098 | PA      | $682083.86    | 0.02%             | 2052-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS and FRAGRANCES INC                                        | INTERNATIONAL FLAVS and FRAG INC 5% 09/26/2048                                                    | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     90000 | PA      | $73846.32     | 0.00%             | 2048-09-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 5.475%/VAR 02/22/2031                                                  | CUSIP: 606822CT9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $205417.52    | 0.01%             | 2031-02-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 3.1% 02/01/2043                                                                      | CUSIP: 00206RKD3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    210000 | PA      | $147060.66    | 0.01%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 04/01/2034#CA3431                                                                  | CUSIP: 3140QAY53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9238 | PA      | $8939.21      | 0.00%             | 2034-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 5.25% 02/15/2028                                                           | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101894.57    | 0.00%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                          | PUGET SOUND ENERGY INC 5.33% 06/15/2034                                                           | CUSIP: 745332CM6<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250651.96    | 0.01%             | 2034-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FREDDIE MAC 15Y 15YR 2% 11/01/2035#QN4235                                                         | CUSIP: 3133GAV45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    294654 | PA      | $268108.87    | 0.01%             | 2035-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 07/01/2041#ZL1693                                                                  | CUSIP: 3131XG3A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    129485 | PA      | $127188.65    | 0.00%             | 2041-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 01/01/2051#BR2426                                                                    | CUSIP: 3140L0VU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116924 | PA      | $91528.92     | 0.00%             | 2051-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 04/01/2036#                                                                        | CUSIP: 3140XCNV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    237050 | PA      | $223233.92    | 0.01%             | 2036-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAP CORP                                                               | NOVARTIS CAP CORP 2.2% 08/14/2030                                                                 | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    290000 | PA      | $261081.07    | 0.01%             | 2030-08-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                           | UNILEVER CAPITAL CORP 1.375% 09/14/2030                                                           | CUSIP: 904764BK2<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    380000 | PA      | $327136.43    | 0.01%             | 2030-09-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 12/01/2049#SD8029                                                                  | CUSIP: 3132DV4N2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    160923 | PA      | $133086.87    | 0.00%             | 2049-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 09/20/2049#MA6156                                                                    | CUSIP: 36179UZV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49777 | PA      | $47843.13     | 0.00%             | 2049-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                       | UNITED PARCEL SERVICE INC 6.2% 01/15/2038                                                         | CUSIP: 911312AJ5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    234000 | PA      | $249481.12    | 0.01%             | 2038-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                      | VMWARE INC 4.7% 05/15/2030                                                                        | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99445.47     | 0.00%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 6.388% 05/01/2031                                                                       | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    120000 | PA      | $128036.95    | 0.00%             | 2031-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATIONAL RAILWAY CO                                                    | CANADIAN NATIONAL RAILWAY CO 6.125% 11/01/2053                                                    | CUSIP: 136375DJ8<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $63600.39     | 0.00%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                             | ALEXANDRIA REAL EST EQUITS INC 4.5% 07/30/2029                                                    | CUSIP: 015271AG4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98474.53     | 0.00%             | 2029-07-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 5.55% 02/22/2054                                                          | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    193000 | PA      | $183276.90    | 0.01%             | 2054-02-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 09/01/2049#CA4142                                                                    | CUSIP: 3140QBS82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99045 | PA      | $85923.72     | 0.00%             | 2049-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.625% 02/15/2055                                                     | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5390000 | PA      | $5141416.97   | 0.18%             | 2055-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 07/01/2055 #TBA                                                                      | CUSIP: 21H032670<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1050000 | PA      | $934226.06    | 0.03%             | 2055-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                     | CUMMINS INC 4.875% 10/01/2043                                                                     | CUSIP: 231021AQ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    250000 | PA      | $228158.72    | 0.01%             | 2043-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENTAL DEL URUGUAY                                                  | URUGUAY REPUBLICA ORIENTAL DL 7.625% 03/21/2036                                                   | CUSIP: 760942AS1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    130000 | PA      | $152750.00    | 0.01%             | 2036-03-21      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                                    | HUNTINGTON BANCSHARES INC/OH 4.443%/VAR 08/04/2028                                                | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    290000 | PA      | $289553.73    | 0.01%             | 2028-08-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.75% 08/31/2025                                                                        | CUSIP: 9128284Z0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    304000 | PA      | $302850.50    | 0.01%             | 2025-08-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                      | ZOETIS INC 3.9% 08/20/2028                                                                        | CUSIP: 98978VAN3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494188.09    | 0.02%             | 2028-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                         | AEP TRANSMISSION CO LLC 3.65% 04/01/2050                                                          | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    139000 | PA      | $99087.12     | 0.00%             | 2050-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 3.311%/VAR 04/22/2042                                                 | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74531.20     | 0.00%             | 2042-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 01/01/2037#BT1873                                                                  | CUSIP: 3140LQCK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    547766 | PA      | $481072.55    | 0.02%             | 2037-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 4.078%/VAR 04/23/2040                                                 | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84884.91     | 0.00%             | 2040-04-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 06/01/2055#                                                                          | CUSIP: 31418FLN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    575000 | PA      | $527328.07    | 0.02%             | 2055-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 06/20/2054#MA9723                                                                    | CUSIP: 36179YYU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1391135 | PA      | $1313604.11   | 0.05%             | 2054-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB DE CV                                                        | GRUPO TELEVISA SAB DE CV 6.625% 01/15/2040                                                        | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    110000 | PA      | $96628.13     | 0.00%             | 2040-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                | ELI LILLY and CO 4.75% 02/12/2030                                                                 | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101624.25    | 0.00%             | 2030-02-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 3.15% 08/22/2027                                                                   | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    680000 | PA      | $666208.09    | 0.02%             | 2027-08-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 09/01/2042#ZS3589                                                                  | CUSIP: 3132A37A2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60556 | PA      | $56043.87     | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                                                   | MARTIN MARIETTA MATERIALS INC 5.5% 12/01/2054                                                     | CUSIP: 573284BB1<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     90000 | PA      | $84006.76     | 0.00%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2052#MA4783                                                                    | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1624497 | PA      | $1491844.62   | 0.05%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 3.25% 06/01/2030                                                                        | CUSIP: 682680BS1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138630.17    | 0.00%             | 2030-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                              | VALERO ENERGY CORP 3.4% 09/15/2026                                                                | CUSIP: 91913YAU4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108481.59    | 0.00%             | 2026-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                  | VIRGINIA ELECTRIC AND POWER CO 5.05% 08/15/2034                                                   | CUSIP: 927804GR9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294785.84    | 0.01%             | 2034-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 03/01/2051#BR8852                                                                  | CUSIP: 3140L7ZS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    549450 | PA      | $451145.80    | 0.02%             | 2051-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                          | COMMONWEALTH EDISON CO 6.45% 01/15/2038                                                           | CUSIP: 202795HT0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    240000 | PA      | $259676.03    | 0.01%             | 2038-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 2.58%/VAR 04/22/2032                                                        | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $264792.78    | 0.01%             | 2032-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                          | EXTRA SPACE STORAGE LP 4% 06/15/2029                                                              | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77718.22     | 0.00%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 5.6% 06/18/2031                                                          | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100410.86    | 0.00%             | 2031-06-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                                   | BLACKROCK INC 2.1% 02/25/2032                                                                     | CUSIP: 09247XAS0<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    650000 | PA      | $553912.81    | 0.02%             | 2032-02-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.5% 01/31/2027                                                                         | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5829000 | PA      | $5598572.34   | 0.20%             | 2027-01-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                               | TRAVELERS COS INC 6.25% 06/15/2037                                                                | CUSIP: 89417EAD1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    256000 | PA      | $277907.58    | 0.01%             | 2037-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 11/52#MA4805                                                                       | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1869875 | PA      | $1770291.58   | 0.06%             | 2052-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP 2.4% 02/15/2030                                                                          | CUSIP: 126408HQ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    340000 | PA      | $310563.53    | 0.01%             | 2030-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 12/20/2046#MA4127                                                                    | CUSIP: 36179SSQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     52667 | PA      | $47679.85     | 0.00%             | 2046-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | MASTERCARD INC 2.95% 11/21/2026                                                                   | CUSIP: 57636QAG9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    615000 | PA      | $604600.82    | 0.02%             | 2026-11-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MTR CR CO LLC 6.95% 06/10/2026                                                               | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    910000 | PA      | $920349.98    | 0.03%             | 2026-06-10      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                       | TORONTO DOMINION BANK 5.146%/VAR 09/10/2034                                                       | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $218029.09    | 0.01%             | 2034-09-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FREDDIE MAC 6.25% 07/15/2032                                                                      | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    830000 | PA      | $931703.08    | 0.03%             | 2032-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                 | TYSON FOODS INC 4.875% 08/15/2034                                                                 | CUSIP: 902494AZ6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76369.14     | 0.00%             | 2034-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 01/01/2051#BQ9687                                                                    | CUSIP: 3140KVXR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67459 | PA      | $52807.31     | 0.00%             | 2051-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER and LIGHT                                                         | ALABAMA POWER CO 5.85% 11/15/2033                                                                 | CUSIP: 010392GB8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    190000 | PA      | $199801.71    | 0.01%             | 2033-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.875% 02/15/2043                                                     | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10190000 | PA      | $8950482.08   | 0.32%             | 2043-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                                            | BANK OF MONTREAL QUE 3.088%/VAR 01/10/2037                                                        | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $93636.62     | 0.00%             | 2037-01-10      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 3.2% 07/15/2036                                                                      | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    390000 | PA      | $319687.11    | 0.01%             | 2036-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 3.8% 11/15/2037                                                                       | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    340000 | PA      | $283581.28    | 0.01%             | 2037-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                      | ONCOR ELEC DELIVERY CO LLC 5.55% 06/15/2054                                                       | CUSIP: 68233JCU6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94290.28     | 0.00%             | 2054-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                      | MIZUHO FINL GROUP INC 5.098%/VAR 05/13/2031                                                       | CUSIP: 60687YDH9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $404211.65    | 0.01%             | 2031-05-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA LUXEMBOURG                                                     | ARCELORMITTAL SA LUXEMBOURG 6% 06/17/2034                                                         | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     60000 | PA      | $61911.30     | 0.00%             | 2034-06-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | VICI PROPERTIES LP 5.625% 04/01/2035                                                              | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138358.91    | 0.00%             | 2035-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                           | JACKSON FINANCIAL INC 5.17% 06/08/2027                                                            | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110850.05    | 0.00%             | 2027-06-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC                                                      | CITIZENS FINANCIAL GRP INC 2.5% 02/06/2030                                                        | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    190000 | PA      | $169895.15    | 0.01%             | 2030-02-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2050#CA5617                                                                    | CUSIP: 3140QDG32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1009163 | PA      | $868848.27    | 0.03%             | 2050-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 4.05% 05/03/2047                                                                    | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    132000 | PA      | $99937.08     | 0.00%             | 2047-05-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 2.5% 03/15/2051                                                                      | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $58144.63     | 0.00%             | 2051-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                     | VIATRIS INC 3.85% 06/22/2040                                                                      | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $142169.40    | 0.01%             | 2040-06-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 07/20/2048#MA5332                                                                      | CUSIP: 36179T4R3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31167 | PA      | $30756.04     | 0.00%             | 2048-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                      | FEDEX CORP 3.25% 05/15/2041                                                                       | CUSIP: 31428XCE4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    310000 | PA      | $213944.19    | 0.01%             | 2041-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                  | BURLINGTON NORTHN SANTA FE LLC 6.15% 05/01/2037                                                   | CUSIP: 12189TAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $74926.76     | 0.00%             | 2037-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                 | XCEL ENERGY INC 3.35% 12/01/2026                                                                  | CUSIP: 98389BAU4<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    316000 | PA      | $310195.55    | 0.01%             | 2026-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                                             | SPRINT CAPITAL CORP 6.875% 11/15/2028                                                             | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    490000 | PA      | $524201.60    | 0.02%             | 2028-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 09/30/2029                                                                       | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5080000 | PA      | $5066704.67   | 0.18%             | 2029-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 1.65% 02/01/2028                                                                     | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186131.37    | 0.01%             | 2028-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 03/01/2052#QD8702                                                                    | CUSIP: 3133B6U32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    263161 | PA      | $206662.32    | 0.01%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE PWR CORP                                                             | OGLETHORPE PWR CORP 5.95% 11/01/2039                                                              | CUSIP: 677050AG1<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110432.43    | 0.00%             | 2039-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 11/01/2054#QJ8901                                                                    | CUSIP: 3133D03J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2456627 | PA      | $2379184.86   | 0.08%             | 2054-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                     | NUTRIEN LTD 4.9% 03/27/2028                                                                       | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    380000 | PA      | $383989.32    | 0.01%             | 2028-03-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 1.5% 10/01/2051#MA4436                                                                  | CUSIP: 31418D4W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2841109 | PA      | $2099659.67   | 0.07%             | 2051-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CREDIT CORP                                               | GOLDMAN SACHS PRIVATE CREDIT CORP 5.875% 05/06/2028 144A                                          | CUSIP: 38152BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $110410.84    | 0.00%             | 2028-05-06      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 1.578%/VAR 04/22/2027                                                       | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292147.04    | 0.01%             | 2027-04-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                | MARKEL GROUP INC 6% 05/16/2054                                                                    | CUSIP: 570535AY0<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97366.24     | 0.00%             | 2054-05-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ATRIUM HEALTH                                                                   | ATRIUM HEALTH 3.204% 1/15/2051                                                                    | CUSIP: 160853VC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $99144.74     | 0.00%             | 2051-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.375% 11/30/2028                                                                       | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6830000 | PA      | $6935384.78   | 0.24%             | 2028-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHARMACIA LLC                                                                   | PHARMACIA LLC VAR 12/01/2028                                                                      | CUSIP: 71713UAW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $203265.97    | 0.01%             | 2028-12-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | MICRON TECHNOLOGY INC 3.366% 11/01/2041                                                           | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     90000 | PA      | $64012.50     | 0.00%             | 2041-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                    | THERMO FISHER SCIENTIFIC INC 4.953% 08/10/2026                                                    | CUSIP: 883556CV2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    430000 | PA      | $432748.88    | 0.02%             | 2026-08-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 8.113%/VAR 11/03/2033                                                           | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    290000 | PA      | $331360.92    | 0.01%             | 2033-11-03      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                        | TOTALENERGIES CAPITAL SA 5.638% 04/05/2064                                                        | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     70000 | PA      | $65414.89     | 0.00%             | 2064-04-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 2.484%/VAR 09/16/2036                                                              | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    520000 | PA      | $434557.52    | 0.02%             | 2036-09-16      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 06/01/2037#FS4975                                                                    | CUSIP: 3140XLQ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    689443 | PA      | $623022.84    | 0.02%             | 2037-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP 3.6% 01/15/2028                                                               | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68413.82     | 0.00%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 02/01/2051#FS2943                                                                    | CUSIP: 3140XJHV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    340005 | PA      | $266158.92    | 0.01%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | KROGER CO 5.5% 09/15/2054                                                                         | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    290000 | PA      | $268158.05    | 0.01%             | 2054-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROVINCE CDA                                                   | BRITISH COLUMBIA PROVINCE CDA 4.2% 07/06/2033                                                     | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    360000 | PA      | $348986.31    | 0.01%             | 2033-07-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 04/49#MA5876                                                                           | CUSIP: 36179UQ54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     57213 | PA      | $53036.83     | 0.00%             | 2049-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 03/01/2049#CA3225                                                                  | CUSIP: 3140QASP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143325 | PA      | $137091.91    | 0.00%             | 2049-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 05/20/2050#MA6655                                                                    | CUSIP: 36179VMC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    485898 | PA      | $408013.88    | 0.01%             | 2050-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP OHIO                                                           | PROGRESSIVE CORP OHIO 3% 03/15/2032                                                               | CUSIP: 743315AZ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    560000 | PA      | $503663.29    | 0.02%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 12/01/2050#CA8108                                                                    | CUSIP: 3140QGAJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    450631 | PA      | $353602.68    | 0.01%             | 2050-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 02/01/2053#SD8301                                                                    | CUSIP: 3132DWGJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    305171 | PA      | $309252.21    | 0.01%             | 2053-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP 3.7% 10/15/2049                                                               | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $105785.77    | 0.00%             | 2049-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 10/01/2048#MA3520                                                                  | CUSIP: 31418C4E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72402 | PA      | $65147.64     | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 11/30/2029                                                                       | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10860000 | PA      | $10941874.19  | 0.39%             | 2029-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                               | UNION ELECTRIC CO 5.45% 03/15/2053                                                                | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93588.51     | 0.00%             | 2053-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC 4.6% 09/01/2035                                                               | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95667.80     | 0.00%             | 2035-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP 5.3% 02/15/2031                                                                        | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111809.11    | 0.00%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 4.125% 06/15/2029                                                                         | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    242000 | PA      | $235635.03    | 0.01%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                             | CHENIERE ENERGY INC 5.65% 04/15/2034                                                              | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    190000 | PA      | $189605.20    | 0.01%             | 2034-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2021-B24 MTG TR                                                       | BENCHMARK 2021-B24 MTG TR 2.5843% 03/15/2054                                                      | CUSIP: 08163CBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $388580.54    | 0.01%             | 2054-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                                                        | WASTE MANAGEMENT INC DEL 4.65% 03/15/2030                                                         | CUSIP: 94106LCC1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140802.65    | 0.00%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 08/01/2048#MA3444                                                                  | CUSIP: 31418CZJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92025 | PA      | $88080.35     | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                          | BOARDWALK PIPELINES LP 4.45% 07/15/2027                                                           | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139620.34    | 0.00%             | 2027-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | KROGER CO 4.45% 02/01/2047                                                                        | CUSIP: 501044DG3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    130000 | PA      | $104730.27    | 0.00%             | 2047-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/01/2045#FM1191                                                                    | CUSIP: 3140X4KD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    167944 | PA      | $160127.40    | 0.01%             | 2045-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN CORP                                                     | BERKSHIRE HATHAWAY FIN CORP 4.25% 01/15/2049                                                      | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82849.93     | 0.00%             | 2049-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 05/01/2052#CB3755                                                                  | CUSIP: 3140QPE52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    446823 | PA      | $397026.49    | 0.01%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 5.625% 08/16/2043                                                           | CUSIP: 46625HJM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    247000 | PA      | $243265.14    | 0.01%             | 2043-08-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 1.375% 08/15/2050                                                     | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    290000 | PA      | $139109.38    | 0.00%             | 2050-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 5.389%/VAR 04/24/2034                                                      | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    580000 | PA      | $582479.29    | 0.02%             | 2034-04-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                                                  | BRUNSWICK CORP 5.85% 03/18/2029                                                                   | CUSIP: 117043AW9<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304796.31    | 0.01%             | 2029-03-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 5.5% 06/15/2047                                                                           | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    610000 | PA      | $552036.66    | 0.02%             | 2047-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.875% 11/30/2025                                                                       | CUSIP: 9128285N6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    288000 | PA      | $285959.25    | 0.01%             | 2025-11-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                          | BOSTON SCIENTIFIC CORP 4.7% 03/01/2049                                                            | CUSIP: 101137AU1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    230000 | PA      | $201398.32    | 0.01%             | 2049-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC                     | ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.7% 02/01/2036                       | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $192241.68    | 0.01%             | 2036-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 08/01/2030#AZ4682                                                                  | CUSIP: 3138YWFY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38044 | PA      | $37429.96     | 0.00%             | 2030-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 11/01/2050#SD7530                                                                  | CUSIP: 3132DVLK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    536707 | PA      | $444876.27    | 0.02%             | 2050-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                     | CENCORA INC 2.8% 05/15/2030                                                                       | CUSIP: 03073EAR6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    300000 | PA      | $275614.18    | 0.01%             | 2030-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 3% 11/20/2052#MA8424                                                                      | CUSIP: 36179XLD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    216315 | PA      | $189751.47    | 0.01%             | 2052-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 2.013%/VAR 09/22/2028                                                           | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    630000 | PA      | $592246.67    | 0.02%             | 2028-09-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-B2                                     | CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-B2 4.009% 03/10/2051                                     | CUSIP: 17327FAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $244728.93    | 0.01%             | 2051-03-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 4.95% 12/05/2044                                                                   | CUSIP: 023135AQ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189342.49    | 0.01%             | 2044-12-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                      | BIOGEN INC 2.25% 05/01/2030                                                                       | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    280000 | PA      | $248360.52    | 0.01%             | 2030-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 08/20/2053#MA9106                                                                    | CUSIP: 36179YDK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    494668 | PA      | $493750.42    | 0.02%             | 2053-08-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENTAL DEL URUGUAY                                                  | URUGUAY REPUBLICA ORIENTAL DL 5.442% 02/14/2037                                                   | CUSIP: 760942BH4<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   1000000 | PA      | $1005500.00   | 0.04%             | 2037-02-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 12/01/2052#BX1068                                                                    | CUSIP: 3140N5FJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    675454 | PA      | $656799.99    | 0.02%             | 2052-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.5% 11/30/2028                                                                         | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1062000 | PA      | $979570.54    | 0.03%             | 2028-11-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                        | AES CORP 5.8% 03/15/2032                                                                          | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59473.85     | 0.00%             | 2032-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MICROSOFT CORP 2.921% 03/17/2052                                                                  | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    170000 | PA      | $110511.98    | 0.00%             | 2052-03-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 11/20/2054#MB0021                                                                      | CUSIP: 3618N5AX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    642731 | PA      | $560137.69    | 0.02%             | 2054-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| S and P GLOBAL INC                                                              | S and P GLOBAL INC 2.7% 03/01/2029                                                                | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    270000 | PA      | $254466.13    | 0.01%             | 2029-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 03/20/2048#MA5080                                                                      | CUSIP: 36179TUD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8541 | PA      | $8484.26      | 0.00%             | 2048-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                          | CHUBB INA HOLDINGS INC 4.35% 11/03/2045                                                           | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     74000 | PA      | $61913.61     | 0.00%             | 2045-11-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                          | HP INC 4.2% 04/15/2032                                                                            | CUSIP: 40434LAL9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    140000 | PA      | $130895.52    | 0.00%             | 2032-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 08/20/2046#MA3937                                                                    | CUSIP: 36179SLS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30884 | PA      | $27968.98     | 0.00%             | 2046-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 6.15% 01/15/2033                                                      | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101690.55    | 0.00%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                 | TYSON FOODS INC 4.35% 03/01/2029                                                                  | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    450000 | PA      | $445071.14    | 0.02%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 1.547% 10/25/2030                                                  | CUSIP: 3137F83Q4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70000 | PA      | $60499.49     | 0.00%             | 2030-10-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5% 11/49#785295                                                                           | CUSIP: 3622AAXY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    105219 | PA      | $103831.45    | 0.00%             | 2049-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 1% 03/15/2028                                                                        | CUSIP: 191216DD9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    230000 | PA      | $212411.70    | 0.01%             | 2028-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 03/20/2051#MA7255                                                                    | CUSIP: 36179WBY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    235084 | PA      | $197255.55    | 0.01%             | 2051-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                | WELLTOWER OP LLC 2.75% 01/15/2032                                                                 | CUSIP: 95040QAP9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    490000 | PA      | $430768.26    | 0.02%             | 2032-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | NORFOLK SOUTHERN CORP 3.95% 10/01/2042                                                            | CUSIP: 655844BM9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    305000 | PA      | $242406.97    | 0.01%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP 4.875% 06/15/2028                                                                     | CUSIP: 74340XCG4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101443.36    | 0.00%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 03/01/2052#RA7011                                                                    | CUSIP: 3133KNYG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    832531 | PA      | $657436.10    | 0.02%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                      | TENNESSEE VALLEY AUTHORITY 5.88% 04/01/2036                                                       | CUSIP: 880591CS9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    110000 | PA      | $119657.31    | 0.00%             | 2036-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                              | ANALOG DEVICES INC 2.95% 10/01/2051                                                               | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    160000 | PA      | $100782.87    | 0.00%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 4.016% 12/03/2029                                                      | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $998544.50    | 0.04%             | 2029-12-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | SIMON PROPERTY GROUP LP 4.75% 03/15/2042                                                          | CUSIP: 828807CL9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    110000 | PA      | $96630.81     | 0.00%             | 2042-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 4.083%/VAR 03/20/2051                                                 | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77236.03     | 0.00%             | 2051-03-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                             | KIMCO REALTY OP LLC 1.9% 03/01/2028                                                               | CUSIP: 49446RAX7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    610000 | PA      | $569535.69    | 0.02%             | 2028-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2021-C11                                                           | BBCMS MTG TR 2021-C11 2.322% 09/15/2054                                                           | CUSIP: 05493MAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $387607.64    | 0.01%             | 2054-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 4.522%/VAR 10/18/2028                                                        | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $249802.32    | 0.01%             | 2028-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC 5.8% 02/14/2039                                                                  | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    330000 | PA      | $326687.03    | 0.01%             | 2039-02-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                               | NATIONAL RURAL UTL COOP FIN 5.05% 09/15/2028                                                      | CUSIP: 63743HFJ6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305615.59    | 0.01%             | 2028-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | ROPER TECHNOLOGIES INC 2% 06/30/2030                                                              | CUSIP: 776743AJ5<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |    400000 | PA      | $351646.64    | 0.01%             | 2030-06-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 07/01/2045#G08653                                                                  | CUSIP: 3128MJWP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25755 | PA      | $22645.94     | 0.00%             | 2045-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | EDISON INTERNATIONAL 6.95% 11/15/2029                                                             | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72625.00     | 0.00%             | 2029-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                           | HALEON US CAPITAL LLC 3.375% 03/24/2027                                                           | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1120955.17   | 0.04%             | 2027-03-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                                    | HUNTINGTON BANCSHARES INC/OH 2.487%/VAR 08/15/2036                                                | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    190000 | PA      | $157503.76    | 0.01%             | 2036-08-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 4.875% 03/01/2053                                                                       | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    130000 | PA      | $110613.19    | 0.00%             | 2053-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                               | PERU REPUBLIC OF 5.375% 02/08/2035                                                                | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    290000 | PA      | $284794.50    | 0.01%             | 2035-02-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC                                                         | PIEDMONT HEALTHCARE INC 2.719% 01/01/2042                                                         | CUSIP: 72014TAD1<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $100570.73    | 0.00%             | 2042-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 4.55% 01/15/2029                                                                     | CUSIP: 20030NED9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    330000 | PA      | $332203.24    | 0.01%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 10/01/2050#FM8356                                                                    | CUSIP: 3140XCJA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75700 | PA      | $74573.21     | 0.00%             | 2050-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                               | LAM RESEARCH CORP 3.125% 06/15/2060                                                               | CUSIP: 512807AX6<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     50000 | PA      | $29907.53     | 0.00%             | 2060-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 03/01/2029#488342                                                                  | CUSIP: 31382PP35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4471 | PA      | $4590.39      | 0.00%             | 2029-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 3.9% 03/15/2062                                                           | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    120000 | PA      | $83447.78     | 0.00%             | 2062-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COCA COLA FEMSA SAB DE CV                                                       | COCA COLA FEMSA SAB DE CV 2.75% 01/22/2030                                                        | CUSIP: 191241AH1<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    150000 | PA      | $138393.00    | 0.00%             | 2030-01-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                 | TYSON FOODS INC 5.1% 09/28/2048                                                                   | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87453.70     | 0.00%             | 2048-09-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                     | CANADIAN PAC RY CO 3.1% 12/02/2051                                                                | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $192218.12    | 0.01%             | 2051-12-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 06/01/2055 #TBA                                                                      | CUSIP: 21H032662<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -1050000 | PA      | $-934595.24   | -0.03%            | 2055-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                      | NASDAQ INC 3.95% 03/07/2052                                                                       | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     85000 | PA      | $61225.21     | 0.00%             | 2052-03-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.625% 09/10/2029                              | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    210000 | PA      | $208379.48    | 0.01%             | 2029-09-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 2% 05/15/2030                                                              | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    170000 | PA      | $149742.19    | 0.01%             | 2030-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 7% 12/01/2053#FS6923                                                                    | CUSIP: 3140XNVR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    182130 | PA      | $190942.89    | 0.01%             | 2053-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 07/01/2046#FM8611                                                                    | CUSIP: 3140XCR91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    321072 | PA      | $286987.78    | 0.01%             | 2046-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                      | MIZUHO FINL GROUP INC 5.669%/VAR 09/13/2033                                                       | CUSIP: 60687YCM9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $204803.82    | 0.01%             | 2033-09-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                           | DUPONT DE NEMOURS INC 4.493% 11/15/2025                                                           | CUSIP: 26078JAC4<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    320000 | PA      | $319765.37    | 0.01%             | 2025-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 12/01/2050#CA9066                                                                  | CUSIP: 3140QHCC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2501011 | PA      | $2058236.86   | 0.07%             | 2050-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 6.05% 01/11/2040                                                     | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    120000 | PA      | $111390.00    | 0.00%             | 2040-01-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                           | GENERAL DYNAMICS CORP 2.85% 06/01/2041                                                            | CUSIP: 369550BQ0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    120000 | PA      | $85686.51     | 0.00%             | 2041-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                      | MIZUHO FINL GROUP INC 1.979%/VAR 09/08/2031                                                       | CUSIP: 60687YBL2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    280000 | PA      | $242006.36    | 0.01%             | 2031-09-08      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4.5% 09/20/2052#MA8268                                                                    | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    660483 | PA      | $629090.81    | 0.02%             | 2052-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 07/46#MA3873                                                                           | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    924706 | PA      | $817869.51    | 0.03%             | 2046-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.424%/VAR 07/21/2034                                                              | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    480000 | PA      | $484327.47    | 0.02%             | 2034-07-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                             | GLOBAL PAYMENTS INC 4.45% 06/01/2028                                                              | CUSIP: 891906AF6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    170000 | PA      | $168475.20    | 0.01%             | 2028-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 4% 04/15/2047                                                                  | CUSIP: 907818EN4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     90000 | PA      | $70323.75     | 0.00%             | 2047-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 04/01/2053#QG1506                                                                    | CUSIP: 3133C1U73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17488 | PA      | $16985.22     | 0.00%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 10/01/2030#AZ4794                                                                    | CUSIP: 3138YWKG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13540 | PA      | $13167.90     | 0.00%             | 2030-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 12/01/2035#SB8079                                                                    | CUSIP: 3132D56Q0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    511343 | PA      | $465276.72    | 0.02%             | 2035-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                             | CONSTELLATION ENERGY GENERATION LLC 5.6% 06/15/2042                                               | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191776.76    | 0.01%             | 2042-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                                 | FOX CORP 5.476% 01/25/2039                                                                        | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    214000 | PA      | $204877.43    | 0.01%             | 2039-01-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                             | HIGHWOODS REALTY LP 4.2% 04/15/2029                                                               | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    170000 | PA      | $163231.42    | 0.01%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 09/01/2049#SD8012                                                                    | CUSIP: 3132DV3V5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75169 | PA      | $69753.16     | 0.00%             | 2049-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 11/01/2031#AS8292                                                                  | CUSIP: 3138WJGA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106866 | PA      | $102311.09    | 0.00%             | 2031-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 12/01/2034#MA3866                                                                  | CUSIP: 31418DJL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18725 | PA      | $18090.13     | 0.00%             | 2034-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 02/01/2055#SD8503                                                                    | CUSIP: 3132DWNU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1635450 | PA      | $1499858.99   | 0.05%             | 2055-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 07/01/2053#MA5073                                                                    | CUSIP: 31418ET75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1620732 | PA      | $1641393.24   | 0.06%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3% 10/31/2025                                                                           | CUSIP: 9128285J5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    535000 | PA      | $532086.76    | 0.02%             | 2025-10-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 1.5% 02/01/2052#QD7090                                                                  | CUSIP: 3133B42X2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    265962 | PA      | $196553.81    | 0.01%             | 2052-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 11/20/2051#MA7706                                                                      | CUSIP: 36179WR34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    376256 | PA      | $328316.93    | 0.01%             | 2051-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                | WILLIAMS COS INC 4.9% 01/15/2045                                                                  | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85445.07     | 0.00%             | 2045-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES INC OKLA                                                  | CONTINENTAL RESOURCES INC OKLA 4.375% 01/15/2028                                                  | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293480.96    | 0.01%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 4.375% 03/15/2029                                                      | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119937.44    | 0.00%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORPUS CHRISTI HOLDINGS LLC                                            | CHENIERE CORPUS CHRISTI HOLDINGS LLC 2.742% 12/31/2039                                            | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    160000 | PA      | $127729.05    | 0.00%             | 2039-12-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                        | EBAY INC 6.3% 11/22/2032                                                                          | CUSIP: 278642BB8<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $215072.62    | 0.01%             | 2032-11-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIEMAE 30YR 2% 02/01/2052#FA0353                                                               | CUSIP: 3140W0MB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    414828 | PA      | $328619.93    | 0.01%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 05/20/2049#MA5932                                                                    | CUSIP: 36179USV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48848 | PA      | $46889.05     | 0.00%             | 2049-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                        | APA CORP 6.75% 02/15/2055 144A                                                                    | CUSIP: 03743QAS7<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72176.50     | 0.00%             | 2055-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 12/01/2032#CA0946                                                                  | CUSIP: 3140Q8BQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27461 | PA      | $26139.75     | 0.00%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2052#BX2841                                                                    | CUSIP: 3140N7EP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    227651 | PA      | $208990.28    | 0.01%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                   | ALLSTATE CORP 1.45% 12/15/2030                                                                    | CUSIP: 020002BJ9<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $422000.40    | 0.01%             | 2030-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                           | INTERNATIONAL BK RECON and DEVEL 0.875% 05/14/2030                                                | CUSIP: 459058JC8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |   1054000 | PA      | $906067.21    | 0.03%             | 2030-05-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP 6.125% 01/01/2031                                                       | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61084.26     | 0.00%             | 2031-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 03/01/2051#BR6052                                                                    | CUSIP: 3140L4WN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    809274 | PA      | $634771.00    | 0.02%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                 | NXP B V/NXP FDG LLC/NXP USA INC 2.65% 02/15/2032                                                  | CUSIP: 62954HAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    300000 | PA      | $255611.33    | 0.01%             | 2032-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TPK AUTH TPK REV                                                  | NEW JERSEY ST TPK AUTH TPK REVBUILD AMERICA BDS-TAXABLE-SER F 7.414% 1/1/40                       | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    320000 | PA      | $377339.94    | 0.01%             | 2040-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 1.5% 03/01/2052#MA4561                                                                  | CUSIP: 31418EB74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    465932 | PA      | $344336.74    | 0.01%             | 2052-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 4.75% 10/15/2031                                                                        | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    240000 | PA      | $234271.44    | 0.01%             | 2031-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP 4.625% 01/15/2033                                                                     | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97938.20     | 0.00%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 09/01/2035#QN3582                                                                    | CUSIP: 3133G96T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    970152 | PA      | $882752.47    | 0.03%             | 2035-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHUBB CORP                                                                      | CHUBB CORP 6.5% 05/15/2038                                                                        | CUSIP: 171232AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    358000 | PA      | $395129.42    | 0.01%             | 2038-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                                | KINDER MORGAN ENERGY PTNRS LP 6.55% 09/15/2040                                                    | CUSIP: 494550BF2<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103584.43    | 0.00%             | 2040-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEV BANK                                                         | INTER AMERICAN DEV BANK 4.375% 01/24/2044                                                         | CUSIP: 4581X0CE6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |    190000 | PA      | $173657.39    | 0.01%             | 2044-01-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 1.5% 05/20/2051#MA7365                                                                    | CUSIP: 36179WFE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     90453 | PA      | $69499.17     | 0.00%             | 2051-05-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                       | UNITED PARCEL SERVICE INC 4.875% 03/03/2033                                                       | CUSIP: 911312BZ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160073.84    | 0.01%             | 2033-03-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                             | CARRIER GLOBAL CORP 2.493% 02/15/2027                                                             | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96885.13     | 0.00%             | 2027-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DALLAS FORT WORTH TX INTL ARPT                                                  | DFW ARPT 4.507% 11/1/2051                                                                         | CUSIP: 23503CAN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $84017.33     | 0.00%             | 2051-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GE AEROSPACE                                                                    | GE AEROSPACE 4.5% 03/11/2044                                                                      | CUSIP: 369604BH5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173063.12    | 0.01%             | 2044-03-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 04/01/2052#MA4578                                                                  | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66377 | PA      | $54252.19     | 0.00%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 3.33%/VAR 11/24/2042                                                                 | CUSIP: 06738EBW4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    465000 | PA      | $333836.33    | 0.01%             | 2042-11-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 6.625% 06/15/2032                                                                   | CUSIP: 172967BL4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $215211.68    | 0.01%             | 2032-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/01/2042#AQ1820                                                                    | CUSIP: 3138MHAW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45219 | PA      | $40472.69     | 0.00%             | 2042-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.15% 09/30/2030                               | CUSIP: 00774MBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $158394.08    | 0.01%             | 2030-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                   | DTE ENERGY CO 3.8% 03/15/2027                                                                     | CUSIP: 233331AZ0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88490.10     | 0.00%             | 2027-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC 3.05% 07/08/2026                                                                      | CUSIP: 931142EM1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395142.18    | 0.01%             | 2026-07-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 02/01/2049#FM1922                                                                    | CUSIP: 3140X5D42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68268 | PA      | $67379.60     | 0.00%             | 2049-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 07/01/2050#FS4993                                                                    | CUSIP: 3140XLRP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2698507 | PA      | $2361251.25   | 0.08%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.5% 12/31/2031                                                                         | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14380000 | PA      | $14673778.94  | 0.52%             | 2031-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | NORFOLK SOUTHERN CORP 3.05% 05/15/2050                                                            | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $63525.82     | 0.00%             | 2050-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK4                                                                  | BANK 2017-BNK4 ASB 3.419 05/15/2050                                                               | CUSIP: 06541FAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88141 | PA      | $87283.26     | 0.00%             | 2050-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                                  | WALT DISNEY CO 3.5% 05/13/2040                                                                    | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    163000 | PA      | $130888.81    | 0.00%             | 2040-05-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 01/01/2054#DA4870                                                                  | CUSIP: 3140A5MU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48603 | PA      | $49918.42     | 0.00%             | 2054-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | GENERAL MOTORS CO 5.15% 04/01/2038                                                                | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    120000 | PA      | $108352.68    | 0.00%             | 2038-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARCH CAP GROUP US INC                                                           | ARCH CAP GROUP US INC 5.144% 11/01/2043                                                           | CUSIP: 03938JAA7<br>LEI: 549300B4QKQFLY1XST28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90092.40     | 0.00%             | 2043-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP 4.11%/VAR 07/24/2034                                                         | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $478761.52    | 0.02%             | 2034-07-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                        | TELEFONICA EMISIONES SAU 7.045% 06/20/2036                                                        | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $109461.20    | 0.00%             | 2036-06-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                          | CONOCOPHILLIPS CO 5.3% 05/15/2053                                                                 | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    130000 | PA      | $116001.19    | 0.00%             | 2053-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                           | NORTHROP GRUMMAN CORP 4.7% 03/15/2033                                                             | CUSIP: 666807CH3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118037.57    | 0.00%             | 2033-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOSTON PPTY LTD PARTNERSHIP                                                     | BOSTON PPTYS LTD PARTNERSHIP 5.75% 01/15/2035                                                     | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128616.26    | 0.00%             | 2035-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 07/01/2047#FM8492                                                                  | CUSIP: 3140XCNJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1115279 | PA      | $1030607.45   | 0.04%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 2.887% 11/01/2051                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    273000 | PA      | $161999.92    | 0.01%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 12/47#MA4901                                                                           | CUSIP: 36179TNS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36888 | PA      | $34357.27     | 0.00%             | 2047-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 10/01/2049#SD8018                                                                    | CUSIP: 3132DV4B8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70806 | PA      | $65704.53     | 0.00%             | 2049-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 2.5% 08/01/2033                                                                      | CUSIP: 29250NBF1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    520000 | PA      | $423365.42    | 0.01%             | 2033-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                         | BANK OF NOVA SCOTIA 2.45% 02/02/2032                                                              | CUSIP: 06417XAE1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $94257.31     | 0.00%             | 2032-02-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 11/01/2050#QB5799                                                                  | CUSIP: 3133ACNQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    940341 | PA      | $767399.95    | 0.03%             | 2050-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 01/20/2049#MA5710                                                                      | CUSIP: 36179UKX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    132944 | PA      | $123364.96    | 0.00%             | 2049-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                          | BP CAPITAL MARKETS PLC 6.45%/VAR PERP                                                             | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | EP               | CORP              | GB        |    210000 | PA      | $211277.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.125% 05/15/2048                                                     | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     48000 | PA      | $35602.50     | 0.00%             | 2048-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 5% 05/01/2039#SB8303                                                                    | CUSIP: 3132D6GL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    388321 | PA      | $388598.85    | 0.01%             | 2039-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES INC                                                      | ADVANCED MICRO DEVICES INC 4.393% 06/01/2052                                                      | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |     70000 | PA      | $57415.62     | 0.00%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | CISCO SYSTEMS INC 4.75% 02/24/2030                                                                | CUSIP: 17275RBX9<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    260000 | PA      | $264316.38    | 0.01%             | 2030-02-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRAVELERS PROPERTY CASUALTY CORP                                                | TRAVELERS PPTY CASUALTY CORP 6.375% 03/15/2033                                                    | CUSIP: 89420GAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $176332.26    | 0.01%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                      | FEDEX CORP 2.4% 05/15/2031                                                                        | CUSIP: 31428XCD6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    350000 | PA      | $307480.55    | 0.01%             | 2031-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 07/01/2048#                                                                        | CUSIP: 3140HMKD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10849 | PA      | $10328.93     | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 04/20/2050#MA6598                                                                    | CUSIP: 36179VKK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     88577 | PA      | $74379.39     | 0.00%             | 2050-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 4.75% 10/21/2045                                                    | CUSIP: 38141GVS0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    245000 | PA      | $212220.10    | 0.01%             | 2045-10-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 5.2% 07/15/2048                                                                         | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     22000 | PA      | $18511.16     | 0.00%             | 2048-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 5.557%/VAR 07/25/2034                                                      | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    590000 | PA      | $597551.12    | 0.02%             | 2034-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 1.5% 09/01/2051#BQ6570                                                                  | CUSIP: 3140KSJQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31391 | PA      | $23199.16     | 0.00%             | 2051-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO                                                                 | DOW CHEMICAL CO 4.375% 11/15/2042                                                                 | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78625.84     | 0.00%             | 2042-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS HOLDINGS LLC                                                 | EASTERN ENERGY GAS HOLDINGS LLC 6.2% 01/15/2055                                                   | CUSIP: 27636AAC6<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299810.65    | 0.01%             | 2055-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES INC                                                       | AVALONBAY COMMUNITIES INC 5.3% 12/07/2033                                                         | CUSIP: 053484AE1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101400.94    | 0.00%             | 2033-12-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FIN CORP                                                          | CDW LLC / CDW FIN CORP 3.569% 12/01/2031                                                          | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $63470.30     | 0.00%             | 2031-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                  | FAIRFAX FINANCIAL HLDGS LTD 6.35% 03/22/2054                                                      | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $146800.61    | 0.01%             | 2054-03-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP 5.867%/VAR 06/08/2034                                                       | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307343.80    | 0.01%             | 2034-06-08      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | MASTERCARD INC 3.8% 11/21/2046                                                                    | CUSIP: 57636QAH7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    220000 | PA      | $170417.28    | 0.01%             | 2046-11-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.5% 02/15/2044                                                       | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22650000 | PA      | $21480339.96  | 0.76%             | 2044-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | STARBUCKS CORP 3.75% 12/01/2047                                                                   | CUSIP: 855244AM1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71575.94     | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 06/01/2052#SD1087                                                                  | CUSIP: 3132DNF40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    265242 | PA      | $236759.29    | 0.01%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 5.3% 06/01/2033                                                                   | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    470000 | PA      | $463953.30    | 0.02%             | 2033-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD CAPITAL FINANCE LLC                                                  | BROOKFIELD CAPITAL FINANCE LLC 6.087% 06/14/2033                                                  | CUSIP: 11259NAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $104216.32    | 0.00%             | 2033-06-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                             | DOMINION ENERGY INC 4.85% 08/15/2052                                                              | CUSIP: 25746UDQ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    380000 | PA      | $312044.57    | 0.01%             | 2052-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 01/01/2048#BJ7280                                                                  | CUSIP: 3140H9CS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29648 | PA      | $28432.88     | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                       | TRANSCANADA PIPELINES LTD 7.25% 08/15/2038                                                        | CUSIP: 89352HAE9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $109920.25    | 0.00%             | 2038-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/01/2048#BK0920                                                                    | CUSIP: 3140HEAW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27392 | PA      | $25503.96     | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 2.127% 11/25/2031                                                  | CUSIP: 3137H4SH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1090000 | PA      | $946031.82    | 0.03%             | 2031-11-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 2.973% 09/16/2062                                                              | CUSIP: 907818FN3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $56485.06     | 0.00%             | 2062-09-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 11/01/2045#FM1067                                                                  | CUSIP: 3140X4FH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    652214 | PA      | $592367.62    | 0.02%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 4.5% 06/01/2055 #TBA                                                                    | CUSIP: 01F042665<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1875000 | PA      | $1769239.13   | 0.06%             | 2055-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 5.65% 06/15/2054                                                              | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    270000 | PA      | $251913.42    | 0.01%             | 2054-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 3.5% 06/01/2055 #TBA                                                                    | CUSIP: 01F032666<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -1150000 | PA      | $-1020085.42  | -0.04%            | 2055-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/01/2050#MA3905                                                                    | CUSIP: 31418DKT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    636629 | PA      | $549106.26    | 0.02%             | 2050-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 3.7% 03/22/2061                                                        | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    140000 | PA      | $94320.63     | 0.00%             | 2061-03-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP 1.9% 09/01/2031                                                                          | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    470000 | PA      | $396531.81    | 0.01%             | 2031-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 09/33#FM1628                                                                       | CUSIP: 3140X4Y26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14109 | PA      | $13718.81     | 0.00%             | 2033-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 01/01/2054#QH9252                                                                  | CUSIP: 3133CNH54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30970 | PA      | $31808.75     | 0.00%             | 2054-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                               | EXPEDIA GROUP INC 5% 02/15/2026                                                                   | CUSIP: 30212PAM7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    255000 | PA      | $255286.64    | 0.01%             | 2026-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP 2.359%/VAR 07/29/2032                                                  | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    110000 | PA      | $91073.08     | 0.00%             | 2032-07-29      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                            | HOWMET AEROSPACE INC 5.95% 02/01/2037                                                             | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52360.80     | 0.00%             | 2037-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                        | TWDC ENTERPRISES 18 CORP 7% 03/01/2032                                                            | CUSIP: 25468PBW5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    290000 | PA      | $328852.66    | 0.01%             | 2032-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2055#MB0304                                                                    | CUSIP: 3138MTKS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    350000 | PA      | $320982.24    | 0.01%             | 2055-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                              | DIAGEO CAPITAL PLC 1.375% 09/29/2025                                                              | CUSIP: 25243YBC2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $197950.54    | 0.01%             | 2025-09-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.834% 10/23/2055 | CUSIP: 161175BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $388249.78    | 0.01%             | 2055-10-23      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                       | HESS CORP 5.6% 02/15/2041                                                                         | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    190000 | PA      | $184170.41    | 0.01%             | 2041-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 06/20/2051#MA7418                                                                    | CUSIP: 36179WG36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1447473 | PA      | $1214101.19   | 0.04%             | 2051-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS and ELECTRIC CO                                                   | BALTIMORE GAS and ELECTRIC CO 5.45% 06/01/2035                                                    | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60402.12     | 0.00%             | 2035-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NATIONAL ASSOCIATION                                           | WELLS FARGO BK NATL ASSN 5.254% 12/11/2026                                                        | CUSIP: 94988J6F9<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1782460.56   | 0.06%             | 2026-12-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP 3.215% 09/06/2026                                                                | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98303.79     | 0.00%             | 2026-09-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                            | KRAFT HEINZ FOODS CO 4.625% 10/01/2039                                                            | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87390.97     | 0.00%             | 2039-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                | ELI LILLY and CO 4.15% 03/15/2059                                                                 | CUSIP: 532457BU1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77305.16     | 0.00%             | 2059-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                               | EXPEDIA GROUP INC 3.25% 02/15/2030                                                                | CUSIP: 30212PAR6<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102574.41    | 0.00%             | 2030-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6% 12/20/2054#MB0093                                                                      | CUSIP: 3618N5C72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3695494 | PA      | $3737678.73   | 0.13%             | 2054-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PWR and LT CO                                                         | WISCONSIN PWR and LT CO 4.95% 04/01/2033                                                          | CUSIP: 976826BR7<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    170000 | PA      | $168295.22    | 0.01%             | 2033-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                | ELI LILLY and CO 5.6% 02/12/2065                                                                  | CUSIP: 532457CZ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97860.21     | 0.00%             | 2065-02-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                          | SEMPRA 6.4%/VAR 10/01/2054                                                                        | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93783.03     | 0.00%             | 2054-10-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 12/20/2053#MA9361                                                                      | CUSIP: 36179YMJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    470212 | PA      | $457839.91    | 0.02%             | 2053-12-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.625% 02/15/2053                                                     | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9520000 | PA      | $7602984.35   | 0.27%             | 2053-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                               | EOG RESOURCES INC 4.95% 04/15/2050                                                                | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172561.79    | 0.01%             | 2050-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN CORP                                                     | BERKSHIRE HATHAWAY FIN CORP 4.2% 08/15/2048                                                       | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    130000 | PA      | $106706.59    | 0.00%             | 2048-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 7% 01/01/2054#SD4719                                                                    | CUSIP: 3132DSG48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200515 | PA      | $210399.19    | 0.01%             | 2054-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                         | BANK OF NOVA SCOTIA 5.25% 06/12/2028                                                              | CUSIP: 06418GAD9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    330000 | PA      | $338610.84    | 0.01%             | 2028-06-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON and CO                                                         | BECTON DICKINSON and CO 4.669% 06/06/2047                                                         | CUSIP: 075887BX6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    290000 | PA      | $241540.33    | 0.01%             | 2047-06-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP 6.312%/VAR 06/08/2029                                                  | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    270000 | PA      | $281201.91    | 0.01%             | 2029-06-08      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                 | ASTRAZENECA PLC 3.125% 06/12/2027                                                                 | CUSIP: 046353AN8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    140000 | PA      | $137337.44    | 0.00%             | 2027-06-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 03/01/2054#QI0647                                                                  | CUSIP: 3133W6WG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    906365 | PA      | $901163.29    | 0.03%             | 2054-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                | GEORGIA POWER CO 2.65% 09/15/2029                                                                 | CUSIP: 373334KL4<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    640000 | PA      | $595578.76    | 0.02%             | 2029-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 11/01/2054#SD8476                                                                    | CUSIP: 3132DWMZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    636762 | PA      | $643237.71    | 0.02%             | 2054-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                  | HALLIBURTON CO 6.7% 09/15/2038                                                                    | CUSIP: 406216AW1<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107590.87    | 0.00%             | 2038-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 12/01/2048#BM5091                                                                  | CUSIP: 3140J9UR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18040 | PA      | $18349.70     | 0.00%             | 2048-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | STARBUCKS CORP 4% 11/15/2028                                                                      | CUSIP: 855244AR0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    350000 | PA      | $345019.50    | 0.01%             | 2028-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 11/01/2053#MA5189                                                                    | CUSIP: 31418EXT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    278346 | PA      | $269854.08    | 0.01%             | 2053-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VODAFONE GRP PLC                                                                | VODAFONE GROUP PLC 5% 05/30/2038                                                                  | CUSIP: 92857WBL3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    130000 | PA      | $122939.13    | 0.00%             | 2038-05-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 4.2% 03/01/2033                                                                         | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    560000 | PA      | $529793.00    | 0.02%             | 2033-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MCCORMICK and CO INC                                                            | MCCORMICK and CO INC 1.85% 02/15/2031                                                             | CUSIP: 579780AS6<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    260000 | PA      | $221104.20    | 0.01%             | 2031-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE CO                                                       | ARIZONA PUBLIC SERVICE CO 5.55% 08/01/2033                                                        | CUSIP: 040555DG6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161386.86    | 0.01%             | 2033-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                          | CORP ANDINA DE FOMENTO 4.125% 01/07/2028                                                          | CUSIP: 219868CK0<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | VE        |    147000 | PA      | $146482.19    | 0.01%             | 2028-01-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                     | OVINTIV INC 6.625% 08/15/2037                                                                     | CUSIP: 292505AE4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97855.07     | 0.00%             | 2037-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 3.75% 09/12/2047                                                                        | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    110000 | PA      | $84979.11     | 0.00%             | 2047-09-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                           | RIO TINTO FIN USA PLC 5% 03/09/2033                                                               | CUSIP: 76720AAN6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199813.96    | 0.01%             | 2033-03-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4% 08/01/2038#MA5125                                                                    | CUSIP: 31418EVT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    266862 | PA      | $258535.51    | 0.01%             | 2038-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SHERWIN WILLIAMS CO                                                             | SHERWIN WILLIAMS CO 2.95% 08/15/2029                                                              | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112212.37    | 0.00%             | 2029-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 4.375% 05/15/2047                                                                    | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47929.95     | 0.00%             | 2047-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.75% 12/31/2030                                                                        | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3600000 | PA      | $3547828.12   | 0.13%             | 2030-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                           | BLUE OWL CAPITAL CORP 2.875% 06/11/2028                                                           | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    270000 | PA      | $249098.41    | 0.01%             | 2028-06-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                     | OVINTIV INC 5.65% 05/15/2028                                                                      | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254845.09    | 0.01%             | 2028-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                  | DEUTSCHE BANK AG NEW YORK BNCH 5.297%/VAR 05/09/2031                                              | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250345.63    | 0.01%             | 2031-05-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                                    | GALLAGHER (ARTHUR J.) and CO 6.75% 02/15/2054                                                     | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107890.10    | 0.00%             | 2054-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 06/01/2032#BE9933                                                                  | CUSIP: 3140FWBB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124985 | PA      | $118929.81    | 0.00%             | 2032-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 4.412% 03/25/2030                                                  | CUSIP: 3137HA4B9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $501328.45    | 0.02%             | 2030-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 3% 08/20/2052#MA8198                                                                      | CUSIP: 36179XDB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    349416 | PA      | $305524.49    | 0.01%             | 2052-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN BANK INTERNATIONAL COOPERATION                                            | JAPAN BANK INTL COOPERATION 2% 10/17/2029                                                         | CUSIP: 471048CF3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | CORP              | JP        |    240000 | PA      | $219210.88    | 0.01%             | 2029-10-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                | EXXON MOBIL CORP 4.327% 03/19/2050                                                                | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80869.13     | 0.00%             | 2050-03-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 4.623%/VAR 05/09/2029                                                 | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1749585.11   | 0.06%             | 2029-05-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                            | DUKE ENERGY CORP NEW 3.75% 09/01/2046                                                             | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    110000 | PA      | $79093.85     | 0.00%             | 2046-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 4.5% 02/06/2028                                                                   | CUSIP: 459200KX8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    680000 | PA      | $684538.33    | 0.02%             | 2028-02-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 4.5% 07/08/2044                                                                       | CUSIP: 68389XAW5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    120000 | PA      | $98872.43     | 0.00%             | 2044-07-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 01/20/2055#MB0145                                                                    | CUSIP: 3618N5ET2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    867459 | PA      | $819113.73    | 0.03%             | 2055-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 12/01/2048#ZN4495                                                                    | CUSIP: 3131YA7G9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     90703 | PA      | $84366.38     | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 2.65% 02/01/2030                                                                     | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    680000 | PA      | $626668.96    | 0.02%             | 2030-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 07/01/2048#G08830                                                                  | CUSIP: 3128MJ4Q0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    137173 | PA      | $123721.36    | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 04/01/2055#                                                                          | CUSIP: 3132DWPE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    108125 | PA      | $99160.23     | 0.00%             | 2055-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE PWR CORP                                                             | OGLETHORPE PWR CORP 5.375% 11/01/2040                                                             | CUSIP: 677052AA0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    120000 | PA      | $113823.93    | 0.00%             | 2040-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 12/01/2053#SD8385                                                                  | CUSIP: 3132DWJ61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1718296 | PA      | $1765453.11   | 0.06%             | 2053-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                                             | AVERY DENNISON CORP 2.65% 04/30/2030                                                              | CUSIP: 053611AK5<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    140000 | PA      | $126733.77    | 0.00%             | 2030-04-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                   | BAT INTL FINANCE PLC 5.931% 02/02/2029                                                            | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     70000 | PA      | $73111.27     | 0.00%             | 2029-02-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 5.05% 11/01/2034                                                                        | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    660000 | PA      | $628847.20    | 0.02%             | 2034-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 3.4% 07/26/2029                                                           | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     31000 | PA      | $29848.89     | 0.00%             | 2029-07-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                             | SUZANO AUSTRIA GMBH 3.125% 01/15/2032                                                             | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    250000 | PA      | $213121.25    | 0.01%             | 2032-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP 3.75% 03/09/2027                                                       | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    280000 | PA      | $276457.06    | 0.01%             | 2027-03-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                   | AEP TEXAS INC 5.25% 05/15/2052                                                                    | CUSIP: 00108WAQ3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87035.83     | 0.00%             | 2052-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                       | MOSAIC CO NEW 5.45% 11/15/2033                                                                    | CUSIP: 61945CAD5<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150231.29    | 0.01%             | 2033-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                             | PRUDENTIAL FINL INC 3.878% 03/27/2028                                                             | CUSIP: 74432QCC7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44583.08     | 0.00%             | 2028-03-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 4.3% 04/06/2029                                                          | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    370000 | PA      | $358397.73    | 0.01%             | 2029-04-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                      | TENNESSEE VALLEY AUTHORITY 4.375% 08/01/2034                                                      | CUSIP: 880591FB3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    269000 | PA      | $263460.83    | 0.01%             | 2034-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                      | ECOLAB INC 1.3% 01/30/2031                                                                        | CUSIP: 278865BF6<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    560000 | PA      | $470547.11    | 0.02%             | 2031-01-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EXPORT IMPORT BANK KOREA                                                        | EXPORT IMPORT BANK KOREA 1.25% 09/21/2030                                                         | CUSIP: 302154DD8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | CORP              | KR        |    680000 | PA      | $578681.52    | 0.02%             | 2030-09-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 4.75% 05/18/2046                                                                    | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    518000 | PA      | $429636.67    | 0.02%             | 2046-05-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GRAINGER (W.W.) INC                                                             | GRAINGER (W.W.) INC 4.45% 09/15/2034                                                              | CUSIP: 384802AF1<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96324.57     | 0.00%             | 2034-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                              | PANAMA REPUBLIC OF 4.5% 04/16/2050                                                                | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    400000 | PA      | $254400.00    | 0.01%             | 2050-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 12/01/2050#MA4210                                                                  | CUSIP: 31418DVC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1581000 | PA      | $1298137.98   | 0.05%             | 2050-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                                  | WALT DISNEY CO 3.7% 10/15/2025                                                                    | CUSIP: 254687DD5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    434000 | PA      | $432767.93    | 0.02%             | 2025-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP 3.2% 01/11/2027                                                          | CUSIP: 89236TDR3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    810000 | PA      | $795706.29    | 0.03%             | 2027-01-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MTR CR CO LLC 5.918% 03/20/2028                                                              | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400803.22    | 0.01%             | 2028-03-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.875% 08/15/2040                                                     | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    126000 | PA      | $113651.02    | 0.00%             | 2040-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                   | BANNER HEALTH 2.913% 01/01/2051                                                                   | CUSIP: 06654DAE7<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $93752.87     | 0.00%             | 2051-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                     | NETFLIX INC 4.9% 08/15/2034                                                                       | CUSIP: 64110LAZ9<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170776.69    | 0.01%             | 2034-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2050#FM7476                                                                  | CUSIP: 3140XBJW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203036 | PA      | $194142.39    | 0.01%             | 2050-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 02/20/2054#MA9488                                                                    | CUSIP: 36179YRH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1193812 | PA      | $1189359.96   | 0.04%             | 2054-02-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BROWN and BROWN INC                                                             | BROWN and BROWN INC 4.2% 03/17/2032                                                               | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    140000 | PA      | $130869.97    | 0.00%             | 2032-03-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC DEL                                                           | KINDER MORGAN INC DEL 5.45% 08/01/2052                                                            | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    210000 | PA      | $186265.09    | 0.01%             | 2052-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 4.223%/VAR 05/01/2029                                               | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1632991.02   | 0.06%             | 2029-05-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VODAFONE GRP PLC                                                                | VODAFONE GROUP PLC 4.375% 05/30/2028                                                              | CUSIP: 92857WBK5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $252661.07    | 0.01%             | 2028-05-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 2.625% 10/21/2041                                                                     | CUSIP: 713448FF0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    100000 | PA      | $68879.62     | 0.00%             | 2041-10-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 04/01/2055#MA5673                                                                  | CUSIP: 31418FJT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    396790 | PA      | $393186.17    | 0.01%             | 2055-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP 3.133% 11/18/2041                                                            | CUSIP: 961214EY5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $70377.61     | 0.00%             | 2041-11-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 01/01/2050#SD8037                                                                  | CUSIP: 3132DV4W2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    165143 | PA      | $136577.02    | 0.00%             | 2050-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DALLAS FORT WORTH TX INTL ARPT                                                  | DFW ARPT 2.843% 11/1/2046                                                                         | CUSIP: 2350368N3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $172545.53    | 0.01%             | 2046-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                                                     | IL ST TAXM 7.35% 7/01/35                                                                          | CUSIP: 452152GS4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     78571 | PA      | $83298.42     | 0.00%             | 2035-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 02/01/2047#BM4896                                                                    | CUSIP: 3140J9NN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76130 | PA      | $68115.85     | 0.00%             | 2047-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 5.316%/VAR 03/26/2041                                                               | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $476799.36    | 0.02%             | 2041-03-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 2.972%/VAR 07/21/2052                                                 | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    110000 | PA      | $68596.55     | 0.00%             | 2052-07-21      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP 1.75% 02/01/2031                                                                      | CUSIP: 74340XCA7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    340000 | PA      | $291336.60    | 0.01%             | 2031-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                          | INTERNATIONAL PAPER CO 6% 11/15/2041                                                              | CUSIP: 460146CH4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69023.31     | 0.00%             | 2041-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                              | REALTY INCOME CORP 3.25% 01/15/2031                                                               | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    238000 | PA      | $219833.15    | 0.01%             | 2031-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                  | VIRGINIA ELECTRIC AND POWER CO 2.45% 12/15/2050                                                   | CUSIP: 927804GD0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $108690.82    | 0.00%             | 2050-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 10/20/2050#MA6935                                                                    | CUSIP: 36179VV49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63284 | PA      | $61003.06     | 0.00%             | 2050-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                 | CHEVRON USA INC 5.05% 11/15/2044                                                                  | CUSIP: 166756AV8<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64683.07     | 0.00%             | 2044-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                           | REYNOLDS AMERICAN INC 5.85% 08/15/2045                                                            | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94258.48     | 0.00%             | 2045-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT AND POWER CO(THE)                                             | CONNECTICUT LT and PWR CO 4% 04/01/2048                                                           | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     60000 | PA      | $45890.22     | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                        | WARNERMEDIA HOLDINGS INC 5.05% 03/15/2042                                                         | CUSIP: 55903VBD4<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    330000 | PA      | $237378.08    | 0.01%             | 2042-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 1.5% 07/01/2036#QN6967                                                                  | CUSIP: 3133GDW48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2499782 | PA      | $2197765.22   | 0.08%             | 2036-07-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                | MERCK and CO INC 4.5% 05/17/2033                                                                  | CUSIP: 58933YBK0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    400000 | PA      | $393043.06    | 0.01%             | 2033-05-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                         | ASTRAZENECA FINANCE LLC 5% 02/26/2034                                                             | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130861.97    | 0.00%             | 2034-02-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 1.093%/VAR 12/09/2026                                               | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $981038.49    | 0.03%             | 2026-12-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) LTD                                                     | RIO TINTO FINANCE (USA) LTD 5.2% 11/02/2040                                                       | CUSIP: 767201AL0<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    324000 | PA      | $311206.49    | 0.01%             | 2040-11-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                               | BERKSHIRE HATHAWAY ENERGY COMPANY 4.6% 05/01/2053                                                 | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80902.85     | 0.00%             | 2053-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 3.5% 09/20/2052#MA8266                                                                    | CUSIP: 36179XFF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1114734 | PA      | $995583.13    | 0.04%             | 2052-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                                                          | OREILLY AUTOMOTIVE INC 1.75% 03/15/2031                                                           | CUSIP: 67103HAK3<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    270000 | PA      | $229134.00    | 0.01%             | 2031-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 09/20/2048#MA5468                                                                      | CUSIP: 36179UCD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8361 | PA      | $8250.30      | 0.00%             | 2048-09-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                          | HP INC 3.4% 06/17/2030                                                                            | CUSIP: 40434LAC9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231289.87    | 0.01%             | 2030-06-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                              | SOUTHWEST GAS CORP 5.45% 03/23/2028                                                               | CUSIP: 845011AH8<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    165000 | PA      | $168238.08    | 0.01%             | 2028-03-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2047#FP0111                                                                    | CUSIP: 3140XTDR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2187504 | PA      | $1960093.76   | 0.07%             | 2047-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 5.5% 06/01/2028#ZA2074                                                                  | CUSIP: 31329KJT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26595 | PA      | $26849.42     | 0.00%             | 2028-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | VICI PROPERTIES LP 5.125% 05/15/2032                                                              | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137184.03    | 0.00%             | 2032-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 12/20/2044#MA2449                                                                    | CUSIP: 36179QWJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15009 | PA      | $15381.14     | 0.00%             | 2044-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                           | TIME WARNER CABLE LLC 5.5% 09/01/2041                                                             | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    110000 | PA      | $96945.65     | 0.00%             | 2041-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 4.5% 05/15/2035                                                                      | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    220000 | PA      | $206950.13    | 0.01%             | 2035-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 10/01/2054#SD8468                                                                    | CUSIP: 3132DWMR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    629056 | PA      | $609274.92    | 0.02%             | 2054-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 4.812% 03/15/2039                                                      | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    780000 | PA      | $719067.10    | 0.03%             | 2039-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                     | NUTRIEN LTD 4.2% 04/01/2029                                                                       | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     32000 | PA      | $31490.88     | 0.00%             | 2029-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 05/01/2052#SD8213                                                                    | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    877111 | PA      | $748578.37    | 0.03%             | 2052-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 2.239%/VAR 07/21/2032                                                              | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    470000 | PA      | $400259.53    | 0.01%             | 2032-07-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2049#CA5860                                                                  | CUSIP: 3140QDQN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20206 | PA      | $19327.06     | 0.00%             | 2049-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.375% 11/15/2049                                                     | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     38000 | PA      | $23852.42     | 0.00%             | 2049-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 3.01% 10/19/2026                                                     | CUSIP: 86562MAK6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    725000 | PA      | $710986.60    | 0.03%             | 2026-10-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 4.85% 10/23/2031                                                      | CUSIP: 02665WFU0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99124.97     | 0.00%             | 2031-10-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4% 11/15/2052                                                         | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6250000 | PA      | $5348876.94   | 0.19%             | 2052-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 05/01/2033#MA3364                                                                  | CUSIP: 31418CW26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2960 | PA      | $2877.80      | 0.00%             | 2033-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                | ELI LILLY and CO 4.875% 02/27/2053                                                                | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53257.17     | 0.00%             | 2053-02-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 12/01/2050#FM5961                                                                    | CUSIP: 3140X9TT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54875 | PA      | $42990.80     | 0.00%             | 2050-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 10/20/2053#MA9299                                                                    | CUSIP: 36179YKL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    878356 | PA      | $737427.49    | 0.03%             | 2053-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 5.8% 05/15/2034                                                       | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118599.62    | 0.00%             | 2034-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LTD                                                               | VALE OVERSEAS LTD 3.75% 07/08/2030                                                                | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    500000 | PA      | $467115.00    | 0.02%             | 2030-07-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 6.75% 10/01/2037                                                    | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    492000 | PA      | $529196.63    | 0.02%             | 2037-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                              | PANAMA REPUBLIC OF 6.7% 01/26/2036                                                                | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    240000 | PA      | $231360.00    | 0.01%             | 2036-01-26      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 2.355% 03/15/2032                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    615000 | PA      | $524511.22    | 0.02%             | 2032-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 07/01/2053#BY6764                                                                  | CUSIP: 3140NPQS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59221 | PA      | $58709.04     | 0.00%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                | LPL HOLDINGS INC 6% 05/20/2034                                                                    | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101563.77    | 0.00%             | 2034-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                 | CATERPILLAR INC 5.2% 05/27/2041                                                                   | CUSIP: 149123BS9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292757.02    | 0.01%             | 2041-05-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                       | UNITED PARCEL SERVICE INC 3.4% 11/15/2046                                                         | CUSIP: 911312AZ9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    190000 | PA      | $132833.21    | 0.00%             | 2046-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO                                     | ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO 5.849% 05/08/2029                                     | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $204953.54    | 0.01%             | 2029-05-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 4.8% 03/15/2029                                                                        | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    370000 | PA      | $375351.57    | 0.01%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 12/01/2054#CC0057                                                                    | CUSIP: 3140Y6B33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    975451 | PA      | $985371.53    | 0.03%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.4% 10/29/2033                                | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    250000 | PA      | $215264.69    | 0.01%             | 2033-10-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMCOR GROUP FINANCE                                                             | AMCOR GROUP FINANCE 5.45% 05/23/2029                                                              | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $153021.81    | 0.01%             | 2029-05-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 02/20/2052#MA7880                                                                      | CUSIP: 36179WXH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    684751 | PA      | $550385.78    | 0.02%             | 2052-02-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 6.05% 09/01/2054                                                               | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    110000 | PA      | $101702.15    | 0.00%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 01/01/2051#RA4352                                                                    | CUSIP: 3133KKZR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    833368 | PA      | $653669.80    | 0.02%             | 2051-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | EUROPEAN INVESTMENT BANK 0.75% 09/23/2030                                                         | CUSIP: 298785JH0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $337869.30    | 0.01%             | 2030-09-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                     | TARGET CORP 2.5% 04/15/2026                                                                       | CUSIP: 87612EBE5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98447.83     | 0.00%             | 2026-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 05/01/2052#FS4815                                                                    | CUSIP: 3140XLK56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2850113 | PA      | $2428446.62   | 0.09%             | 2052-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 03/01/2045#G08631                                                                  | CUSIP: 3128MJVZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60207 | PA      | $53355.58     | 0.00%             | 2045-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                  | BLACKSTONE PRIVATE CREDIT FUND 5.25% 04/01/2030                                                   | CUSIP: 09261HBS5<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146898.23    | 0.01%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                       | LEAR CORP 2.6% 01/15/2032                                                                         | CUSIP: 521865BC8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    110000 | PA      | $93501.83     | 0.00%             | 2032-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                | EXXON MOBIL CORP 4.114% 03/01/2046                                                                | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160049.18    | 0.01%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 11/01/2051#                                                                        | CUSIP: 3132DWCP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1583166 | PA      | $1295958.90   | 0.05%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 05/01/2054#SD8431                                                                  | CUSIP: 3132DWLL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    192982 | PA      | $191214.33    | 0.01%             | 2054-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5.5% 06/20/2053#MA8948                                                                    | CUSIP: 36179X5H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    489853 | PA      | $488638.25    | 0.02%             | 2053-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LTD                                                               | VALE OVERSEAS LTD 6.125% 06/12/2033                                                               | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     70000 | PA      | $71876.70     | 0.00%             | 2033-06-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 3.375% 02/21/2050                                                                       | CUSIP: 031162CS7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    210000 | PA      | $143743.44    | 0.01%             | 2050-02-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 1.85% 03/12/2031                                                            | CUSIP: 455780CV6<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    460000 | PA      | $391575.00    | 0.01%             | 2031-03-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                  | HALLIBURTON CO 7.45% 09/15/2039                                                                   | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    120000 | PA      | $137002.63    | 0.00%             | 2039-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWR and LIGHT CO                                                | JERSEY CENTRAL POWR and LIGHT CO 5.1% 01/15/2035                                                  | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117434.32    | 0.00%             | 2035-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.75% 08/31/2031                                                                        | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2030000 | PA      | $1989796.48   | 0.07%             | 2031-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                          | FEDERAL HOME LOAN BANKS 0.96% 03/05/2026                                                          | CUSIP: 3130ALHH0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1300000 | PA      | $1268306.38   | 0.04%             | 2026-03-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 06/01/2055 #TBA                                                                      | CUSIP: 21H022663<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    250000 | PA      | $209508.53    | 0.01%             | 2055-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC 3.125% 08/15/2029                                                                      | CUSIP: 444859BK7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93152.75     | 0.00%             | 2029-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 15YR 2% 06/01/2040 #TBA                                                                      | CUSIP: 01F020463<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5250000 | PA      | $4741203.60   | 0.17%             | 2040-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 7% 12/01/2053#FS6924                                                                    | CUSIP: 3140XNVS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    172029 | PA      | $179889.18    | 0.01%             | 2053-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                       | DUKE ENERGY CAROLINAS LLC 3.7% 12/01/2047                                                         | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    360000 | PA      | $261472.26    | 0.01%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                  | BURLINGTON NORTHN SANTA FE LLC 5.15% 09/01/2043                                                   | CUSIP: 12189LAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $94323.60     | 0.00%             | 2043-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 2.15% 02/05/2027                                                               | CUSIP: 907818FJ2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115949.17    | 0.00%             | 2027-02-05      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 1.4% 02/25/2031                                                                       | CUSIP: 713448FA1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    680000 | PA      | $576574.84    | 0.02%             | 2031-02-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.55% 06/01/2034  | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $261542.32    | 0.01%             | 2034-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 3.5% 02/12/2034                                                      | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1226000 | PA      | $1007159.00   | 0.04%             | 2034-02-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2052#BW8981                                                                  | CUSIP: 3140N16T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    425217 | PA      | $402571.06    | 0.01%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES FINANCING LTD                                                | TRANE TECHNOLOGIES FINANCING LTD 5.25% 03/03/2033                                                 | CUSIP: 892938AA9<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |     80000 | PA      | $81697.00     | 0.00%             | 2033-03-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 2.972%/VAR 02/04/2033                                                 | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $220349.29    | 0.01%             | 2033-02-04      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.625% 07/31/2026                                                                       | CUSIP: 91282CCP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3960000 | PA      | $3804693.75   | 0.13%             | 2026-07-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 3.9% 05/01/2045                                                            | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $845172.64    | 0.03%             | 2045-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 03/20/2055#MB0257                                                                    | CUSIP: 3618N5JB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    598915 | PA      | $565536.23    | 0.02%             | 2055-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 1.5% 11/01/2036#SB8127                                                                  | CUSIP: 3132D6A42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1348962 | PA      | $1184719.64   | 0.04%             | 2036-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | KROGER CO 3.5% 02/01/2026                                                                         | CUSIP: 501044DC2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129028.11    | 0.00%             | 2026-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 05/01/2048#G08813                                                                  | CUSIP: 3128MJ3X6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    102509 | PA      | $92649.01     | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NATL ASSN MCLEAN VA                                                 | CAPITAL ONE NATL ASN MCLEAN VA 2.7% 02/06/2030                                                    | CUSIP: 25466AAR2<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    500000 | PA      | $453792.85    | 0.02%             | 2030-02-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NATWEST GROUP PLC 4.964%/VAR 08/15/2030                                                           | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    240000 | PA      | $240460.24    | 0.01%             | 2030-08-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 01/31/2031                                                                           | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9240000 | PA      | $9217260.91   | 0.33%             | 2031-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                           | UBER TECHNOLOGIES INC 4.3% 01/15/2030                                                             | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108436.27    | 0.00%             | 2030-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 07/01/2035#FM4457                                                                    | CUSIP: 3140X75T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    258639 | PA      | $246627.61    | 0.01%             | 2035-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                                         | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 3.35% 04/01/2051                                          | CUSIP: 15189XAW8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     70000 | PA      | $47358.35     | 0.00%             | 2051-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                    | NEXTERA ENERGY CAP HLDGS INC 5.9% 03/15/2055                                                      | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    220000 | PA      | $212749.83    | 0.01%             | 2055-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 05/01/2053#MA5009                                                                    | CUSIP: 31418ER77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1062811 | PA      | $1031715.36   | 0.04%             | 2053-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 4.2% 04/01/2050                                                                    | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    110000 | PA      | $85856.39     | 0.00%             | 2050-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                                  | GE HEALTHCARE TECHNOLOGIES INC 6.377% 11/22/2052                                                  | CUSIP: 36267VAM5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105515.40    | 0.00%             | 2052-11-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                             | CONSTELLATION ENERGY GENERATION LLC 6.125% 01/15/2034                                             | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52794.02     | 0.00%             | 2034-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 12/01/2051#SD0785                                                                    | CUSIP: 3132DM2S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    624913 | PA      | $494655.14    | 0.02%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 5.827%/VAR 02/13/2035                                                               | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    380000 | PA      | $379025.44    | 0.01%             | 2035-02-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CONSOLIDATED EDISON CO OF NY 3.7% 11/15/2059                                                      | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    240000 | PA      | $160042.62    | 0.01%             | 2059-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | PFIZER INC 4% 12/15/2036                                                                          | CUSIP: 717081EC3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    190000 | PA      | $171654.69    | 0.01%             | 2036-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                  | US BANCORP DEL 5.775%/VAR 06/12/2029                                                              | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103229.53    | 0.00%             | 2029-06-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                               | LAM RESEARCH CORP 2.875% 06/15/2050                                                               | CUSIP: 512807AW8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    150000 | PA      | $94363.81     | 0.00%             | 2050-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE 0.875% 08/05/2030                                                                      | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    108000 | PA      | $92353.70     | 0.00%             | 2030-08-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC 4.8% 02/14/2029                                                                  | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30107.33     | 0.00%             | 2029-02-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL                           | JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 6.5% 12/01/2052                             | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    280000 | PA      | $283758.44    | 0.01%             | 2052-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROHM and HAAS CO                                                                | ROHM and HAAS CO 7.85% 07/15/2029                                                                 | CUSIP: 775371AU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $132989.06    | 0.00%             | 2029-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.0% 03/20/2043#MA0851                                                                    | CUSIP: 36179M5L0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12711 | PA      | $11495.31     | 0.00%             | 2043-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 08/01/2051#SD8161                                                                  | CUSIP: 3132DWB69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6509605 | PA      | $5328677.26   | 0.19%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                               | PERU REPUBLIC OF 2.78% 12/01/2060                                                                 | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    810000 | PA      | $423630.00    | 0.01%             | 2060-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                        | AGREE LP 2.9% 10/01/2030                                                                          | CUSIP: 008513AA1<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90805.62     | 0.00%             | 2030-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN INC                                                              | BROOKFIELD FIN INC 3.9% 01/25/2028                                                                | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $186463.74    | 0.01%             | 2028-01-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.875% 05/15/2028                                                                       | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    231000 | PA      | $224638.48    | 0.01%             | 2028-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                                                       | BAXTER INTERNATIONAL INC 1.915% 02/01/2027                                                        | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    330000 | PA      | $315604.68    | 0.01%             | 2027-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2052#FS7061                                                                    | CUSIP: 3140XNZ31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    548566 | PA      | $467407.61    | 0.02%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 07/01/2048#CA2055                                                                  | CUSIP: 3140Q9H97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    398872 | PA      | $381899.00    | 0.01%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 1.5% 02/15/2031                                                                      | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    295000 | PA      | $248580.10    | 0.01%             | 2031-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 5.95% 04/01/2041                                                                   | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124286.16    | 0.00%             | 2041-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                               | LYB INTERNATIONAL FINANCE III LLC 3.375% 10/01/2040                                               | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    220000 | PA      | $157584.15    | 0.01%             | 2040-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 06/30/2029                                                                        | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7990000 | PA      | $8087919.85   | 0.29%             | 2029-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 07/01/2051#SD0716                                                                    | CUSIP: 3132DMYM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    603156 | PA      | $479695.10    | 0.02%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                             | COMMONSPIRIT HEALTH 4.35% 11/01/2042                                                              | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    560000 | PA      | $457687.98    | 0.02%             | 2042-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 08/01/2050#BQ1163                                                                    | CUSIP: 3140KLJH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73640 | PA      | $57783.73     | 0.00%             | 2050-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP 4.4% 03/01/2043                                                                          | CUSIP: 126408GX5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42447.33     | 0.00%             | 2043-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER CO                                                            | MISSISSIPPI POWER CO 4.25% 03/15/2042                                                             | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41293.14     | 0.00%             | 2042-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | FIFTH THIRD BANCORP 4.337%/VAR 04/25/2033                                                         | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46881.76     | 0.00%             | 2033-04-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 03/01/2046#BM4621                                                                  | CUSIP: 3140J9D32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    261889 | PA      | $242193.74    | 0.01%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 04/01/2033#MA3339                                                                    | CUSIP: 31418CV92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69705 | PA      | $67182.66     | 0.00%             | 2033-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 4.899%/VAR 05/13/2031                                              | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100099.93    | 0.00%             | 2031-05-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 3% 10/20/2042#783692                                                                      | CUSIP: 3622A2C59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    313182 | PA      | $283608.45    | 0.01%             | 2042-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                           | GENERAL DYNAMICS CORP 3.75% 05/15/2028                                                            | CUSIP: 369550BC1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99103.71     | 0.00%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO 4.65% 10/01/2043                                                    | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    158000 | PA      | $125328.14    | 0.00%             | 2043-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4.5% 05/20/2053#MA8877                                                                    | CUSIP: 36179X2J4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    355980 | PA      | $337364.51    | 0.01%             | 2053-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 3M CO                                                                           | 3M CO 2.375% 08/26/2029                                                                           | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    270000 | PA      | $248502.10    | 0.01%             | 2029-08-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                         | PHILIPPINES REPUBLIC OF 5.5% 01/17/2048                                                           | CUSIP: 718286CX3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $191778.00    | 0.01%             | 2048-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS and ELECTRIC CO                                                   | SAN DIEGO GAS and ELECTRIC CO 2.95% 08/15/2051                                                    | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    220000 | PA      | $134006.97    | 0.00%             | 2051-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                        | BHP BILLITON FIN USA LTD 4.125% 02/24/2042                                                        | CUSIP: 055451AR9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    225000 | PA      | $187832.69    | 0.01%             | 2042-02-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                 | TYSON FOODS INC 4% 03/01/2026                                                                     | CUSIP: 902494BJ1<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159325.78    | 0.01%             | 2026-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 05/01/2052#FS5387                                                                  | CUSIP: 3140XL6Z6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2323252 | PA      | $1895249.46   | 0.07%             | 2052-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DTE ELEC CO                                                                     | DTE ELEC CO 3.95% 03/01/2049                                                                      | CUSIP: 23338VAJ5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     56000 | PA      | $42893.69     | 0.00%             | 2049-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                      | BP CAP MARKETS AMERICA INC 4.893% 09/11/2033                                                      | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108138.40    | 0.00%             | 2033-09-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2% 11/15/2026                                                                           | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    562000 | PA      | $546083.99    | 0.02%             | 2026-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                              | ANHEUSER BUSCH INBEV WORLD INC 4.439% 10/06/2048                                                  | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $994894.14    | 0.04%             | 2048-10-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MICROSOFT CORP 3.45% 08/08/2036                                                                   | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    830000 | PA      | $734630.99    | 0.03%             | 2036-08-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                | ELI LILLY and CO 4.2% 08/14/2029                                                                  | CUSIP: 532457CQ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    290000 | PA      | $289541.43    | 0.01%             | 2029-08-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                                                         | DEERE JOHN CAPITAL CORP 1.45% 01/15/2031                                                          | CUSIP: 24422EVL0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    170000 | PA      | $144937.17    | 0.01%             | 2031-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | CONSTELLATION BRANDS INC 2.875% 05/01/2030                                                        | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    560000 | PA      | $512863.94    | 0.02%             | 2030-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                               | EVERSOURCE ENERGY 3.45% 01/15/2050                                                                | CUSIP: 30040WAH1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    120000 | PA      | $81006.93     | 0.00%             | 2050-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 4.3% 07/08/2034                                                                       | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93005.96     | 0.00%             | 2034-07-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 11/01/2041#ZT1578                                                                    | CUSIP: 3132ADXF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    524366 | PA      | $500113.89    | 0.02%             | 2041-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 02/52#CB2764                                                                         | CUSIP: 3140QNCA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79987 | PA      | $62414.32     | 0.00%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 3.469% 04/15/2034 144A                                                               | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    230000 | PA      | $202022.21    | 0.01%             | 2034-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 6.547%/VAR 06/20/2034                                                           | CUSIP: 404280DX4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $209230.51    | 0.01%             | 2034-06-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | GENERAL MOTORS CO 5.2% 04/01/2045                                                                 | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    110000 | PA      | $91465.37     | 0.00%             | 2045-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 10/15/2027                                                                       | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25440000 | PA      | $25433043.69  | 0.90%             | 2027-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 01/01/2041#A96413                                                                    | CUSIP: 312945DS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31581 | PA      | $30178.15     | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 12/01/2052#                                                                          | CUSIP: 31418EM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1300892 | PA      | $1321541.10   | 0.05%             | 2052-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                              | REGAL REXNORD CORP 6.4% 04/15/2033                                                                | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113826.40    | 0.00%             | 2033-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                | ERP OPERATING LP 3.5% 03/01/2028                                                                  | CUSIP: 26884ABJ1<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    160000 | PA      | $156497.60    | 0.01%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/01/2047#BE3867                                                                    | CUSIP: 3140FPJM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8449 | PA      | $7379.95      | 0.00%             | 2047-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.125% 10/31/2026                                                                       | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8680000 | PA      | $8335851.54   | 0.29%             | 2026-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS and ELECTRIC CO                                                   | BALTIMORE GAS and ELECTRIC CO 2.9% 06/15/2050                                                     | CUSIP: 059165EM8<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    120000 | PA      | $73309.41     | 0.00%             | 2050-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | GENERAL MOTORS CO 6.75% 04/01/2046                                                                | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    405000 | PA      | $403938.73    | 0.01%             | 2046-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE CO                                                       | ARIZONA PUBLIC SERVICE CO 4.2% 08/15/2048                                                         | CUSIP: 040555CX0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75549.02     | 0.00%             | 2048-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 4.976%/VAR 08/11/2033                                                    | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $196219.68    | 0.01%             | 2033-08-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| REGIONS FINL CORP NEW                                                           | REGIONS FINL CORP NEW 7.375% 12/10/2037                                                           | CUSIP: 7591EPAE0<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109993.62    | 0.00%             | 2037-12-10      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP 5.4% 01/31/2035                                                               | CUSIP: 03027XCM0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30212.65     | 0.00%             | 2035-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 5.625% 02/21/2053                                                                 | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    140000 | PA      | $124410.72    | 0.00%             | 2053-02-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                               | CBRE SERVICES INC 5.5% 04/01/2029                                                                 | CUSIP: 12505BAH3<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143858.40    | 0.01%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                      | FIDELITY NATL INFORMN SVCS INC 1.15% 03/01/2026                                                   | CUSIP: 31620MBR6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    246000 | PA      | $239678.43    | 0.01%             | 2026-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 02/20/2055#MB0204                                                                      | CUSIP: 3618N5GN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1019075 | PA      | $989236.91    | 0.03%             | 2055-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                 | WEYERHAEUSER CO 4% 11/15/2029                                                                     | CUSIP: 962166BX1<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    270000 | PA      | $262914.72    | 0.01%             | 2029-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                           | RIO TINTO FIN USA PLC 5.25% 03/14/2035                                                            | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    420000 | PA      | $418742.81    | 0.01%             | 2035-03-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                                  | WALT DISNEY CO 2% 09/01/2029                                                                      | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    730000 | PA      | $665694.45    | 0.02%             | 2029-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO 3.65% 02/01/2050                                                    | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    410000 | PA      | $265583.81    | 0.01%             | 2050-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 07/01/2049#SD0040                                                                    | CUSIP: 3132DMBH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    340646 | PA      | $294559.96    | 0.01%             | 2049-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                               | BERKSHIRE HATHAWAY ENERGY COMPANY 1.65% 05/15/2031                                                | CUSIP: 084659BD2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    160000 | PA      | $134445.52    | 0.00%             | 2031-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                        | TOTALENERGIES CAPITAL SA 5.15% 04/05/2034                                                         | CUSIP: 89157XAA9<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    230000 | PA      | $231665.13    | 0.01%             | 2034-04-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C6 MTG TR                                                              | BMO 2023-C6 A5 MTG TR 5.9562% 09/15/2056                                                          | CUSIP: 055985AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $146046.38    | 0.01%             | 2056-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS CO                                                      | SOUTHERN CALIFORNIA GAS CO 4.3% 01/15/2049                                                        | CUSIP: 842434CS9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    130000 | PA      | $101032.24    | 0.00%             | 2049-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                    | ING GROEP NV 4.017%/VAR 03/28/2028                                                                | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $197721.78    | 0.01%             | 2028-03-28      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 01/20/2055#MB0146                                                                      | CUSIP: 3618N5EU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4460607 | PA      | $4330001.75   | 0.15%             | 2055-01-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                    | ING GROEP NV 5.525%/VAR 03/25/2036                                                                | CUSIP: 456837BS1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $199514.63    | 0.01%             | 2036-03-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                              | CNA FINANCIAL CORP 3.9% 05/01/2029                                                                | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    400000 | PA      | $388662.56    | 0.01%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 02/15/2034                                                                           | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6580000 | PA      | $6429122.64   | 0.23%             | 2034-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 06/01/2048#BJ9252                                                                    | CUSIP: 3140HBH68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48597 | PA      | $45247.72     | 0.00%             | 2048-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 02/20/2049#MA5764                                                                    | CUSIP: 36179UMM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8780 | PA      | $8427.69      | 0.00%             | 2049-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC                          | BAKER HUGHES A GE CO LLC / CO-OBLIGOR INC 3.138% 11/07/2029                                       | CUSIP: 05723KAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $216515.28    | 0.01%             | 2029-11-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 11/01/2048#BN3186                                                                    | CUSIP: 3140JKRG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2862 | PA      | $2661.97      | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                        | NIKE INC 2.75% 03/27/2027                                                                         | CUSIP: 654106AJ2<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    230000 | PA      | $224129.91    | 0.01%             | 2027-03-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | SIMON PROPERTY GROUP LP 3.5% 09/01/2025                                                           | CUSIP: 828807CV7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    230000 | PA      | $229425.38    | 0.01%             | 2025-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 10/01/2054#RJ2653                                                                  | CUSIP: 3142GS5P9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    940462 | PA      | $939561.51    | 0.03%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | LOCKHEED MARTIN CORP 4.3% 06/15/2062                                                              | CUSIP: 539830BT5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76495.06     | 0.00%             | 2062-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 02/01/2047#AL9846                                                                  | CUSIP: 3138ER5G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130177 | PA      | $126224.14    | 0.00%             | 2047-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                         | BANK OF NOVA SCOTIA 5.45% 06/12/2025                                                              | CUSIP: 06418GAC1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $900187.98    | 0.03%             | 2025-06-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                           | NORTHROP GRUMMAN CORP 4.4% 05/01/2030                                                             | CUSIP: 666807BS0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    210000 | PA      | $208366.04    | 0.01%             | 2030-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP 5.25% 03/15/2054                                                                      | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    140000 | PA      | $128393.78    | 0.00%             | 2054-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 09/01/2050#BP6750                                                                    | CUSIP: 3140KEQC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    644588 | PA      | $504991.96    | 0.02%             | 2050-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.625% 02/15/2029                                                                       | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1038000 | PA      | $992587.50    | 0.04%             | 2029-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | ASIAN DEVELOPMENT BANK 0.75% 10/08/2030                                                           | CUSIP: 045167EY5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |    150000 | PA      | $126345.34    | 0.00%             | 2030-10-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EXPORT IMPORT BANK KOREA                                                        | EXPORT IMPORT BANK KOREA 0.625% 02/09/2026                                                        | CUSIP: 302154DF3<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | CORP              | KR        |    400000 | PA      | $389752.41    | 0.01%             | 2026-02-09      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.664%/VAR 04/17/2036                                                              | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    230000 | PA      | $233756.69    | 0.01%             | 2036-04-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                 | ASTRAZENECA PLC 4.375% 08/17/2048                                                                 | CUSIP: 046353AU2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    180000 | PA      | $150894.97    | 0.01%             | 2048-08-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                             | SCHWAB CHARLES CORP 1.65% 03/11/2031                                                              | CUSIP: 808513BG9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    197000 | PA      | $166658.09    | 0.01%             | 2031-03-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 11/01/2054#QJ8957                                                                  | CUSIP: 3133D05S6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    275000 | PA      | $272415.86    | 0.01%             | 2054-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JOHNSON and JOHNSON                                                             | JOHNSON and JOHNSON 2.25% 09/01/2050                                                              | CUSIP: 478160CS1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    100000 | PA      | $57051.12     | 0.00%             | 2050-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MICROSOFT CORP 2.5% 09/15/2050                                                                    | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    230000 | PA      | $138318.18    | 0.00%             | 2050-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                | MERCK and CO INC 4.15% 05/18/2043                                                                 | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83360.86     | 0.00%             | 2043-05-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                    | NEXTERA ENERGY CAP HLDGS INC 5.45% 03/15/2035                                                     | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239851.96    | 0.01%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC 2.5% 09/22/2041                                                                       | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    390000 | PA      | $269322.50    | 0.01%             | 2041-09-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 6.49%/VAR 09/13/2029                                                                 | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $839594.88    | 0.03%             | 2029-09-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GE AEROSPACE                                                                    | GE AEROSPACE 4.25% 05/01/2040                                                                     | CUSIP: 369604BX0<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43655.85     | 0.00%             | 2040-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                   | FORD MOTOR CO 5.291% 12/08/2046                                                                   | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    250000 | PA      | $197118.63    | 0.01%             | 2046-12-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.597%/VAR 03/24/2051                                                              | CUSIP: 6174468N2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    190000 | PA      | $183681.23    | 0.01%             | 2051-03-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.875% 07/31/2025                                                                       | CUSIP: 912828Y79<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    258000 | PA      | $257370.12    | 0.01%             | 2025-07-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP 4.821%/VAR 01/26/2034                                                           | CUSIP: 857477CA9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98110.40     | 0.00%             | 2034-01-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                | MARKEL GROUP INC 3.35% 09/17/2029                                                                 | CUSIP: 570535AU8<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95293.23     | 0.00%             | 2029-09-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 04/01/2045#G08635                                                                  | CUSIP: 3128MJV56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81910 | PA      | $72531.34     | 0.00%             | 2045-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 4.95% 02/01/2029                                                             | CUSIP: 78016HZV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $91612.55     | 0.00%             | 2029-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 2.559% 02/25/2030                                                      | CUSIP: 606822BR4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $181783.34    | 0.01%             | 2030-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 03/01/2048#G67710                                                                  | CUSIP: 3132XCR72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58771 | PA      | $53191.68     | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 4.75% 03/25/2050                                                                       | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    390000 | PA      | $307699.47    | 0.01%             | 2050-03-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 3.25% 05/15/2030                                                                      | CUSIP: 68389XBD6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    110000 | PA      | $103054.16    | 0.00%             | 2030-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO 4.05% 12/03/2042                                                              | CUSIP: 025816BF5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    140000 | PA      | $116347.01    | 0.00%             | 2042-12-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 01/47#MA4197                                                                           | CUSIP: 36179SUW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     83208 | PA      | $77603.04     | 0.00%             | 2047-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                        | BHP BILLITON FIN USA LTD 5% 09/30/2043                                                            | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    151000 | PA      | $139247.77    | 0.00%             | 2043-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP 5.618%/VAR 11/20/2035                                                        | CUSIP: 961214FW8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $99270.40     | 0.00%             | 2035-11-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                          | CONOCOPHILLIPS CO 5.65% 01/15/2065                                                                | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    170000 | PA      | $156578.70    | 0.01%             | 2065-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO 5.442%/VAR 01/30/2036                                                         | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201319.83    | 0.01%             | 2036-01-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO 4.05% 03/15/2042                                                    | CUSIP: 842400FV0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    160000 | PA      | $118248.23    | 0.00%             | 2042-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 5.875% 02/22/2033                                                                   | CUSIP: 172967BU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    310000 | PA      | $317839.16    | 0.01%             | 2033-02-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 04/01/2053#SD2654                                                                    | CUSIP: 3132DP5P9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000165 | PA      | $970042.68    | 0.03%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.25% 08/15/2049                                                      | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    267000 | PA      | $163349.77    | 0.01%             | 2049-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 03/01/2037#SB0686                                                                  | CUSIP: 3132CWXP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    333819 | PA      | $310503.16    | 0.01%             | 2037-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 2.55% 01/22/2030                                                   | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    530000 | PA      | $484190.67    | 0.02%             | 2030-01-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 09/01/2053#FS5749                                                                  | CUSIP: 3140XML79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    626721 | PA      | $643823.03    | 0.02%             | 2053-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 10/31/2029                                                                       | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13400000 | PA      | $13496835.90  | 0.48%             | 2029-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 2.625% 04/15/2026                                                                | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1279851.81   | 0.05%             | 2026-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 11/01/2052#MA4807                                                                  | CUSIP: 31418EKV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143920 | PA      | $143287.76    | 0.01%             | 2052-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | SIMON PROPERTY GROUP LP 4.25% 11/30/2046                                                          | CUSIP: 828807CZ8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    116000 | PA      | $91740.58     | 0.00%             | 2046-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.625% 11/30/2027                                                                       | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2407000 | PA      | $2222620.05   | 0.08%             | 2027-11-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMERICA HOLDINGS                                             | LABORATORY CORP OF AMER HLDGS 4.8% 10/01/2034                                                     | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    340000 | PA      | $326456.84    | 0.01%             | 2034-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 1.5% 04/01/2052#FS2099                                                                  | CUSIP: 3140XHKM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    962868 | PA      | $711586.48    | 0.03%             | 2052-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 09/01/2048#                                                                          | CUSIP: 3140JADM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93448 | PA      | $81769.33     | 0.00%             | 2048-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 4.75% 02/15/2033                                                              | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    160000 | PA      | $155539.36    | 0.01%             | 2033-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                                        | JOHNSON CONTROLS/TYCO FI 2% 09/16/2031                                                            | CUSIP: 47837RAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    280000 | PA      | $237381.35    | 0.01%             | 2031-09-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 10/01/2050#SD7526                                                                  | CUSIP: 3132DVLF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1067847 | PA      | $886806.28    | 0.03%             | 2050-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 04/01/2052#SD3209                                                                  | CUSIP: 3132DQR65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3902526 | PA      | $3194556.35   | 0.11%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                           | APPLIED MATERIALS INC 2.75% 06/01/2050                                                            | CUSIP: 038222AP0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    190000 | PA      | $115639.30    | 0.00%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC 2.8% 10/01/2050                                                               | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    180000 | PA      | $109429.38    | 0.00%             | 2050-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                    | STRYKER CORP 2.9% 06/15/2050                                                                      | CUSIP: 863667AZ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    200000 | PA      | $127354.56    | 0.00%             | 2050-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC 6.875% 11/01/2033                                                                | CUSIP: 02209SBR3<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    370000 | PA      | $406547.82    | 0.01%             | 2033-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                          | DIAMONDBACK ENERGY INC 4.4% 03/24/2051                                                            | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74787.77     | 0.00%             | 2051-03-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 2.341%/VAR 01/19/2028                                                  | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    330000 | PA      | $318166.45    | 0.01%             | 2028-01-19      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2050#FM0076                                                                    | CUSIP: 3140X3CN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147088 | PA      | $127095.96    | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NSTAR ELEC CO                                                                   | NSTAR ELEC CO 4.95% 09/15/2052                                                                    | CUSIP: 67021CAT4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87158.58     | 0.00%             | 2052-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 10/01/2037#SB8183                                                                  | CUSIP: 3132D6CU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    205792 | PA      | $197207.96    | 0.01%             | 2037-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC                                                | REINSURANCE GRP OF AMERICA INC 3.95% 09/15/2026                                                   | CUSIP: 759351AM1<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198295.78    | 0.01%             | 2026-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | SIMON PROPERTY GROUP LP 4.75% 09/26/2034                                                          | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114660.60    | 0.00%             | 2034-09-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                                                         | DEERE JOHN CAPITAL CORP 5.15% 09/08/2033                                                          | CUSIP: 24422EXE4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173031.84    | 0.01%             | 2033-09-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 4.9% 03/15/2049                                                        | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    270000 | PA      | $237125.00    | 0.01%             | 2049-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                         | MARATHON PETROLEUM CORP 5.15% 03/01/2030                                                          | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131262.34    | 0.00%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.625% 11/15/2026                                                                       | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6220000 | PA      | $6271752.33   | 0.22%             | 2026-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                   | FORD MOTOR CO 4.75% 01/15/2043                                                                    | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    400000 | PA      | $300600.84    | 0.01%             | 2043-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 3.734% 12/08/2047                                                                      | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    110000 | PA      | $74756.10     | 0.00%             | 2047-12-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 1.658%/VAR 03/11/2027                                                 | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    340000 | PA      | $332146.29    | 0.01%             | 2027-03-11      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 4.5% 01/31/2050                                                      | CUSIP: 91087BAG5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1920000 | PA      | $1336320.00   | 0.05%             | 2050-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 4.482%/VAR 08/23/2028                                               | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    820000 | PA      | $817282.22    | 0.03%             | 2028-08-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                              | REGAL REXNORD CORP 6.3% 02/15/2030                                                                | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    290000 | PA      | $300672.51    | 0.01%             | 2030-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 09/01/2052#QF0270                                                                  | CUSIP: 3133BMJP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1380784 | PA      | $1307248.33   | 0.05%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 11/01/2050#QB5200                                                                  | CUSIP: 3133ABX54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    524183 | PA      | $427778.49    | 0.02%             | 2050-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 1.5% 06/03/2030                                                                    | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    160000 | PA      | $140417.76    | 0.00%             | 2030-06-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 2.65% 05/11/2050                                                                        | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    330000 | PA      | $201544.63    | 0.01%             | 2050-05-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 1.5% 02/01/2052#                                                                        | CUSIP: 31418EBQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    173193 | PA      | $127994.23    | 0.00%             | 2052-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                                                   | UNIVERSAL HEALTH SERVICES INC 2.65% 10/15/2030                                                    | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    180000 | PA      | $158022.12    | 0.01%             | 2030-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FINANCE BV                                                  | SHELL INTL FIN B V 3% 11/26/2051                                                                  | CUSIP: 822582CL4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $62427.85     | 0.00%             | 2051-11-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                  | DEUTSCHE BANK AG NEW YORK BNCH 6.819%/VAR 11/20/2029                                              | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    280000 | PA      | $296270.44    | 0.01%             | 2029-11-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 05/01/2053#SD8323                                                                    | CUSIP: 3132DWG80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    539867 | PA      | $524071.53    | 0.02%             | 2053-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 5.25% 06/15/2055                                                                 | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    320000 | PA      | $284876.81    | 0.01%             | 2055-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 10YR 3% 05/01/2030#MA4011                                                                    | CUSIP: 31418DN57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122993 | PA      | $120036.58    | 0.00%             | 2030-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 01/01/2053#BX6634                                                                    | CUSIP: 3140NBLQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    740507 | PA      | $749021.80    | 0.03%             | 2053-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 01/20/2055#MB0144                                                                      | CUSIP: 3618N5ES4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    721173 | PA      | $660984.47    | 0.02%             | 2055-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.125% 08/31/2029                                                                       | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2250000 | PA      | $2179248.05   | 0.08%             | 2029-08-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 2.4% 04/10/2028                                                          | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    190000 | PA      | $177172.42    | 0.01%             | 2028-04-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                             | SYNCHRONY FINANCIAL 3.95% 12/01/2027                                                              | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    380000 | PA      | $369540.59    | 0.01%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2022-C                                           | HYUNDAI AUTO RECEIVABLES TRUST 2022-C A3 5.39% 06/15/2027                                         | CUSIP: 44933DAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    148333 | PA      | $148804.66    | 0.01%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | CISCO SYSTEMS INC 5.1% 02/24/2035                                                                 | CUSIP: 17275RBZ4<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    260000 | PA      | $261529.45    | 0.01%             | 2035-02-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.625% 05/15/2044                                                     | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8980000 | PA      | $8645354.73   | 0.30%             | 2044-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC                                                      | CITIZENS FINANCIAL GRP INC 5.253%/VAR 03/05/2031                                                  | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    260000 | PA      | $260270.95    | 0.01%             | 2031-03-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                        | KLA CORP 5.25% 07/15/2062                                                                         | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    120000 | PA      | $108561.39    | 0.00%             | 2062-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                  | DEUTSCHE BANK AG NEW YORK BNCH 4.875%/VAR 12/01/2032                                              | CUSIP: 251526BN8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196276.00    | 0.01%             | 2032-12-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 10YR 4% 04/01/2029#BM5825                                                                    | CUSIP: 3140JAPK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26392 | PA      | $25955.95     | 0.00%             | 2029-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                               | GENERAL MILLS INC 4.95% 03/29/2033                                                                | CUSIP: 370334CT9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247138.87    | 0.01%             | 2033-03-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 04/01/2054#SD8420                                                                  | CUSIP: 3132DWK93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    746298 | PA      | $739986.07    | 0.03%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 4.95% 01/10/2047                                                                     | CUSIP: 06738EAV7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $176899.96    | 0.01%             | 2047-01-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                 | NEVADA POWER CO 6% 03/15/2054                                                                     | CUSIP: 641423CG1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69226.41     | 0.00%             | 2054-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.75% 05/31/2030                                                                        | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1860000 | PA      | $1840600.78   | 0.06%             | 2030-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP 2.65% 08/15/2030                                                                          | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134223.39    | 0.00%             | 2030-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | CISCO SYSTEMS INC 4.85% 02/26/2029                                                                | CUSIP: 17275RBR2<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305962.02    | 0.01%             | 2029-02-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 03/01/2051#QC0161                                                                    | CUSIP: 3133AJFA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     69890 | PA      | $55212.96     | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP                                                     | BLUE OWL CREDIT INCOME CORP 6.65% 03/15/2031                                                      | CUSIP: 69120VAZ4<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    190000 | PA      | $193308.87    | 0.01%             | 2031-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                      | FISERV INC 5.45% 03/15/2034                                                                       | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    270000 | PA      | $270663.01    | 0.01%             | 2034-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 5.574%/VAR 07/25/2029                                                      | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410355.32    | 0.01%             | 2029-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                           | FLORIDA PWR and LT CO 4.05% 06/01/2042                                                            | CUSIP: 341081FG7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    210000 | PA      | $173351.13    | 0.01%             | 2042-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 2.55% 12/01/2033                                                                     | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    210000 | PA      | $172714.87    | 0.01%             | 2033-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.125% 02/29/2028                                                                       | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5030000 | PA      | $4673380.85   | 0.16%             | 2028-02-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 12/01/2025#ZK2806                                                                  | CUSIP: 3131X6DK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4911 | PA      | $4884.50      | 0.00%             | 2025-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 09/20/2051#MA7589                                                                    | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    579714 | PA      | $486067.41    | 0.02%             | 2051-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 5.93% 05/01/2060                                                                        | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    330000 | PA      | $305515.38    | 0.01%             | 2060-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 02/01/2035#FM3019                                                                  | CUSIP: 3140X6K91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93330 | PA      | $90312.09     | 0.00%             | 2035-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                        | COOPERATIEVE RABOBANK UA 5.25% 05/24/2041                                                         | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    180000 | PA      | $173383.96    | 0.01%             | 2041-05-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELEC and GAS CO                                                  | PUBLIC SERVICE ELEC and GAS CO 3.15% 01/01/2050                                                   | CUSIP: 74456QCC8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $197505.79    | 0.01%             | 2050-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                               | CIGNA GROUP (THE) 5.125% 05/15/2031                                                               | CUSIP: 125523CU2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101654.75    | 0.00%             | 2031-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                           | PFIZER INVESTMENT ENTERPRISES PTE LTD 4.45% 05/19/2028                                            | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    500000 | PA      | $502573.76    | 0.02%             | 2028-05-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | FIFTH THIRD BANCORP 6.361%/VAR 10/27/2028                                                         | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    380000 | PA      | $393946.28    | 0.01%             | 2028-10-27      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                           | UNILEVER CAPITAL CORP 4.875% 09/08/2028                                                           | CUSIP: 904764BS5<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184111.61    | 0.01%             | 2028-09-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                       | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC 5.026% 10/01/2029 144A                                  | CUSIP: 83007CAC6<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99159.15     | 0.00%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP 3.125% 01/15/2027                                                             | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    950000 | PA      | $926646.28    | 0.03%             | 2027-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 11/20/2054#MB0024                                                                    | CUSIP: 3618N5A25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    296495 | PA      | $279970.30    | 0.01%             | 2054-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | CISCO SYSTEMS INC 5.5% 02/24/2055                                                                 | CUSIP: 17275RCA8<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126302.04    | 0.00%             | 2055-02-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 11/01/2051#QD0293                                                                  | CUSIP: 3133AWKE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    696142 | PA      | $567894.76    | 0.02%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 1.378% 07/25/2030                                                  | CUSIP: 3137FWHT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    640000 | PA      | $553453.89    | 0.02%             | 2030-07-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                      | EATON CORP 4.15% 11/02/2042                                                                       | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83610.88     | 0.00%             | 2042-11-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 3.5% 07/15/2051                                                                           | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    140000 | PA      | $89718.39     | 0.00%             | 2051-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 08/20/2048#MA5398                                                                      | CUSIP: 36179T7K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     52417 | PA      | $48721.78     | 0.00%             | 2048-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GE AEROSPACE                                                                    | GE AEROSPACE 6.75% 03/15/2032                                                                     | CUSIP: 36962GXZ2<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    130000 | PA      | $145105.56    | 0.01%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.375% 11/30/2030                                                                       | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8470000 | PA      | $8611938.65   | 0.30%             | 2030-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                                          | SMURFIT KAPPA TREASURY 5.438% 04/03/2034                                                          | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    300000 | PA      | $300372.00    | 0.01%             | 2034-04-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.875% 07/31/2026                                                                       | CUSIP: 912828Y95<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $779937.50    | 0.03%             | 2026-07-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                               | CIGNA GROUP (THE) 3.4% 03/01/2027                                                                 | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    790000 | PA      | $776098.48    | 0.03%             | 2027-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                      | FISERV INC 3.5% 07/01/2029                                                                        | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    520000 | PA      | $495731.17    | 0.02%             | 2029-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP 5.684%/VAR 11/21/2029                                                           | CUSIP: 857477CF8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207970.82    | 0.01%             | 2029-11-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 01/01/2052#SD2629                                                                  | CUSIP: 3132DP4N5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    658650 | PA      | $537309.62    | 0.02%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES INC                                                       | AVALONBAY COMMUNITIES INC 3.35% 05/15/2027                                                        | CUSIP: 05348EBA6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    170000 | PA      | $166721.30    | 0.01%             | 2027-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.5% 06/01/2041   | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $196782.48    | 0.01%             | 2041-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRANSMISSION and STORAGE INC                                        | EASTERN GAS TRANSMISSION and STORAGE INC 3.9% 11/15/2049                                          | CUSIP: 276480AB6<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |     90000 | PA      | $63573.90     | 0.00%             | 2049-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 05/01/2033#BK5466                                                                    | CUSIP: 3140HKCC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77626 | PA      | $74761.47     | 0.00%             | 2033-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                       | BANK NEW YORK MELLON CORP 4.543%/VAR 02/01/2029                                                   | CUSIP: 06406RBN6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    560000 | PA      | $562155.57    | 0.02%             | 2029-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS CO                                                      | SOUTHERN CALIFORNIA GAS CO 2.55% 02/01/2030                                                       | CUSIP: 842434CU4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    210000 | PA      | $191175.36    | 0.01%             | 2030-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 09/01/2050#QB3535                                                                    | CUSIP: 3133A94U6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1717741 | PA      | $1347882.30   | 0.05%             | 2050-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                             | SUZANO AUSTRIA GMBH 2.5% 09/15/2028                                                               | CUSIP: 86964WAL6<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    320000 | PA      | $293561.60    | 0.01%             | 2028-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 6.4% 11/15/2063                                                           | CUSIP: 110122EC8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    550000 | PA      | $579193.96    | 0.02%             | 2063-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                                             | PUBLIC SVC ENTERPRISE GRP INC 1.6% 08/15/2030                                                     | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85405.46     | 0.00%             | 2030-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HERSHEY CO                                                                      | HERSHEY CO 2.65% 06/01/2050                                                                       | CUSIP: 427866BG2<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     55000 | PA      | $32662.53     | 0.00%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                | FIRSTENERGY CORP 1.6% 01/15/2026                                                                  | CUSIP: 337932AN7<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     97000 | PA      | $95128.02     | 0.00%             | 2026-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 5.75% 03/02/2063                                                                        | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    580000 | PA      | $548335.18    | 0.02%             | 2063-03-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.5% 04/15/2027                                                                         | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10820000 | PA      | $10928622.63  | 0.39%             | 2027-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 08/01/2052#BW7774                                                                  | CUSIP: 3140N0T88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    535646 | PA      | $475782.73    | 0.02%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE CO OF CO                                                         | PUBLIC SERVICE CO OF CO 5.35% 05/15/2034                                                          | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159342.00    | 0.01%             | 2034-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP 3.95% 05/01/2050                                                                         | CUSIP: 126408HC0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    370000 | PA      | $280907.47    | 0.01%             | 2050-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | CROWN CASTLE INC 5.1% 05/01/2033                                                                  | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    280000 | PA      | $274371.65    | 0.01%             | 2033-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | METLIFE INC 6.375% 06/15/2034                                                                     | CUSIP: 59156RAJ7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    310000 | PA      | $338336.19    | 0.01%             | 2034-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | AIR LEASE CORP 3.75% 06/01/2026                                                                   | CUSIP: 00914AAB8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    290000 | PA      | $287598.57    | 0.01%             | 2026-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 5.4% 02/09/2028                                                      | CUSIP: 91087BAU4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $203125.00    | 0.01%             | 2028-02-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 12/01/2048#MA3538                                                                    | CUSIP: 31418C4Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22185 | PA      | $21896.27     | 0.00%             | 2048-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4.5% 07/20/2052#MA8151                                                                    | CUSIP: 36179XBU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    563576 | PA      | $536789.47    | 0.02%             | 2052-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VODAFONE GRP PLC                                                                | VODAFONE GROUP PLC 5.125% 06/19/2059                                                              | CUSIP: 92857WBT6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $421554.97    | 0.01%             | 2059-06-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 5.65% 01/17/2029                                                         | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131801.76    | 0.00%             | 2029-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC 2.15% 02/03/2032                                                                       | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    510000 | PA      | $417782.11    | 0.01%             | 2032-02-03      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 3.85% 06/15/2028                                                           | CUSIP: 91324PDK5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    960000 | PA      | $944140.87    | 0.03%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 2.375% 02/08/2041                                                                       | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    920000 | PA      | $630091.45    | 0.02%             | 2041-02-08      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                      | KENVUE INC 5.2% 03/22/2063                                                                        | CUSIP: 49177JAR3<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    110000 | PA      | $99685.50     | 0.00%             | 2063-03-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION NEW                                                        | AMPHENOL CORPORATION NEW 2.2% 09/15/2031                                                          | CUSIP: 032095AL5<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    140000 | PA      | $121322.30    | 0.00%             | 2031-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECH CORP                                                | WESTINGHOUSE AIR BRAKE TECH CORP 3.45% 11/15/2026                                                 | CUSIP: 960386AL4<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196598.00    | 0.01%             | 2026-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 04/20/2048#MA5137                                                                      | CUSIP: 36179TV69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28502 | PA      | $26519.17     | 0.00%             | 2048-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                               | CIGNA GROUP (THE) 4.375% 10/15/2028                                                               | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99442.05     | 0.00%             | 2028-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                      | UNUM GROUP 5.75% 08/15/2042                                                                       | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    160000 | PA      | $151926.48    | 0.01%             | 2042-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 5% 08/31/2025                                                                           | CUSIP: 91282CHV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $250332.03    | 0.01%             | 2025-08-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                              | ROYALTY PHARMA PLC 3.35% 09/02/2051                                                               | CUSIP: 78081BAP8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    390000 | PA      | $242052.20    | 0.01%             | 2051-09-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                      | VMWARE INC 1.4% 08/15/2026                                                                        | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    690000 | PA      | $664361.80    | 0.02%             | 2026-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                             | CARDINAL HEALTH INC 4.9% 09/15/2045                                                               | CUSIP: 14149YBD9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85451.28     | 0.00%             | 2045-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 6% 01/09/2028                                                            | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    330000 | PA      | $338211.28    | 0.01%             | 2028-01-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 12/01/2053#RJ0505                                                                  | CUSIP: 3142GQR38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    524003 | PA      | $543009.56    | 0.02%             | 2053-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 05/52#MA8044                                                                         | CUSIP: 36179W5D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    159180 | PA      | $142215.40    | 0.01%             | 2052-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 4.5% 12/06/2048                                                                    | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83727.29     | 0.00%             | 2048-12-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 4.85% 06/15/2044                                                                       | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    340000 | PA      | $305245.96    | 0.01%             | 2044-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                     | VENTAS RLTY LTD PARTNERSHIP 4.875% 04/15/2049                                                     | CUSIP: 92277GAQ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    160000 | PA      | $133885.27    | 0.00%             | 2049-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 03/01/2054#SD8409                                                                    | CUSIP: 3132DWKW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1744316 | PA      | $1763146.16   | 0.06%             | 2054-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC DEL                                                           | KINDER MORGAN INC DEL 5.55% 06/01/2045                                                            | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    300000 | PA      | $275348.50    | 0.01%             | 2045-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 03/01/2035#SB8035                                                                  | CUSIP: 3132D54U3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    211173 | PA      | $196951.82    | 0.01%             | 2035-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                       | TORONTO DOMINION BANK 5.298% 01/30/2032                                                           | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $405631.74    | 0.01%             | 2032-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP 5.125% 01/15/2034                                                                     | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100097.52    | 0.00%             | 2034-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 02/01/2051#MA4255                                                                    | CUSIP: 31418DWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3957475 | PA      | $3097944.64   | 0.11%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.875% 10/31/2030                                                                       | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7650000 | PA      | $7964068.38   | 0.28%             | 2030-10-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 03/01/2046#FM2316                                                                  | CUSIP: 3140X5SE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    660565 | PA      | $610230.31    | 0.02%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                        | KLA CORP 4.1% 03/15/2029                                                                          | CUSIP: 482480AG5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158773.04    | 0.01%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 04/01/2036#SB8098                                                                    | CUSIP: 3132D57K2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1501162 | PA      | $1358419.08   | 0.05%             | 2036-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 5.125% 07/07/2028                                                     | CUSIP: 02665WEM9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172726.51    | 0.01%             | 2028-07-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                       | BANK NEW YORK MELLON CORP 6.317%/VAR 10/25/2029                                                   | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    500000 | PA      | $528776.07    | 0.02%             | 2029-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 04/01/2052#BV8580                                                                  | CUSIP: 3140MNRA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    478070 | PA      | $424343.15    | 0.01%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 04/01/2042#G07242                                                                    | CUSIP: 3128M9LX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24995 | PA      | $23873.74     | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 03/01/2051#BR8853                                                                    | CUSIP: 3140L7ZT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1142040 | PA      | $893285.00    | 0.03%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                            | ONTARIO PROVINCE CDA 2.3% 06/15/2026                                                              | CUSIP: 68323AFF6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     70000 | PA      | $68651.10     | 0.00%             | 2026-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                        | DUKE ENERGY PROGRESS LLC 4.2% 08/15/2045                                                          | CUSIP: 26442UAB0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    180000 | PA      | $145430.40    | 0.01%             | 2045-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 04/01/2032#MA2964                                                                    | CUSIP: 31418CJJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124721 | PA      | $120600.34    | 0.00%             | 2032-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING NEW                                                               | OWENS CORNING NEW 5.7% 06/15/2034                                                                 | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122491.51    | 0.00%             | 2034-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE CO OF OK                                                         | PUBLIC SERVICE CO OF OK 5.25% 01/15/2033                                                          | CUSIP: 744533BQ2<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99639.20     | 0.00%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 03/01/2051#SD4957                                                                    | CUSIP: 3132DSQJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3584343 | PA      | $2812574.02   | 0.10%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 5.808% 09/14/2033                                                    | CUSIP: 86562MDJ6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $209658.19    | 0.01%             | 2033-09-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                             | KIMBERLY-CLARK CORP 3.2% 07/30/2046                                                               | CUSIP: 494368BV4<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69027.29     | 0.00%             | 2046-07-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                                                                    | FORTINET INC 1% 03/15/2026                                                                        | CUSIP: 34959EAA7<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |    210000 | PA      | $204138.59    | 0.01%             | 2026-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST                                    | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 5.15% 09/15/2030                                     | CUSIP: 02589BAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $205184.02    | 0.01%             | 2030-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTL LLC                                                               | HUNTSMAN INTL LLC 2.95% 06/15/2031                                                                | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82515.82     | 0.00%             | 2031-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                          | BOSTON SCIENTIFIC CORP 4% 03/01/2029                                                              | CUSIP: 101137AX5<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98715.58     | 0.00%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP 5.55% 11/20/2030                                                         | CUSIP: 89236TLE3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    190000 | PA      | $198059.33    | 0.01%             | 2030-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.5% 05/31/2029                                                                         | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    990000 | PA      | $1010960.16   | 0.04%             | 2029-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                              | JPMORGAN CHASE BANK NA 5.11% 12/08/2026                                                           | CUSIP: 48125LRU8<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |    725000 | PA      | $733151.94    | 0.03%             | 2026-12-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 11/01/2052#QF3417                                                                    | CUSIP: 3133BQYN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    244012 | PA      | $247885.40    | 0.01%             | 2052-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 1.5% 07/01/2041#RB5117                                                                  | CUSIP: 3133KYVJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1301957 | PA      | $1068568.16   | 0.04%             | 2041-07-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                 | CMS ENERGY CORP 6.5%/VAR 06/01/2055                                                               | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148026.81    | 0.01%             | 2055-06-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 4.55% 03/15/2035                                                                       | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    570000 | PA      | $544186.27    | 0.02%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 5.65% 11/01/2028                                                                        | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61759.82     | 0.00%             | 2028-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BROWN and BROWN INC                                                             | BROWN and BROWN INC 5.65% 06/11/2034                                                              | CUSIP: 115236AG6<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131341.99    | 0.00%             | 2034-06-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                     | OVINTIV INC 6.5% 02/01/2038                                                                       | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    220000 | PA      | $214352.90    | 0.01%             | 2038-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.5% 04/01/2063   | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $302836.76    | 0.01%             | 2063-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                                                   | MEDTRONIC INC 4.625% 03/15/2045                                                                   | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    110000 | PA      | $96404.05     | 0.00%             | 2045-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                         | SANTANDER HLDGS USA INC 6.565%/VAR 06/12/2029                                                     | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103773.14    | 0.00%             | 2029-06-12      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS and ELECTRIC CO                                                   | BALTIMORE GAS and ELECTRIC CO 4.55% 06/01/2052                                                    | CUSIP: 059165EP1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81275.26     | 0.00%             | 2052-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 10/01/2037#BW1280                                                                  | CUSIP: 3140MSM69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    422893 | PA      | $390448.80    | 0.01%             | 2037-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.50% 12/25 #932843                                                                     | CUSIP: 31412RLY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1995 | PA      | $1984.64      | 0.00%             | 2025-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE 0.54% 10/27/2025                                                                       | CUSIP: 3136G45C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    500000 | PA      | $492301.35    | 0.02%             | 2025-10-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 02/01/2049#ZT1711                                                                  | CUSIP: 3132AD3U0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11456 | PA      | $10961.45     | 0.00%             | 2049-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 07/01/2032#AS9882                                                                  | CUSIP: 3138WK6U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16520 | PA      | $16104.36     | 0.00%             | 2032-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC 5.3% 05/15/2065                                                                      | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95749.65     | 0.00%             | 2065-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                               | TAMPA ELECTRIC CO 4.9% 03/01/2029                                                                 | CUSIP: 875127BM3<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172771.17    | 0.01%             | 2029-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                             | SCHWAB CHARLES CORP 2% 03/20/2028                                                                 | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    120000 | PA      | $113055.45    | 0.00%             | 2028-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                           | UNILEVER CAPITAL CORP 2.9% 05/05/2027                                                             | CUSIP: 904764AY3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    400000 | PA      | $391291.80    | 0.01%             | 2027-05-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 03/01/2035#SB8036                                                                    | CUSIP: 3132D54V1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33445 | PA      | $31829.50     | 0.00%             | 2035-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 1.621% 12/25/2030                                                  | CUSIP: 3137F8ZV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    540000 | PA      | $467423.89    | 0.02%             | 2030-12-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                  | SALESFORCE INC 3.7% 04/11/2028                                                                    | CUSIP: 79466LAF1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138543.33    | 0.00%             | 2028-04-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 01/01/2052#SD7549                                                                    | CUSIP: 3132DVL60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    192426 | PA      | $152376.25    | 0.01%             | 2052-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                     | EQUINOR ASA 5.1% 08/17/2040                                                                       | CUSIP: 85771PAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    180000 | PA      | $171094.11    | 0.01%             | 2040-08-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 11/01/2048#Q59585                                                                    | CUSIP: 3132Y3UK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    193265 | PA      | $179998.24    | 0.01%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 07/20/2047#MA4586                                                                    | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14022 | PA      | $12668.27     | 0.00%             | 2047-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | SIMON PROPERTY GROUP LP 2.65% 07/15/2030                                                          | CUSIP: 828807DK0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    138000 | PA      | $125440.77    | 0.00%             | 2030-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HERSHEY CO                                                                      | HERSHEY CO 1.7% 06/01/2030                                                                        | CUSIP: 427866BE7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    340000 | PA      | $299035.78    | 0.01%             | 2030-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 08/20/2050#MA6819                                                                    | CUSIP: 36179VSG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1555588 | PA      | $1304947.61   | 0.05%             | 2050-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                                             | AVERY DENNISON CORP 5.75% 03/15/2033                                                              | CUSIP: 053611AN9<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102407.36    | 0.00%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 4.125% 05/15/2045                                                                     | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    110000 | PA      | $84801.81     | 0.00%             | 2045-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 12/01/2053#SD8384                                                                    | CUSIP: 3132DWJ53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1252680 | PA      | $1267475.56   | 0.04%             | 2053-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                                                         | ILLINOIS TOOL WORKS INC 3.9% 09/01/2042                                                           | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80831.19     | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                                   | CME GROUP INC 5.3% 09/15/2043                                                                     | CUSIP: 12572QAF2<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147045.83    | 0.01%             | 2043-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | CISCO SYSTEMS INC 5.3% 02/26/2054                                                                 | CUSIP: 17275RBU5<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    140000 | PA      | $132502.19    | 0.00%             | 2054-02-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 08/01/2050#BP7293                                                                  | CUSIP: 3140KFC78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    269249 | PA      | $221581.90    | 0.01%             | 2050-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 4.375% 03/22/2028                                                        | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    656000 | PA      | $651908.57    | 0.02%             | 2028-03-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                      | NUCOR CORP 3.125% 04/01/2032                                                                      | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179203.70    | 0.01%             | 2032-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MICROSOFT CORP 5.3% 02/08/2041                                                                    | CUSIP: 594918AM6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    280000 | PA      | $291340.35    | 0.01%             | 2041-02-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 12/31/2027                                                                       | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5110000 | PA      | $5110598.89   | 0.18%             | 2027-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                    | QUALCOMM INC 2.15% 05/20/2030                                                                     | CUSIP: 747525BK8<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    380000 | PA      | $342465.50    | 0.01%             | 2030-05-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 08/46#MA2705                                                                         | CUSIP: 31418CAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4452 | PA      | $3901.28      | 0.00%             | 2046-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 4.125% 03/16/2027                                                      | CUSIP: 92343VDY7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    540000 | PA      | $537794.24    | 0.02%             | 2027-03-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 3.9% 05/15/2035                                                                       | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88643.66     | 0.00%             | 2035-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 6% 06/01/2055 #TBA                                                                      | CUSIP: 01F060667<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4700000 | PA      | $4747183.77   | 0.17%             | 2055-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                      | BP CAP MARKETS AMERICA INC 4.234% 11/06/2028                                                      | CUSIP: 10373QAE0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    830000 | PA      | $825617.61    | 0.03%             | 2028-11-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 01/31/2029                                                                           | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11640000 | PA      | $11675920.34  | 0.41%             | 2029-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 4.78% 03/25/2038                                                                  | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    712000 | PA      | $632774.61    | 0.02%             | 2038-03-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 5.65% 06/15/2035                                                                     | CUSIP: 20030NAF8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    476000 | PA      | $490571.58    | 0.02%             | 2035-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/01/2042#AQ7688                                                                    | CUSIP: 3138MPRJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28117 | PA      | $25152.62     | 0.00%             | 2042-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 09/01/2032#BM5110                                                                    | CUSIP: 3140J9VC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10666 | PA      | $10368.87     | 0.00%             | 2032-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 02/01/2051#FM7837                                                                    | CUSIP: 3140XBV72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4175402 | PA      | $3593544.94   | 0.13%             | 2051-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                            | ONTARIO PROVINCE CDA 1.125% 10/07/2030                                                            | CUSIP: 683234AR9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1111000 | PA      | $947216.38    | 0.03%             | 2030-10-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 2.95% 05/15/2050                                                                  | CUSIP: 459200KL4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $61699.29     | 0.00%             | 2050-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 07/01/2046#ZS9775                                                                  | CUSIP: 3132AA2G8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    551124 | PA      | $503653.70    | 0.02%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | LOCKHEED MARTIN CORP 4.15% 06/15/2053                                                             | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $115906.01    | 0.00%             | 2053-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.625% 02/15/2035                                                                       | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18370000 | PA      | $18709031.21  | 0.66%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 6.125% 12/15/2045                                                              | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    230000 | PA      | $219096.33    | 0.01%             | 2045-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                            | DUKE ENERGY CORP NEW 3.15% 08/15/2027                                                             | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    352000 | PA      | $342984.02    | 0.01%             | 2027-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PAYPAL HLDGS INC                                                                | PAYPAL HLDGS INC 2.3% 06/01/2030                                                                  | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    130000 | PA      | $117019.65    | 0.00%             | 2030-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER CO (MN)                                                   | NORTHERN STATES POWER CO (MN) 4% 08/15/2045                                                       | CUSIP: 665772CN7<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    110000 | PA      | $86510.54     | 0.00%             | 2045-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.85% 10/29/2041                               | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    250000 | PA      | $194595.14    | 0.01%             | 2041-10-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                      | BIOGEN INC 3.15% 05/01/2050                                                                       | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    230000 | PA      | $140076.25    | 0.00%             | 2050-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 04/01/2052#RA7141                                                                    | CUSIP: 3133KN5A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    313374 | PA      | $246291.29    | 0.01%             | 2052-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 4.75% 02/15/2044                                                      | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    370000 | PA      | $295019.34    | 0.01%             | 2044-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 09/01/2052#SD8245                                                                  | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    837389 | PA      | $792792.04    | 0.03%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.375% 12/31/2029                                                                       | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9890000 | PA      | $10063075.00  | 0.35%             | 2029-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 3.625% 09/01/2049                                                                  | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    420000 | PA      | $299562.29    | 0.01%             | 2049-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                | BRIXMOR OPERATING PARTNERSHIP LP 4.05% 07/01/2030                                                 | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     48000 | PA      | $45986.92     | 0.00%             | 2030-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIEMAE 30YR 2% 04/01/2052#FA0356                                                               | CUSIP: 3140W0ME2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    488917 | PA      | $386089.41    | 0.01%             | 2052-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                             | OTIS WORLDWIDE CORP 2.293% 04/05/2027                                                             | CUSIP: 68902VAJ6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    170000 | PA      | $163363.95    | 0.01%             | 2027-04-05      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                              | POLAND REPUBLIC OF 5.5% 03/18/2054                                                                | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    200000 | PA      | $180925.00    | 0.01%             | 2054-03-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 05/01/2035#SB8045                                                                  | CUSIP: 3132D55E8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    283334 | PA      | $264252.91    | 0.01%             | 2035-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                         | SANTANDER HLDGS USA INC 4.4% 07/13/2027                                                           | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109039.98    | 0.00%             | 2027-07-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA 1.722%/VAR 09/14/2027                                                          | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $769000.30    | 0.03%             | 2027-09-14      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 04/20/2051#MA7316                                                                    | CUSIP: 36179WDV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     53416 | PA      | $51390.13     | 0.00%             | 2051-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                    | ING GROEP NV 5.066%/VAR 03/25/2031                                                                | CUSIP: 456837BR3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    350000 | PA      | $351975.44    | 0.01%             | 2031-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                    | AUTOZONE INC 1.65% 01/15/2031                                                                     | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    180000 | PA      | $152508.01    | 0.01%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.75% 01/31/2028                                                                        | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4807000 | PA      | $4429950.94   | 0.16%             | 2028-01-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 4.292%/VAR 09/12/2026                                                           | CUSIP: 404280BX6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $1596906.50   | 0.06%             | 2026-09-12      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 5.2% 01/14/2055                                                                      | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    230000 | PA      | $215262.34    | 0.01%             | 2055-01-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP 5.35% 12/01/2053                                                                       | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87761.20     | 0.00%             | 2053-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 08/01/2043#G07459                                                                  | CUSIP: 3128M9TQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    213000 | PA      | $196737.03    | 0.01%             | 2043-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP 2.25% 07/01/2030                                                                         | CUSIP: 75513EAD3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    130000 | PA      | $116093.30    | 0.00%             | 2030-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OHIO POWER CO                                                                   | OHIO POWER CO 5% 06/01/2033                                                                       | CUSIP: 677415CV1<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97886.04     | 0.00%             | 2033-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                | LPL HOLDINGS INC 5.65% 03/15/2035                                                                 | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29585.78     | 0.00%             | 2035-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 3% 01/15/2052                                                                           | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $62440.86     | 0.00%             | 2052-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA 3.306% 06/27/2029                                                              | CUSIP: 05971KAC3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $190248.77    | 0.01%             | 2029-06-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 5.45% 07/15/2030                                                         | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    600000 | PA      | $600825.17    | 0.02%             | 2030-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 4.4% 06/14/2046                                                            | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    120000 | PA      | $95005.84     | 0.00%             | 2046-06-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                                                         | DEERE JOHN CAPITAL CORP 4.35% 09/15/2032                                                          | CUSIP: 24422EWL9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    320000 | PA      | $312894.34    | 0.01%             | 2032-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 03/20/2052#                                                                          | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    129281 | PA      | $108417.39    | 0.00%             | 2052-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP 5.268%/VAR 05/10/2033                                                  | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98930.17     | 0.00%             | 2033-05-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 5.406%/VAR 04/19/2034                                                  | CUSIP: 606822DC5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $202504.51    | 0.01%             | 2034-04-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                       | HESS CORP 5.8% 04/01/2047                                                                         | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96391.35     | 0.00%             | 2047-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 11/01/2051#BQ6788                                                                    | CUSIP: 3140KSRJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4061856 | PA      | $3168230.87   | 0.11%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 02/01/2053#CB5774                                                                  | CUSIP: 3140QRMY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    670836 | PA      | $667049.37    | 0.02%             | 2053-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 10/01/2046#AL9285                                                                  | CUSIP: 3138ERJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108484 | PA      | $98359.93     | 0.00%             | 2046-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AON CORP / AON GLOBAL HOLDINGS PLC                                              | AON CORP / AON GLOBAL HOLDINGS PLC 2.85% 05/28/2027                                               | CUSIP: 03740LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $97119.05     | 0.00%             | 2027-05-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARCHER DANIELS MIDLAND CO                                                       | ARCHER DANIELS MIDLAND CO 4.5% 08/15/2033                                                         | CUSIP: 039482AE4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96406.93     | 0.00%             | 2033-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP 5.272% 08/03/2026                                                               | CUSIP: 857477CD3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    440000 | PA      | $444339.65    | 0.02%             | 2026-08-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                     | CANADIAN PAC RY CO 4.8% 08/01/2045                                                                | CUSIP: 13645RAU8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $201070.21    | 0.01%             | 2045-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                | ISRAEL STATE OF 5.375% 03/12/2029                                                                 | CUSIP: 46514BRN9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $202603.60    | 0.01%             | 2029-03-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 09/01/2050#MA4120                                                                  | CUSIP: 31418DSJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1168898 | PA      | $961958.22    | 0.03%             | 2050-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL                           | JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 5.75% 04/01/2033                            | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    500000 | PA      | $506470.00    | 0.02%             | 2033-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 09/01/2052#SD1572                                                                    | CUSIP: 3132DNW90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78099 | PA      | $76503.07     | 0.00%             | 2052-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                    | ING GROEP NV 5.55%/VAR 03/19/2035                                                                 | CUSIP: 456837BM4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    220000 | PA      | $221404.10    | 0.01%             | 2035-03-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/01/2050#BK0534                                                                    | CUSIP: 3140HDSY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114341 | PA      | $98621.29     | 0.00%             | 2050-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/01/2050#FM5035                                                                    | CUSIP: 3140X8SZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30791 | PA      | $28639.69     | 0.00%             | 2050-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 06/20/2052#MA8099                                                                    | CUSIP: 36179W7L6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1236639 | PA      | $1105230.30   | 0.04%             | 2052-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 09/01/2046#MA2737                                                                    | CUSIP: 31418CBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77593 | PA      | $67895.58     | 0.00%             | 2046-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE USA INC                                                           | CREDIT SUISSE USA INC 7.125% 07/15/2032                                                           | CUSIP: 22541LAE3<br>LEI: EXD7DEVFDH4HOFFQ7349 | Long             | DBT              | CORP              | US        |    220000 | PA      | $246117.54    | 0.01%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MICROSOFT CORP 2.4% 08/08/2026                                                                    | CUSIP: 594918BR4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    520000 | PA      | $509809.72    | 0.02%             | 2026-08-08      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMBB COML MTG SECS TR 2014-C24                                                 | JPMBB 2014-C24 A5 3.6385% 11/47                                                                   | CUSIP: 46643GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31162 | PA      | $30543.52     | 0.00%             | 2047-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PORT AUTH NY and NJ                                                             | PORT AUTHORITY 3.175% 7/15/2060                                                                   | CUSIP: 73358XCN0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    300000 | PA      | $185266.56    | 0.01%             | 2060-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 5.375% 11/02/2043                                                          | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92182.34     | 0.00%             | 2043-11-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP 3.35% 03/08/2027                                                             | CUSIP: 961214DK6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    670000 | PA      | $659925.21    | 0.02%             | 2027-03-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MOODYS CORP                                                                     | MOODYS CORP 2.55% 08/18/2060                                                                      | CUSIP: 615369AU9<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $49077.26     | 0.00%             | 2060-08-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GRAINGER (W.W.) INC                                                             | GRAINGER (W.W.) INC 3.75% 05/15/2046                                                              | CUSIP: 384802AC8<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    120000 | PA      | $91103.98     | 0.00%             | 2046-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                       | TRANSCANADA PIPELINES LTD 4.1% 04/15/2030                                                         | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    270000 | PA      | $261515.65    | 0.01%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2049#BN5342                                                                    | CUSIP: 3140JM5C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89087 | PA      | $82779.62     | 0.00%             | 2049-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DR HORTON INC                                                                   | DR HORTON INC 1.3% 10/15/2026                                                                     | CUSIP: 23331ABQ1<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    130000 | PA      | $124531.48    | 0.00%             | 2026-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC                          | BAKER HUGHES A GE CO LLC / CO-OBLIGOR INC 4.08% 12/15/2047                                        | CUSIP: 05723KAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $217896.60    | 0.01%             | 2047-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                   | MARRIOTT INTERNATIONAL INC/MD 3.5% 10/15/2032                                                     | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    130000 | PA      | $116094.88    | 0.00%             | 2032-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 2.85% 09/03/2041                                                       | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    920000 | PA      | $638573.71    | 0.02%             | 2041-09-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA 5.294% 08/18/2027                                                              | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $607670.46    | 0.02%             | 2027-08-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 02/28/2031                                                                        | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6710000 | PA      | $6776837.91   | 0.24%             | 2031-02-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC 5.4% 08/15/2054                                                                | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    176000 | PA      | $167077.67    | 0.01%             | 2054-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 1.2% 04/27/2026                                                              | CUSIP: 78016EZQ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1030000 | PA      | $1001322.68   | 0.04%             | 2026-04-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 01/01/2052#MA4511                                                                    | CUSIP: 31418EAM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99461 | PA      | $77486.12     | 0.00%             | 2052-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 04/01/2050#RA2457                                                                    | CUSIP: 3133KHWS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     83492 | PA      | $72300.40     | 0.00%             | 2050-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                              | REALTY INCOME CORP 3.2% 02/15/2031                                                                | CUSIP: 756109CD4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    160000 | PA      | $146957.18    | 0.01%             | 2031-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                         | WESTERN GAS PARTNERS LP 6.15% 04/01/2033                                                          | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112355.86    | 0.00%             | 2033-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                     | AMEREN CORP 5.375% 03/15/2035                                                                     | CUSIP: 023608AR3<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98961.65     | 0.00%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALBERTA PROVINCE CDA                                                            | ALBERTA PROVINCE CDA 1.3% 07/22/2030                                                              | CUSIP: 013051EM5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    360000 | PA      | $311551.20    | 0.01%             | 2030-07-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 09/01/2050#QB3677                                                                    | CUSIP: 3133AACN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44083 | PA      | $34591.18     | 0.00%             | 2050-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 07/01/2048#BK7877                                                                  | CUSIP: 3140HMXF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21045 | PA      | $20092.47     | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT AND POWER CO(THE)                                             | CONNECTICUT LT and PWR CO 4.15% 06/01/2045                                                        | CUSIP: 207597EH4<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    160000 | PA      | $128166.43    | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 08/01/2049#BO2589                                                                  | CUSIP: 3140JW2X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32287 | PA      | $26701.84     | 0.00%             | 2049-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 03/20/2047#MA4319                                                                    | CUSIP: 36179SYQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16449 | PA      | $14022.97     | 0.00%             | 2047-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 3.137% 11/15/2035 144A                                                               | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    290000 | PA      | $240182.33    | 0.01%             | 2035-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 5.6% 01/15/2035                                                             | CUSIP: 455780EA0<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    300000 | PA      | $309300.00    | 0.01%             | 2035-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 3% 11/13/2027                                                                           | CUSIP: 037833DK3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    890000 | PA      | $870036.37    | 0.03%             | 2027-11-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 3.068%/VAR 04/30/2041                                                      | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    380000 | PA      | $278463.72    | 0.01%             | 2041-04-30      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 2.75% 03/01/2026                                                               | CUSIP: 907818EH7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    360000 | PA      | $355664.01    | 0.01%             | 2026-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERSTATE PWR and LT CO                                                        | INTERSTATE PWR and LT CO 2.3% 06/01/2030                                                          | CUSIP: 461070AS3<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    104000 | PA      | $93103.42     | 0.00%             | 2030-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 4.9% 10/01/2026                                                                | CUSIP: 24703TAE6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    450000 | PA      | $451217.64    | 0.02%             | 2026-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                | WILLIAMS COS INC 3.5% 10/15/2051                                                                  | CUSIP: 88339WAA4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    350000 | PA      | $232152.42    | 0.01%             | 2051-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 01/01/2049#CA2970                                                                    | CUSIP: 3140QAJQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44769 | PA      | $44186.72     | 0.00%             | 2049-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.75% 11/15/2042                                                      | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    329000 | PA      | $245413.44    | 0.01%             | 2042-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                           | REPUBLIC SERVICES INC 1.45% 02/15/2031                                                            | CUSIP: 760759AX8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $420987.77    | 0.01%             | 2031-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 08/01/2050#                                                                        | CUSIP: 3132DV6U4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    518937 | PA      | $427065.59    | 0.02%             | 2050-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                  | PHILLIPS 66 CO 5.5% 03/15/2055                                                                    | CUSIP: 718547AX0<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87989.95     | 0.00%             | 2055-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 03/01/2049#ZN4293                                                                  | CUSIP: 3131YAXW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30507 | PA      | $29208.80     | 0.00%             | 2049-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KEYBANK NATL ASSN                                                               | KEYBANK NATL ASSN 5.85% 11/15/2027                                                                | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    710000 | PA      | $728305.06    | 0.03%             | 2027-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                | MERCK and CO INC 4.9% 05/17/2044                                                                  | CUSIP: 58933YBL8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    300000 | PA      | $273975.43    | 0.01%             | 2044-05-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 3% 04/01/2026                                                                      | CUSIP: 437076BM3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    900000 | PA      | $890710.88    | 0.03%             | 2026-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 1.875% 11/15/2051                                                     | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1574000 | PA      | $852788.29    | 0.03%             | 2051-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.625% 12/31/2027                                                                       | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1696000 | PA      | $1561578.75   | 0.06%             | 2027-12-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6.5% 06/01/2055 #TBA                                                                      | CUSIP: 21H062669<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    975000 | PA      | $995849.11    | 0.04%             | 2055-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                   | MARRIOTT INTERNATIONAL INC/MD 5.35% 03/15/2035                                                    | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    240000 | PA      | $236752.77    | 0.01%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 5.15% 03/02/2028                                                                        | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407313.58    | 0.01%             | 2028-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELEC PWR CO                                                           | WISCONSIN ELEC PWR CO 1.7% 06/15/2028                                                             | CUSIP: 976656CM8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    490000 | PA      | $455497.41    | 0.02%             | 2028-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 08/01/2049#MA3744                                                                    | CUSIP: 31418DES7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    358298 | PA      | $309823.61    | 0.01%             | 2049-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS HOLDINGS LLC                                                 | EASTERN ENERGY GAS HOLDINGS LLC 5.8% 01/15/2035                                                   | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306026.35    | 0.01%             | 2035-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 12/01/2046#BC9095                                                                  | CUSIP: 3140F5C92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100558 | PA      | $91173.48     | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.625% 05/15/2054                                                     | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8840000 | PA      | $8408704.71   | 0.30%             | 2054-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                             | QUEBEC PROVINCE CDA 4.25% 09/05/2034                                                              | CUSIP: 748148SF1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    130000 | PA      | $124885.80    | 0.00%             | 2034-09-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | AIR LEASE CORP 3.625% 12/01/2027                                                                  | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137257.35    | 0.00%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 1.5% 09/18/2030                                                        | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    930000 | PA      | $793013.64    | 0.03%             | 2030-09-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6% 07/01/2055 #TBA                                                                        | CUSIP: 21H060671<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1650000 | PA      | $1663512.35   | 0.06%             | 2055-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PROCTER and GAMBLE CO                                                           | PROCTER and GAMBLE CO 3% 03/25/2030                                                               | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94883.26     | 0.00%             | 2030-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | EUROPEAN INVESTMENT BANK 3.625% 07/15/2030                                                        | CUSIP: 298785JW7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |   1710000 | PA      | $1678694.53   | 0.06%             | 2030-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 5.79%/VAR 05/13/2036                                                            | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $302093.80    | 0.01%             | 2036-05-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/01/46#BC1443                                                                      | CUSIP: 3140EVS99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62351 | PA      | $58559.93     | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 07/01/2048#MA3442                                                                  | CUSIP: 31418CZG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29896 | PA      | $26928.28     | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                | DEUTSCHE BANK AG 4.1% 01/13/2026                                                                  | CUSIP: 25152R2Y8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    700000 | PA      | $697273.24    | 0.02%             | 2026-01-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                         | ASTRAZENECA FINANCE LLC 1.2% 05/28/2026                                                           | CUSIP: 04636NAA1<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1184460.81   | 0.04%             | 2026-05-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 2.35% 11/13/2040                                                          | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    210000 | PA      | $140190.69    | 0.00%             | 2040-11-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                                    | GALLAGHER (ARTHUR J.) and CO 5.55% 02/15/2055                                                     | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     87000 | PA      | $80655.60     | 0.00%             | 2055-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.5% 05/15/2027                                                                         | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16650000 | PA      | $16828206.95  | 0.59%             | 2027-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 4.95% 07/01/2050                                                      | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    230000 | PA      | $182480.56    | 0.01%             | 2050-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 4.15% 05/15/2039                                                                  | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    450000 | PA      | $387567.45    | 0.01%             | 2039-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                              | DIAGEO CAPITAL PLC 5.875% 09/30/2036                                                              | CUSIP: 25243YAH2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    120000 | PA      | $126826.06    | 0.00%             | 2036-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                      | ONCOR ELEC DELIVERY CO LLC 3.1% 09/15/2049                                                        | CUSIP: 68233JBR4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $63673.49     | 0.00%             | 2049-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 12/01/2036#BU9140                                                                  | CUSIP: 3140MBEN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    176777 | PA      | $156082.50    | 0.01%             | 2036-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                | WILLIAMS COS INC 5.8% 11/15/2043                                                                  | CUSIP: 96950FAK0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95865.43     | 0.00%             | 2043-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 3.95% 08/01/2059                                                                        | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    160000 | PA      | $106068.08    | 0.00%             | 2059-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC 2.65% 09/22/2051                                                                      | CUSIP: 931142EV1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $61430.72     | 0.00%             | 2051-09-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                         | DUKE ENERGY FLORIDA LLC 6.4% 06/15/2038                                                           | CUSIP: 341099CL1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    360000 | PA      | $387846.89    | 0.01%             | 2038-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 04/01/2051#CB0072                                                                  | CUSIP: 3140QKCJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1659797 | PA      | $1362837.77   | 0.05%             | 2051-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2040#AE9160                                                                    | CUSIP: 31419LFA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49232 | PA      | $46929.38     | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.75% 05/31/2026                                                                        | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3183000 | PA      | $3077836.67   | 0.11%             | 2026-05-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 5% 08/15/2045                                                             | CUSIP: 110122DJ4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    110000 | PA      | $99452.02     | 0.00%             | 2045-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 5.35% 05/15/2053                                                                     | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    330000 | PA      | $298770.99    | 0.01%             | 2053-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                              | ATHENE HOLDING LTD T5Y+NA 10/15/2054                                                              | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108167.47    | 0.00%             | 2054-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 3.6% 11/15/2060                                                                  | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    560000 | PA      | $363885.51    | 0.01%             | 2060-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 11/01/2032#MA3187                                                                  | CUSIP: 31418CRH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142891 | PA      | $136140.56    | 0.00%             | 2032-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 6.875% 02/15/2038                                                          | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    126000 | PA      | $139557.16    | 0.00%             | 2038-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 2.875% 03/25/2031                                                                     | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    820000 | PA      | $739259.69    | 0.03%             | 2031-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 07/31/2031                                                                       | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15070000 | PA      | $15089155.48  | 0.53%             | 2031-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 5.068%/VAR 01/24/2034                                              | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158093.89    | 0.01%             | 2034-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 4.65% 01/15/2043                                                              | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    180000 | PA      | $153960.70    | 0.01%             | 2043-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 5.45% 03/01/2047                                                                     | CUSIP: 00206RDS8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    160000 | PA      | $148178.97    | 0.01%             | 2047-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                           | FLORIDA PWR and LT CO 3.95% 03/01/2048                                                            | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    160000 | PA      | $123763.72    | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 6.125% 09/15/2039                                                                 | CUSIP: 126650BR0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99928.42     | 0.00%             | 2039-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE                                  | BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE 4.464% 04/01/2048                                  | CUSIP: 0778FPAA7<br>LEI: 549300O5ZKB2MUUSKB97 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $102343.27    | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                     | CANADIAN PAC RY CO 4.2% 11/15/2069                                                                | CUSIP: 13648TAH0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $36296.41     | 0.00%             | 2069-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                     | EQUINIX INC 1.45% 05/15/2026                                                                      | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193931.19    | 0.01%             | 2026-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 1.045%/VAR 11/19/2026                                                       | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1178924.14   | 0.04%             | 2026-11-19      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| S and P GLOBAL INC                                                              | S and P GLOBAL INC 1.25% 08/15/2030                                                               | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    120000 | PA      | $102350.77    | 0.00%             | 2030-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP 4.95% 09/01/2032                                                                          | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126465.09    | 0.00%             | 2032-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 1.538%/VAR 07/20/2027                                                  | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    550000 | PA      | $531144.45    | 0.02%             | 2027-07-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                               | NATIONAL RURAL UTL COOP FIN 4.3% 03/15/2049                                                       | CUSIP: 637432NT8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     70000 | PA      | $56897.56     | 0.00%             | 2049-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 5% 05/02/2033                                                                | CUSIP: 78016HZQ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $200494.41    | 0.01%             | 2033-05-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP 6.421% 08/02/2033                                                                | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $214401.11    | 0.01%             | 2033-08-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                           | REPUBLIC SERVICES INC 5.2% 11/15/2034                                                             | CUSIP: 760759BK5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201538.11    | 0.01%             | 2034-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2% 02/15/2050                                                         | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    683000 | PA      | $391124.22    | 0.01%             | 2050-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 3.244% 08/25/2027                                                  | CUSIP: 3137FBBX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    570000 | PA      | $557723.45    | 0.02%             | 2027-08-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 05/01/2052#RA7061                                                                    | CUSIP: 3133KNZ22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    204642 | PA      | $187995.49    | 0.01%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC 2.05% 08/15/2050                                                                     | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    510000 | PA      | $277344.48    | 0.01%             | 2050-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 5.197%/VAR 01/16/2031                                                  | CUSIP: 606822DG6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $406353.38    | 0.01%             | 2031-01-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 07/01/2032#G16495                                                                    | CUSIP: 3128MFNL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29793 | PA      | $28927.82     | 0.00%             | 2032-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 07/01/2037#FS7053                                                                  | CUSIP: 3140XNZT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    409132 | PA      | $400631.31    | 0.01%             | 2037-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 4.65% 07/30/2045                                                                    | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    267000 | PA      | $228562.35    | 0.01%             | 2045-07-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.625% 11/15/2044                                                     | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4350000 | PA      | $4178039.06   | 0.15%             | 2044-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FHLM 30YR 5.5% 02/01/2055#QX5758                                                                  | CUSIP: 31426BMG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    262674 | PA      | $260206.44    | 0.01%             | 2055-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO                                                                 | DOW CHEMICAL CO 5.25% 11/15/2041                                                                  | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    130000 | PA      | $115473.94    | 0.00%             | 2041-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                               | UNION ELECTRIC CO 3.9% 04/01/2052                                                                 | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    120000 | PA      | $88553.14     | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 07/01/2034#CA4488                                                                  | CUSIP: 3140QB7A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6343 | PA      | $5961.53      | 0.00%             | 2034-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 02/01/2049#BN6370                                                                    | CUSIP: 3140JPCG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    456590 | PA      | $443744.68    | 0.02%             | 2049-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2050#BP0654                                                                    | CUSIP: 3140K7WQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    322313 | PA      | $277497.94    | 0.01%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 4% 11/01/2037#SB8189                                                                    | CUSIP: 3132D6C24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68231 | PA      | $66314.89     | 0.00%             | 2037-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP 4.5% 04/15/2038                                                                           | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    570000 | PA      | $491508.47    | 0.02%             | 2038-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 04/01/2049#SD5005                                                                    | CUSIP: 3132DSR20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    827881 | PA      | $774700.96    | 0.03%             | 2049-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                                  | WALT DISNEY CO 6.15% 03/01/2037                                                                   | CUSIP: 254687EF9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    120000 | PA      | $128708.26    | 0.00%             | 2037-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                    | NEXTERA ENERGY CAP HLDGS INC 2.44% 01/15/2032                                                     | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    400000 | PA      | $341585.87    | 0.01%             | 2032-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                           | FLORIDA PWR and LT CO 3.99% 03/01/2049                                                            | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    133000 | PA      | $102005.94    | 0.00%             | 2049-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOSTON PPTY LTD PARTNERSHIP                                                     | BOSTON PPTYS LTD PARTNERSHIP 2.75% 10/01/2026                                                     | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97303.85     | 0.00%             | 2026-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC 4.75% 03/01/2046                                                              | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    240000 | PA      | $210105.22    | 0.01%             | 2046-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 6.55% 12/01/2033                                                               | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    220000 | PA      | $233670.60    | 0.01%             | 2033-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 1.5% 07/01/2051#SD8154                                                                  | CUSIP: 3132DWBX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    867637 | PA      | $641208.41    | 0.02%             | 2051-07-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C17 COML MTG TR                                                      | CSAIL 2019-C17 COML MTG TR 3.0161% 09/15/2052                                                     | CUSIP: 12597BAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $184457.52    | 0.01%             | 2052-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 07/01/2052#SL0012                                                                  | CUSIP: 31427MAN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2398680 | PA      | $2129107.02   | 0.08%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.5% 05/31/2027                                                                         | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     43000 | PA      | $40203.32     | 0.00%             | 2027-05-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                  | TARGA RES CORP 6.125% 05/15/2055                                                                  | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    110000 | PA      | $103607.29    | 0.00%             | 2055-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 3.971%/VAR 07/22/2038                                                              | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    440000 | PA      | $376041.72    | 0.01%             | 2038-07-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                 | NXP B V/NXP FDG LLC/NXP USA INC 4.3% 06/18/2029                                                   | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    100000 | PA      | $98070.08     | 0.00%             | 2029-06-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON and CO                                                         | BECTON DICKINSON and CO 5.11% 02/08/2034                                                          | CUSIP: 075887CS6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98532.60     | 0.00%             | 2034-02-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                      | ARES STRATEGIC INCOME FUND 6.2% 03/21/2032                                                        | CUSIP: 04020EAJ6<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148667.61    | 0.01%             | 2032-03-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                             | VULCAN MATERIALS CO 5.35% 12/01/2034                                                              | CUSIP: 929160BC2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302177.15    | 0.01%             | 2034-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 5.7% 02/10/2055                                                                   | CUSIP: 459200LK5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96162.26     | 0.00%             | 2055-02-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                                                  | AON GLOBAL LTD 4.6% 06/14/2044                                                                    | CUSIP: 00185AAG9<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    165000 | PA      | $138583.78    | 0.00%             | 2044-06-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | PFIZER INC 3.9% 03/15/2039                                                                        | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     70000 | PA      | $59425.41     | 0.00%             | 2039-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 03/01/2053#SD8305                                                                    | CUSIP: 3132DWGN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    361297 | PA      | $331652.74    | 0.01%             | 2053-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 07/01/2053#MA5071                                                                    | CUSIP: 31418ET59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24518 | PA      | $23800.25     | 0.00%             | 2053-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | LOCKHEED MARTIN CORP 4.09% 09/15/2052                                                             | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    119000 | PA      | $91657.28     | 0.00%             | 2052-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC                                                   | REGENERON PHARMACEUTICALS INC 1.75% 09/15/2030                                                    | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    300000 | PA      | $257000.62    | 0.01%             | 2030-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEW YORK and PRESBYTERIAN HOSP                                                  | NEW YORK and PRESBYTERIAN HOSP 4.024% 08/01/2045                                                  | CUSIP: 649322AA2<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    280000 | PA      | $220770.37    | 0.01%             | 2045-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                                                        | WASTE MANAGEMENT INC DEL 3.15% 11/15/2027                                                         | CUSIP: 94106LBE8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48657.22     | 0.00%             | 2027-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                         | UDR INC 3.2% 01/15/2030                                                                           | CUSIP: 90265EAQ3<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94154.90     | 0.00%             | 2030-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 4.25% 11/21/2049                                                                       | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    470000 | PA      | $376550.05    | 0.01%             | 2049-11-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 3.419%/VAR 12/20/2028                                                 | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    735000 | PA      | $713173.37    | 0.03%             | 2028-12-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.75% 08/15/2032                                                                        | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13225000 | PA      | $12047665.01  | 0.42%             | 2032-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING NEW                                                               | OWENS CORNING NEW 5.95% 06/15/2054                                                                | CUSIP: 690742AQ4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98522.47     | 0.00%             | 2054-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 10/20/2046#MA4008                                                                    | CUSIP: 36179SNZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22074 | PA      | $22660.51     | 0.00%             | 2046-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIEMAE 15YR 2.5% 11/01/2032#BJ0980                                                             | CUSIP: 3140H2CS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125492 | PA      | $119288.24    | 0.00%             | 2032-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HLDGS LLC                                                       | CLECO CORPORATE HLDGS LLC 4.973% 05/01/2046                                                       | CUSIP: 18551PAD1<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41407.73     | 0.00%             | 2046-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                        | KLA CORP 4.65% 07/15/2032                                                                         | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    450000 | PA      | $447074.32    | 0.02%             | 2032-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                         | BANK OF NOVA SCOTIA 4.588%/VAR 05/04/2037                                                         | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $111844.89    | 0.00%             | 2037-05-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 4.65%/VAR 10/18/2030                                                         | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    420000 | PA      | $418217.95    | 0.01%             | 2030-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER CO (MN)                                                   | NORTHERN STATES POWER CO (MN) 2.6% 06/01/2051                                                     | CUSIP: 665772CS6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    187000 | PA      | $109088.50    | 0.00%             | 2051-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                                                        | WASTE MANAGEMENT INC DEL 4.95% 07/03/2027                                                         | CUSIP: 94106LBX6<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70995.03     | 0.00%             | 2027-07-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO                                                                 | DOW CHEMICAL CO 2.1% 11/15/2030                                                                   | CUSIP: 260543DC4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    450000 | PA      | $389500.71    | 0.01%             | 2030-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                           | JACKSON FINANCIAL INC 5.67% 06/08/2032                                                            | CUSIP: 46817MAS6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    195000 | PA      | $194874.97    | 0.01%             | 2032-06-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 04/01/2052#                                                                          | CUSIP: 3132DWDK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    919390 | PA      | $784661.95    | 0.03%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 06/01/2046#G61471                                                                    | CUSIP: 31335BT48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    152221 | PA      | $144463.52    | 0.01%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 3.2% 08/12/2061                                                                        | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $54794.40     | 0.00%             | 2061-08-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | AIR LEASE CORP 5.2% 07/15/2031                                                                    | CUSIP: 00914AAX0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303517.66    | 0.01%             | 2031-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC 3.85% 08/15/2032                                                               | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    120000 | PA      | $113695.84    | 0.00%             | 2032-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 11/01/2049#                                                                        | CUSIP: 3132DV4G7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26337 | PA      | $21781.44     | 0.00%             | 2049-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE CO LLC                                           | TRANSCONTINENTAL GAS LINE LLC 3.95% 05/15/2050                                                    | CUSIP: 893574AR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $73641.07     | 0.00%             | 2050-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 2.8% 01/31/2030                                                         | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    560000 | PA      | $519988.75    | 0.02%             | 2030-01-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                      | HASBRO INC 3.55% 11/19/2026                                                                       | CUSIP: 418056AY3<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    445000 | PA      | $437185.60    | 0.02%             | 2026-11-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                   | SUTTER HEALTH 5.537% 08/15/2035                                                                   | CUSIP: 86944BAQ6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    420000 | PA      | $425973.92    | 0.02%             | 2035-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                            | COLGATE-PALMOLIVE CO 3.1% 08/15/2027                                                              | CUSIP: 194162AN3<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    410000 | PA      | $402345.04    | 0.01%             | 2027-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 6% 07/01/2039#FS8581                                                                    | CUSIP: 3140XQRB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    889640 | PA      | $911392.86    | 0.03%             | 2039-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2048#MA3495                                                                    | CUSIP: 31418C3D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74825 | PA      | $69597.90     | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                        | EBAY INC 1.4% 05/10/2026                                                                          | CUSIP: 278642AX1<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    410000 | PA      | $398103.67    | 0.01%             | 2026-05-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                      | FISERV INC 4.75% 03/15/2030                                                                       | CUSIP: 337738BM9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179494.73    | 0.01%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VODAFONE GRP PLC                                                                | VODAFONE GROUP PLC 5.75% 06/28/2054                                                               | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    260000 | PA      | $243375.07    | 0.01%             | 2054-06-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                             | EASTMAN CHEMICAL CO 4.8% 09/01/2042                                                               | CUSIP: 277432AL4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     80000 | PA      | $67965.36     | 0.00%             | 2042-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 4.376%/VAR 04/27/2028                                                 | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995120.07    | 0.04%             | 2028-04-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP 1.125% 08/03/2027                                                           | CUSIP: 89788MAC6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    430000 | PA      | $401925.09    | 0.01%             | 2027-08-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 2.6% 02/15/2033 144A                                                                 | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84418.03     | 0.00%             | 2033-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 01/01/2049#BN3942                                                                  | CUSIP: 3140JLLY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18700 | PA      | $18924.51     | 0.00%             | 2049-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 09/01/2048#ZM8209                                                                  | CUSIP: 3131Y3DN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    348673 | PA      | $333617.89    | 0.01%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 3.55% 03/22/2051                                                       | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $349502.14    | 0.01%             | 2051-03-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMERICA HOLDINGS                                             | LABORATORY CORP OF AMER HLDGS 2.7% 06/01/2031                                                     | CUSIP: 50540RAY8<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    160000 | PA      | $141992.50    | 0.01%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | PARAMOUNT GLOBAL 4.95% 05/19/2050                                                                 | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     70000 | PA      | $52751.53     | 0.00%             | 2050-05-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC 5.75% 05/15/2063                                                               | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    530000 | PA      | $523644.81    | 0.02%             | 2063-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                             | CONSUMERS ENERGY CO 4.625% 05/15/2033                                                             | CUSIP: 210518DU7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    160000 | PA      | $155756.75    | 0.01%             | 2033-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                    | NNN REIT INC 3.6% 12/15/2026                                                                      | CUSIP: 637417AJ5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    530000 | PA      | $521317.69    | 0.02%             | 2026-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 06/01/2054#SD5521                                                                  | CUSIP: 3132DTD23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    530913 | PA      | $553032.13    | 0.02%             | 2054-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                        | BHP BILLITON FIN USA LTD 4.75% 02/28/2028                                                         | CUSIP: 055451AZ1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    400000 | PA      | $404951.99    | 0.01%             | 2028-02-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 04/01/2033#BJ2720                                                                  | CUSIP: 3140H4AW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26705 | PA      | $25382.29     | 0.00%             | 2033-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA 3.8% 02/23/2028                                                                | CUSIP: 05964HAF2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $585513.97    | 0.02%             | 2028-02-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                               | TAMPA ELECTRIC CO 4.3% 06/15/2048                                                                 | CUSIP: 875127BE1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47042.48     | 0.00%             | 2048-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                     | NUTRIEN LTD 5% 04/01/2049                                                                         | CUSIP: 67077MAU2<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    156000 | PA      | $135539.82    | 0.00%             | 2049-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 4.8% 07/08/2044                                                     | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    120000 | PA      | $104913.17    | 0.00%             | 2044-07-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 2.875% 06/01/2026                                                                 | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58922.92     | 0.00%             | 2026-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 5.805% 05/01/2050                                                                       | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    320000 | PA      | $299657.70    | 0.01%             | 2050-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                                                   | JEFFERIES FINANCIAL GROUP INC 4.15% 01/23/2030                                                    | CUSIP: 47233JBH0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    507000 | PA      | $489078.90    | 0.02%             | 2030-01-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 1.5% 03/01/2052#SD8209                                                                  | CUSIP: 3132DWDN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    477094 | PA      | $352585.85    | 0.01%             | 2052-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIEMAE 30YR 5.5% 04/01/2053#BW5286                                                             | CUSIP: 3140MW2U9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    733498 | PA      | $728211.36    | 0.03%             | 2053-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO/THE                                                               | JM SMUCKER CO/THE 6.2% 11/15/2033                                                                 | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106161.92    | 0.00%             | 2033-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 3.45% 04/23/2029                                                   | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    710000 | PA      | $684828.90    | 0.02%             | 2029-04-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 4.762%/VAR 03/29/2033                                                           | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $201495.57    | 0.01%             | 2033-03-29      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3% 02/15/2048                                                         | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    121000 | PA      | $87880.98     | 0.00%             | 2048-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | MASTERCARD INC 3.85% 03/26/2050                                                                   | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    410000 | PA      | $314653.58    | 0.01%             | 2050-03-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JOHNSON and JOHNSON                                                             | JOHNSON and JOHNSON 4.5% 12/05/2043                                                               | CUSIP: 478160BK9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90716.85     | 0.00%             | 2043-12-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                           | ENTERGY LA LLC 4% 03/15/2033                                                                      | CUSIP: 29364WBA5<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    190000 | PA      | $176373.60    | 0.01%             | 2033-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 10/01/2052#SD8256                                                                    | CUSIP: 3132DWE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    270472 | PA      | $248385.44    | 0.01%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                | MERCK and CO INC 2.15% 12/10/2031                                                                 | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    380000 | PA      | $328045.82    | 0.01%             | 2031-12-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                      | EATON CORP 4.15% 03/15/2033                                                                       | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    340000 | PA      | $325445.73    | 0.01%             | 2033-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                    | AUTOZONE INC 5.1% 07/15/2029                                                                      | CUSIP: 053332BJ0<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50961.95     | 0.00%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP 5.4% 11/20/2026                                                          | CUSIP: 89236TLD5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1172771.64   | 0.04%             | 2026-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN CORP                                                     | BERKSHIRE HATHAWAY FIN CORP 4.4% 05/15/2042                                                       | CUSIP: 084664BU4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    300000 | PA      | $270480.84    | 0.01%             | 2042-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO 4.9% 06/01/2026                                                     | CUSIP: 842400HW6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    410000 | PA      | $410096.48    | 0.01%             | 2026-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.375% 07/31/2027                                                                       | CUSIP: 91282CAD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3005000 | PA      | $2787254.88   | 0.10%             | 2027-07-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 03/01/2052#                                                                        | CUSIP: 3133KNYS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2507518 | PA      | $2050270.38   | 0.07%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                          | MOTOROLA SOLUTIONS INC 5.4% 04/15/2034                                                            | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231162.71    | 0.01%             | 2034-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 4.3% 07/22/2027                                                            | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2480000 | PA      | $2468577.64   | 0.09%             | 2027-07-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PPL CAP FDG INC                                                                 | PPL CAP FDG INC 4% 09/15/2047                                                                     | CUSIP: 69352PAM5<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     90000 | PA      | $63315.36     | 0.00%             | 2047-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS INSTITUTE OF TECHNOLOGY                                           | MASSACHUSETTS INSTITUTE OF TECHNOLOGY 2.294% 07/01/2051                                           | CUSIP: 575718AH4<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $547045.80    | 0.02%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/01/2042#AQ1869                                                                    | CUSIP: 3138MHCF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90096 | PA      | $80625.61     | 0.00%             | 2042-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 11/01/2053#SD8372                                                                  | CUSIP: 3132DWJR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    964380 | PA      | $956826.84    | 0.03%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 3% 06/01/2055 #TBA                                                                      | CUSIP: 01F030660<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2400000 | PA      | $2042998.80   | 0.07%             | 2055-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | SYNOPSYS INC 5.15% 04/01/2035                                                                     | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    170000 | PA      | $168027.05    | 0.01%             | 2035-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INGERSOLL-RAND GLOBAL HLDG CO LTD                                               | INGERSOLL RAND GLB HLDG CO LTD 4.3% 02/21/2048                                                    | CUSIP: 45687AAN2<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |    190000 | PA      | $151399.49    | 0.01%             | 2048-02-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.375% 12/31/2028                                                                       | CUSIP: 91282CDP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2240000 | PA      | $2053187.49   | 0.07%             | 2028-12-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.125% 02/15/2042                                                     | CUSIP: 912810QU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    264000 | PA      | $211261.88    | 0.01%             | 2042-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 5.24%/VAR 05/13/2031                                                            | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $301353.21    | 0.01%             | 2031-05-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                                         | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 2.9% 07/01/2050                                           | CUSIP: 15189XAU2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $61836.17     | 0.00%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 4.2% 05/25/2033                                                    | CUSIP: 3137HAAG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $582152.34    | 0.02%             | 2033-05-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 3.6% 04/01/2050                                                                       | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    210000 | PA      | $142688.94    | 0.01%             | 2050-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 1.593%/VAR 05/04/2027                                                              | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1068884.44   | 0.04%             | 2027-05-04      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                  | US BANCORP DEL 5.85%/VAR 10/21/2033                                                               | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    460000 | PA      | $476805.16    | 0.02%             | 2033-10-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 2% 06/01/2055 #TBA                                                                      | CUSIP: 01F020661<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  28475000 | PA      | $22133748.49  | 0.78%             | 2055-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 12/01/2051#FM9783                                                                    | CUSIP: 3140XD2R6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63520 | PA      | $49426.36     | 0.00%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA LUXEMBOURG                                                     | ARCELORMITTAL SA LUXEMBOURG 6.55% 11/29/2027                                                      | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    230000 | PA      | $238527.14    | 0.01%             | 2027-11-29      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 05/01/2049#MA3706                                                                  | CUSIP: 31418DDL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19210 | PA      | $19425.89     | 0.00%             | 2049-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                    | NNN REIT INC 3% 04/15/2052                                                                        | CUSIP: 637417AR7<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $119806.67    | 0.00%             | 2052-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC 5.2% 06/15/2062                                                     | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    320000 | PA      | $287708.74    | 0.01%             | 2062-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                              | ANHEUSER BUSCH INBEV WORLD INC 5.55% 01/23/2049                                                   | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    400000 | PA      | $392538.49    | 0.01%             | 2049-01-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LN MTG CORP MTN                                                        | FHLMC 30YR 4.5% 12/01/2054#QX3319                                                                 | CUSIP: 31425XVM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    665283 | PA      | $628292.65    | 0.02%             | 2054-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 08/46#G08716                                                                       | CUSIP: 3128MJYN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    234688 | PA      | $213140.20    | 0.01%             | 2046-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                              | ANHEUSER BUSCH INBEV WORLD INC 5.875% 06/15/2035                                                  | CUSIP: 035240AF7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    180000 | PA      | $190898.89    | 0.01%             | 2035-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 11/30/2029                                                                       | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3970000 | PA      | $3957593.75   | 0.14%             | 2029-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC 2.6% 10/01/2040                                                               | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    580000 | PA      | $405873.54    | 0.01%             | 2040-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2052#FS1948                                                                    | CUSIP: 3140XHEW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    451266 | PA      | $413993.57    | 0.01%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                  | BLACKSTONE PRIVATE CREDIT FUND 6% 11/22/2034                                                      | CUSIP: 09261HBW6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86825.09     | 0.00%             | 2034-11-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 01/01/2055#DC9727                                                                  | CUSIP: 3140AXYZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    474672 | PA      | $448087.03    | 0.02%             | 2055-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 4.375% 04/15/2040                                                                | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86713.42     | 0.00%             | 2040-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | STARBUCKS CORP 5% 02/15/2034                                                                      | CUSIP: 855244BJ7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118526.67    | 0.00%             | 2034-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO 5.645%/VAR 04/23/2027                                                         | CUSIP: 025816DT3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1563957.78   | 0.06%             | 2027-04-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 10/01/2047#ZM4372                                                                  | CUSIP: 3131XX2D2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    137326 | PA      | $124124.78    | 0.00%             | 2047-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                             | CARRIER GLOBAL CORP 3.377% 04/05/2040                                                             | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $116249.49    | 0.00%             | 2040-04-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SHERWIN WILLIAMS CO                                                             | SHERWIN WILLIAMS CO 2.2% 03/15/2032                                                               | CUSIP: 824348BN5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    140000 | PA      | $118705.42    | 0.00%             | 2032-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP DEL                                                        | SOUTHERN COPPER CORP DEL 5.25% 11/08/2042                                                         | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89849.00     | 0.00%             | 2042-11-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC 1.1% 08/15/2030                                                                      | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    410000 | PA      | $350387.17    | 0.01%             | 2030-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                                    | HUNTINGTON BANCSHARES INC/OH 6.208%/VAR 08/21/2029                                                | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104237.10    | 0.00%             | 2029-08-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-4                                                  | CARMAX AUTO OWNER TRUST 2024-4 4.6% 10/15/2029                                                    | CUSIP: 14290DAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1006225.40   | 0.04%             | 2029-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 05/01/2050#CA7810                                                                    | CUSIP: 3140QFVC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    571957 | PA      | $494040.17    | 0.02%             | 2050-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUN CMNTYS OPER LTD PRTNRSHP                                                    | SUN CMNTYS OPER LTD PRTNRSHP 2.3% 11/01/2028                                                      | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    170000 | PA      | $157426.44    | 0.01%             | 2028-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 01/01/2038#MA4861                                                                  | CUSIP: 31418EMK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    505013 | PA      | $483473.80    | 0.02%             | 2038-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                                                            | TANGER PROPERTIES LP 3.125% 09/01/2026                                                            | CUSIP: 875484AJ6<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97810.66     | 0.00%             | 2026-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 12/01/2051#RA6496                                                                  | CUSIP: 3133KNGD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1308136 | PA      | $1076545.72   | 0.04%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 4% 01/01/2039#ZA6152                                                                    | CUSIP: 31329PZR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    191880 | PA      | $183031.90    | 0.01%             | 2039-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                               | ATMOS ENERGY CORP 5.45% 10/15/2032                                                                | CUSIP: 049560AX3<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143943.76    | 0.01%             | 2032-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 10/20/2047#MA4780                                                                    | CUSIP: 36179TJZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5915 | PA      | $5709.00      | 0.00%             | 2047-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 3.95% 03/01/2050                                                                        | CUSIP: 682680CA9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     35000 | PA      | $23905.46     | 0.00%             | 2050-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 01/01/2037#QN9295                                                                    | CUSIP: 3133GGKG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    174965 | PA      | $158710.97    | 0.01%             | 2037-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                           | UBER TECHNOLOGIES INC 5.35% 09/15/2054                                                            | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    110000 | PA      | $99900.83     | 0.00%             | 2054-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                           | CAMDEN PROPERTY TRUST 3.15% 07/01/2029                                                            | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    190000 | PA      | $180084.49    | 0.01%             | 2029-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.625% 05/15/2031                                                                       | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9580000 | PA      | $8346575.00   | 0.29%             | 2031-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 4.4% 02/22/2062                                                                         | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    110000 | PA      | $83152.27     | 0.00%             | 2062-02-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 10/01/2053#QH3924                                                                    | CUSIP: 3133CGLD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    494572 | PA      | $479993.54    | 0.02%             | 2053-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 05/01/2053#FS4919                                                                  | CUSIP: 3140XLPD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45164 | PA      | $36928.27     | 0.00%             | 2053-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                           | NORTHROP GRUMMAN CORP 4.03% 10/15/2047                                                            | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    328000 | PA      | $254872.81    | 0.01%             | 2047-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 03/01/2051#QC0160                                                                    | CUSIP: 3133AJE90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56755 | PA      | $44960.50     | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC 4.875% 04/01/2030                                                                      | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    380000 | PA      | $378347.83    | 0.01%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                             | SCHWAB CHARLES CORP 6.136%/VAR 08/24/2034                                                         | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    240000 | PA      | $254890.99    | 0.01%             | 2034-08-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 02/20/2051#MA7195                                                                    | CUSIP: 36179V7G9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1965359 | PA      | $1765727.77   | 0.06%             | 2051-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOLL BROTHERS FINANCE CORP                                                      | TOLL BROS FIN CORP 4.35% 02/15/2028                                                               | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99127.85     | 0.00%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEV BANK                                                         | INTER AMERICAN DEV BANK 1.125% 01/13/2031                                                         | CUSIP: 4581X0DS4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |    730000 | PA      | $622325.99    | 0.02%             | 2031-01-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 3.194%/VAR 07/23/2030                                                 | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    270000 | PA      | $254356.04    | 0.01%             | 2030-07-23      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                               | ITALY REPUBLIC OF 2.875% 10/17/2029                                                               | CUSIP: 465410BY3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    400000 | PA      | $372230.40    | 0.01%             | 2029-10-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 08/20/2050#MA6823                                                                    | CUSIP: 36179VSL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     57506 | PA      | $55271.12     | 0.00%             | 2050-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 02/01/2049#MA3593                                                                  | CUSIP: 31418C7F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12547 | PA      | $12005.06     | 0.00%             | 2049-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                         | CRH AMER FIN INC 5.5% 01/09/2035                                                                  | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201537.18    | 0.01%             | 2035-01-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 6.25% 11/09/2032                                                                      | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $160145.03    | 0.01%             | 2032-11-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | METLIFE INC 5% 07/15/2052                                                                         | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    120000 | PA      | $106220.22    | 0.00%             | 2052-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 11/30/2031                                                                       | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6970000 | PA      | $6966188.25   | 0.25%             | 2031-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 5% 04/15/2040                                                                       | CUSIP: 548661DV6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    330000 | PA      | $304245.19    | 0.01%             | 2040-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                 | XCEL ENERGY INC 5.45% 08/15/2033                                                                  | CUSIP: 98389BBA7<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70179.46     | 0.00%             | 2033-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                   | MARRIOTT INTERNATIONAL INC/MD 4.875% 05/15/2029                                                   | CUSIP: 571903BP7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302292.48    | 0.01%             | 2029-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEV BANK                                                         | INTER AMERICAN DEV BANK 0.875% 04/20/2026                                                         | CUSIP: 4581X0DV7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |    400000 | PA      | $388481.45    | 0.01%             | 2026-04-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                    | NEXTERA ENERGY CAP HLDGS INC 5.55% 03/15/2054                                                     | CUSIP: 65339KCV0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    140000 | PA      | $129556.87    | 0.00%             | 2054-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| M and T BANK CORP                                                               | M and T BANK CORP 6.082%/VAR 03/13/2032                                                           | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104132.97    | 0.00%             | 2032-03-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                       | BANK NEW YORK MELLON CORP 4.596%/VAR 07/26/2030                                                   | CUSIP: 06406RBK2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100167.56    | 0.00%             | 2030-07-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 1.5% 09/01/2051#QC7455                                                                  | CUSIP: 3133ASH89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    521910 | PA      | $385706.43    | 0.01%             | 2051-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                           | FLORIDA PWR and LT CO 5.6% 06/15/2054                                                             | CUSIP: 341081GV3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126170.67    | 0.00%             | 2054-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 08/01/2051#                                                                          | CUSIP: 3132DWB51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    605343 | PA      | $472732.85    | 0.02%             | 2051-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INVESTMENT BANK                                            | ASIAN INFRASTRUCTURE INVESTMENT BANK 4.25% 03/13/2034                                             | CUSIP: 04522KAM8<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | CN        |    300000 | PA      | $297017.47    | 0.01%             | 2034-03-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                                                         | DEERE JOHN CAPITAL CORP 2.8% 07/18/2029                                                           | CUSIP: 24422EUY3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    310000 | PA      | $292171.76    | 0.01%             | 2029-07-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | PFIZER INC 4.125% 12/15/2046                                                                      | CUSIP: 717081ED1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $159645.89    | 0.01%             | 2046-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 07/01/2048#BK6549                                                                  | CUSIP: 3140HLH33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54677 | PA      | $52384.63     | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2054#DB7434                                                                  | CUSIP: 3140AHHL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1053062 | PA      | $993853.16    | 0.04%             | 2054-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 08/01/2054#SD8453                                                                  | CUSIP: 3132DWMA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39492 | PA      | $39145.33     | 0.00%             | 2054-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BN28                                                                  | BANK 2020-BN28 1.844% 03/15/2063                                                                  | CUSIP: 06540YAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380000 | PA      | $326273.81    | 0.01%             | 2063-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 1.122%/VAR 01/28/2027                                                               | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    600000 | PA      | $585738.49    | 0.02%             | 2027-01-28      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                    | QUALCOMM INC 4.3% 05/20/2047                                                                      | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    313000 | PA      | $256346.02    | 0.01%             | 2047-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 2.75% 06/01/2060                                                                     | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    120000 | PA      | $69201.52     | 0.00%             | 2060-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 08/01/2053#CB6821                                                                  | CUSIP: 3140QSSK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66244 | PA      | $65746.26     | 0.00%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                             | NOMURA HOLDINGS INC 6.07% 07/12/2028                                                              | CUSIP: 65535HBM0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $207715.07    | 0.01%             | 2028-07-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                       | UNITED PARCEL SERVICE INC 3.75% 11/15/2047                                                        | CUSIP: 911312BN5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    160000 | PA      | $117758.45    | 0.00%             | 2047-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                       | ADOBE INC 2.15% 02/01/2027                                                                        | CUSIP: 00724PAC3<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    240000 | PA      | $232390.98    | 0.01%             | 2027-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP                                                                      | SYSCO CORP 2.45% 12/14/2031                                                                       | CUSIP: 871829BQ9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    240000 | PA      | $207292.11    | 0.01%             | 2031-12-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 11/01/2037#CB5114                                                                  | CUSIP: 3140QQVG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    993775 | PA      | $917531.98    | 0.03%             | 2037-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 11/01/2048#ZA5950                                                                  | CUSIP: 31329PTF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    117566 | PA      | $112490.12    | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 01/01/2044#Q24018                                                                    | CUSIP: 3132M4DX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37984 | PA      | $35878.35     | 0.00%             | 2044-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                                                                     | HUBBELL INC 3.35% 03/01/2026                                                                      | CUSIP: 443510AG7<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108945.75    | 0.00%             | 2026-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | PFIZER INC 4.4% 05/15/2044                                                                        | CUSIP: 717081DK6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    110000 | PA      | $93791.25     | 0.00%             | 2044-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.25% 05/15/2041                                                      | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6995000 | PA      | $4979019.18   | 0.18%             | 2041-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                        | AFRICAN DEVELOPMENT BANK 0.875% 07/22/2026                                                        | CUSIP: 00828EEF2<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | CI        |    200000 | PA      | $192782.66    | 0.01%             | 2026-07-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 07/01/2052#BW1502                                                                  | CUSIP: 3140MSU45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    211617 | PA      | $200429.59    | 0.01%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 10/01/2050#BQ4926                                                                    | CUSIP: 3140KQPL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    683600 | PA      | $535555.39    | 0.02%             | 2050-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                           | DUPONT DE NEMOURS INC 4.725% 11/15/2028                                                           | CUSIP: 26078JAD2<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    240000 | PA      | $243054.67    | 0.01%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                            | DUKE ENERGY CORP NEW 4.2% 06/15/2049                                                              | CUSIP: 26441CBF1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    310000 | PA      | $233950.58    | 0.01%             | 2049-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 02/01/2034#FM2743                                                                    | CUSIP: 3140X6BM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92800 | PA      | $89624.59     | 0.00%             | 2034-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 2.963%/VAR 01/25/2033                                                       | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    630000 | PA      | $557275.14    | 0.02%             | 2033-01-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 03/01/2048#Q54900                                                                  | CUSIP: 3132XXNS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    186579 | PA      | $168632.61    | 0.01%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 12/01/2047#MA3210                                                                  | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    891402 | PA      | $805708.08    | 0.03%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                           | QUEST DIAGNOSTICS INC 4.6% 12/15/2027                                                             | CUSIP: 74834LBE9<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    600000 | PA      | $603376.05    | 0.02%             | 2027-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP NEW                                                                | ENTERGY CORP NEW 0.9% 09/15/2025                                                                  | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494558.57    | 0.02%             | 2025-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                             | DOMINION ENERGY INC 6.625%/VAR 05/15/2055                                                         | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    220000 | PA      | $220257.22    | 0.01%             | 2055-05-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 04/01/2049#ZA6691                                                                    | CUSIP: 31329QNG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    627466 | PA      | $583042.63    | 0.02%             | 2049-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 07/01/2048#BK6017                                                                  | CUSIP: 3140HKVK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36371 | PA      | $34811.95     | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 4.5% 02/23/2036                                                                         | CUSIP: 037833BW9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108166.64    | 0.00%             | 2036-02-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARRICK PD AUSTRALIA FIN PTY LTD                                                | BARRICK PD AUSTRALIA FIN P LTD 5.95% 10/15/2039                                                   | CUSIP: 06849UAD7<br>LEI: 5493008DX0TK7OFLV260 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $100853.32    | 0.00%             | 2039-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | METLIFE INC 4.875% 11/13/2043                                                                     | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    145000 | PA      | $130602.07    | 0.00%             | 2043-11-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 2.987% 11/01/2063                                                                    | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    160000 | PA      | $88087.52     | 0.00%             | 2063-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/01/2046#MA2806                                                                    | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    383959 | PA      | $335972.36    | 0.01%             | 2046-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                      | ONCOR ELEC DELIVERY CO LLC 3.75% 04/01/2045                                                       | CUSIP: 68233JBB9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75046.77     | 0.00%             | 2045-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.75% 01/31/2029                                                                        | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4210000 | PA      | $3902966.01   | 0.14%             | 2029-01-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                 | CHEVRON USA INC 4.95% 08/15/2047                                                                  | CUSIP: 166756AW6<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89125.15     | 0.00%             | 2047-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                       | DUKE ENERGY CAROLINAS LLC 3.875% 03/15/2046                                                       | CUSIP: 26442CAR5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    240000 | PA      | $182032.20    | 0.01%             | 2046-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING NEW                                                               | OWENS CORNING NEW 3.875% 06/01/2030                                                               | CUSIP: 690742AK7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66799.92     | 0.00%             | 2030-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE CO                                                        | MOLSON COORS BEVERAGE CO 4.2% 07/15/2046                                                          | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    160000 | PA      | $125147.34    | 0.00%             | 2046-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 11/20/2047#MA4838                                                                      | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25389 | PA      | $23646.65     | 0.00%             | 2047-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 4.25% 01/15/2029                                                           | CUSIP: 91324PEU2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296465.04    | 0.01%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 3.7% 03/15/2052                                                           | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    230000 | PA      | $162677.80    | 0.01%             | 2052-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 1% 05/12/2026                                                                      | CUSIP: 023135BX3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194002.86    | 0.01%             | 2026-05-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 11/01/2043#AU6988                                                                    | CUSIP: 3138X6XS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39598 | PA      | $37351.03     | 0.00%             | 2043-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 3.3% 08/01/2040                                                       | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71265.91     | 0.00%             | 2040-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                 | CATERPILLAR INC 5.5% 05/15/2055                                                                   | CUSIP: 149123CM1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97556.98     | 0.00%             | 2055-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                 | CATERPILLAR INC 6.05% 08/15/2036                                                                  | CUSIP: 149123BN0<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107837.26    | 0.00%             | 2036-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HOLDINGS INC                                                | ASSURED GTY US HLDGS INC 6.125% 09/15/2028                                                        | CUSIP: 04621WAF7<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |    180000 | PA      | $187933.02    | 0.01%             | 2028-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 3.5% 12/20/2052#MA8487                                                                    | CUSIP: 36179XNC6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1783550 | PA      | $1592910.80   | 0.06%             | 2052-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                | MARKEL GROUP INC 5% 05/20/2049                                                                    | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    120000 | PA      | $101693.50    | 0.00%             | 2049-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 5.15% 02/01/2034                                                             | CUSIP: 78016HZW3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100948.51    | 0.00%             | 2034-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 07/01/2049#SD8003                                                                    | CUSIP: 3132DV3L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    111634 | PA      | $103660.55    | 0.00%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2019-C16                                          | UBS COMMERCIAL MORTGAGE TRUST 2019-C16 3.6048% 04/15/2052                                         | CUSIP: 90276YAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $332553.06    | 0.01%             | 2052-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 01/01/2052#CB2644                                                                  | CUSIP: 3140QM5E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9663933 | PA      | $7883589.53   | 0.28%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                      | BIOGEN INC 3.25% 02/15/2051                                                                       | CUSIP: 09062XAK9<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    150000 | PA      | $92592.34     | 0.00%             | 2051-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 07/01/2049#CA3816                                                                  | CUSIP: 3140QBG28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    611904 | PA      | $555182.61    | 0.02%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 4.45% 03/01/2047                                                                   | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    153000 | PA      | $126503.01    | 0.00%             | 2047-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                               | LYB INTERNATIONAL FINANCE III LLC 4.2% 05/01/2050                                                 | CUSIP: 50249AAD5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71393.15     | 0.00%             | 2050-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 1.5% 10/01/2051#QC9344                                                                  | CUSIP: 3133AULZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    707831 | PA      | $523106.79    | 0.02%             | 2051-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 6.5% 05/02/2036                                                                 | CUSIP: 404280AG4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $106531.49    | 0.00%             | 2036-05-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.875% 05/15/2049                                                     | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    361000 | PA      | $253179.45    | 0.01%             | 2049-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 12/26 #AB4086                                                                     | CUSIP: 31417ARG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40769 | PA      | $40251.10     | 0.00%             | 2026-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                        | TOTALENERGIES CAPITAL SA 5.488% 04/05/2054                                                        | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    240000 | PA      | $223987.27    | 0.01%             | 2054-04-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                   | MARRIOTT INTERNATIONAL INC/MD 4.625% 06/15/2030                                                   | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    123000 | PA      | $122028.24    | 0.00%             | 2030-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                       | ROGERS COMMUNICATIONS INC 4.3% 02/15/2048                                                         | CUSIP: 775109BG5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $187964.40    | 0.01%             | 2048-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                                                         | BANK OF NEW YORK MELLON 4.729%/VAR 04/20/2029                                                     | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    380000 | PA      | $383272.85    | 0.01%             | 2029-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.75% 11/15/2043                                                      | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     94000 | PA      | $80542.58     | 0.00%             | 2043-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 12/34#MA3864                                                                       | CUSIP: 31418DJJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75149 | PA      | $70252.83     | 0.00%             | 2034-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2025-A                                        | WORLD OMNI AUTO RECEIVABLES TRUST 2025-A 4.73% 03/15/2030                                         | CUSIP: 98164YAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    145000 | PA      | $146300.52    | 0.01%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                     | PHILLIPS 66 4.65% 11/15/2034                                                                      | CUSIP: 718546AK0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    220000 | PA      | $206397.14    | 0.01%             | 2034-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DR HORTON INC                                                                   | DR HORTON INC 5.5% 10/15/2035                                                                     | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100009.42    | 0.00%             | 2035-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                  | CANADIAN NATL RESOURCES LTD 6.45% 06/30/2033                                                      | CUSIP: 136385AE1<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    140000 | PA      | $147127.73    | 0.01%             | 2033-06-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 06/01/2034#ZT2092                                                                  | CUSIP: 3132AEKD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18617 | PA      | $18014.82     | 0.00%             | 2034-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                                       | APOLLO DEBT SOLUTIONS BDC 6.55% 03/15/2032 144A                                                   | CUSIP: 03770DAE3<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252513.88    | 0.01%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | LOCKHEED MARTIN CORP 5.9% 11/15/2063                                                              | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151876.42    | 0.01%             | 2063-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 03/31/2031                                                                       | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10520000 | PA      | $10549998.41  | 0.37%             | 2031-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 3.75% 02/15/2051 144A                                                                | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    630000 | PA      | $455685.49    | 0.02%             | 2051-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PWR and LT CO                                                         | WISCONSIN PWR and LT CO 3.95% 09/01/2032                                                          | CUSIP: 976826BQ9<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    120000 | PA      | $111765.18    | 0.00%             | 2032-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                    | TAKEDA PHARMACEUTICAL CO LTD 3.025% 07/09/2040                                                    | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    330000 | PA      | $240639.11    | 0.01%             | 2040-07-09      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 07/31/2030                                                                           | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1020000 | PA      | $1020239.07   | 0.04%             | 2030-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 3.5% 02/01/2061                                                                      | CUSIP: 00206RKF8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    410000 | PA      | $256949.02    | 0.01%             | 2061-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                      | HASBRO INC 3.5% 09/15/2027                                                                        | CUSIP: 418056AV9<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    280000 | PA      | $272416.75    | 0.01%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN INC                                                              | BROOKFIELD FIN INC 3.5% 03/30/2051                                                                | CUSIP: 11271LAF9<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $65698.88     | 0.00%             | 2051-03-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO 2.95% 02/01/2051                                                    | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $141254.77    | 0.00%             | 2051-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PUBLIC SVC CO OF NEW HAMPSHIRE                                                  | PUBLIC SVC CO OF NEW HAMPSHIRE 5.35% 10/01/2033                                                   | CUSIP: 744538AF6<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142371.73    | 0.01%             | 2033-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                               | CIGNA GROUP (THE) 5.4% 03/15/2033                                                                 | CUSIP: 125523CS7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304872.34    | 0.01%             | 2033-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INTL FIN BV                                                    | DEUTSCHE TELEKOM INTL FIN BV VAR 06/15/2030                                                       | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    370000 | PA      | $433706.00    | 0.02%             | 2030-06-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                                     | REVVITY INC 3.3% 09/15/2029                                                                       | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141022.25    | 0.00%             | 2029-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                       | TORONTO DOMINION BANK 5.264% 12/11/2026                                                           | CUSIP: 89115A2V3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $303365.14    | 0.01%             | 2026-12-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                             | PRUDENTIAL FINL INC 4.35% 02/25/2050                                                              | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    180000 | PA      | $144896.05    | 0.01%             | 2050-02-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 3.75% 01/11/2028                                                     | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    320000 | PA      | $312840.00    | 0.01%             | 2028-01-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEV BANK                                                         | INTER AMERICAN DEV BANK 1.5% 01/13/2027                                                           | CUSIP: 4581X0EB0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $960849.74    | 0.03%             | 2027-01-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 08/01/2050#QB1802                                                                    | CUSIP: 3133A8AB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70255 | PA      | $60508.76     | 0.00%             | 2050-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | LOCKHEED MARTIN CORP 6.15% 09/01/2036                                                             | CUSIP: 539830AR0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108379.45    | 0.00%             | 2036-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROVINCE CDA                                                   | BRITISH COLUMBIA PROVINCE CDA 2.25% 06/02/2026                                                    | CUSIP: 11070TAK4<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    350000 | PA      | $343213.50    | 0.01%             | 2026-06-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 06/20/2052#MA8098                                                                      | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1469792 | PA      | $1282066.19   | 0.05%             | 2052-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTION INC                                                            | WASTE CONNECTION INC 3.05% 04/01/2050                                                             | CUSIP: 94106BAB7<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    420000 | PA      | $269906.61    | 0.01%             | 2050-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 05/20/2052#MA8042                                                                    | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1174747 | PA      | $985530.03    | 0.03%             | 2052-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                             | PRUDENTIAL FINL INC 5.7%/VAR 09/15/2048                                                           | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     74000 | PA      | $74043.01     | 0.00%             | 2048-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 3.75% 05/15/2030                                                               | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    390000 | PA      | $368997.81    | 0.01%             | 2030-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                    | QUALCOMM INC 4.65% 05/20/2035                                                                     | CUSIP: 747525AJ2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147191.27    | 0.01%             | 2035-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4.5% 04/20/2053#MA8799                                                                    | CUSIP: 36179XX43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    269460 | PA      | $255452.50    | 0.01%             | 2053-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 07/01/2053#QG7072                                                                    | CUSIP: 3133C72D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58654 | PA      | $56901.58     | 0.00%             | 2053-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                  | FAIRFAX FINANCIAL HLDGS LTD 5.75% 05/20/2035 144A                                                 | CUSIP: 303901BV3<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $99841.31     | 0.00%             | 2035-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 3.85% 01/05/2028                                                         | CUSIP: 37045XCG9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    160000 | PA      | $155461.22    | 0.01%             | 2028-01-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 08/01/2049#FM1294                                                                    | CUSIP: 3140X4NL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7226 | PA      | $7131.56      | 0.00%             | 2049-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                       | TRANSCANADA PIPELINES LTD 5% 10/16/2043                                                           | CUSIP: 89352HAL3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    440000 | PA      | $393580.41    | 0.01%             | 2043-10-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 04/01/2055#MA5670                                                                    | CUSIP: 31418FJQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    256425 | PA      | $235165.63    | 0.01%             | 2055-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 12/01/2051#FM9930                                                                    | CUSIP: 3140XEA87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    426944 | PA      | $332214.13    | 0.01%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2019-C54                                                | WELLS FARGO COML MTG TR 2019-C54 3.146% 12/15/2052                                                | CUSIP: 95001YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $465440.50    | 0.02%             | 2052-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 05/01/2050#CA5729                                                                    | CUSIP: 3140QDLK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    399027 | PA      | $343546.19    | 0.01%             | 2050-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 11/01/2050#FM8338                                                                    | CUSIP: 3140XCHQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    331845 | PA      | $308661.81    | 0.01%             | 2050-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | CISCO SYSTEMS INC 5.9% 02/15/2039                                                                 | CUSIP: 17275RAD4<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    400000 | PA      | $420964.01    | 0.01%             | 2039-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                 | ASTRAZENECA PLC 1.375% 08/06/2030                                                                 | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    240000 | PA      | $205852.74    | 0.01%             | 2030-08-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 3.85% 04/01/2060                                                                      | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    650000 | PA      | $432483.64    | 0.02%             | 2060-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 07/01/2050#BQ1318                                                                    | CUSIP: 3140KLPC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    355966 | PA      | $279320.22    | 0.01%             | 2050-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                         | AMERICA MOVIL SAB DE CV 2.875% 05/07/2030                                                         | CUSIP: 02364WBJ3<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    511000 | PA      | $467028.45    | 0.02%             | 2030-05-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 3.5% 10/20/2054#MA9961                                                                    | CUSIP: 36180AB69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    555639 | PA      | $494729.14    | 0.02%             | 2054-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4% 01/20/2053#MA8567                                                                      | CUSIP: 36179XQU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    507568 | PA      | $467150.16    | 0.02%             | 2053-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 4.7% 12/09/2035                                                                    | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96185.02     | 0.00%             | 2035-12-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 5.8% 09/15/2062                                                                  | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    330000 | PA      | $316175.80    | 0.01%             | 2062-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 03/47#Q46541                                                                         | CUSIP: 3132WLHT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25714 | PA      | $22755.14     | 0.00%             | 2047-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                         | PHILIPPINES REPUBLIC OF 5.25% 05/14/2034                                                          | CUSIP: 718286DA2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    400000 | PA      | $403800.00    | 0.01%             | 2034-05-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                     | CORNING INC 5.75% 08/15/2040                                                                      | CUSIP: 219350AV7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98969.65     | 0.00%             | 2040-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                        | VISA INC 2% 08/15/2050                                                                            | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    440000 | PA      | $234673.40    | 0.01%             | 2050-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.5% 11/01/2038#MA5212                                                                  | CUSIP: 31418EYJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    449110 | PA      | $442787.95    | 0.02%             | 2038-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST 2025-A                                                  | NISSAN AUTO LEASE TRUST 2025-A 4.75% 03/15/2028                                                   | CUSIP: 65479XAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100723.26    | 0.00%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 7.55% 04/15/2038                                                        | CUSIP: 29379VAM5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    120000 | PA      | $140318.58    | 0.00%             | 2038-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 5% 04/27/2051                                                        | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1195000 | PA      | $887885.00    | 0.03%             | 2051-04-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                           | FLORIDA PWR and LT CO 4.125% 02/01/2042                                                           | CUSIP: 341081FF9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    405000 | PA      | $337261.33    | 0.01%             | 2042-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 4.55% 02/15/2032                                                                     | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    480000 | PA      | $469996.57    | 0.02%             | 2032-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                                      | HPS CORPORATE LENDING FUND 5.45% 01/14/2028                                                       | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219959.10    | 0.01%             | 2028-01-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                          | INTERNATIONAL PAPER CO 5% 09/15/2035                                                              | CUSIP: 460146CM3<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    328000 | PA      | $316145.84    | 0.01%             | 2035-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2047#BH4095                                                                    | CUSIP: 3140GSRR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139404 | PA      | $130056.96    | 0.00%             | 2047-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 03/01/2051#SD8134                                                                    | CUSIP: 3132DWBB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4706322 | PA      | $3684147.68   | 0.13%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FRANCISCAN MISSIONARIES OF OUR LADY HEALTH SYSTEM INC                           | FRANCISCAN MISSIONARIES OF OUR LADY HEALTH SYSTEM INC 3.914% 07/01/2049                           | CUSIP: 351837AA7<br>LEI: 254900OPFK0OOKZFLV35 | Long             | DBT              | CORP              | US        |    120000 | PA      | $86189.94     | 0.00%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP IND                                                       | LINCOLN NATIONAL CORP IND 6.3% 10/09/2037                                                         | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51450.60     | 0.00%             | 2037-10-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 01/01/2054#QH9186                                                                    | CUSIP: 3133CNF31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4286702 | PA      | $4338671.21   | 0.15%             | 2054-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 07/01/2048#Q57302                                                                    | CUSIP: 3132Y1DG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    102822 | PA      | $95860.20     | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS and CHEMICALS INC                                                  | AIR PRODUCTS and CHEMICALS INC 1.5% 10/15/2025                                                    | CUSIP: 009158BB1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98951.16     | 0.00%             | 2025-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 4.95% 06/25/2034                                                                   | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    600000 | PA      | $600272.06    | 0.02%             | 2034-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 02/01/2049#CA3536                                                                  | CUSIP: 3140QA4W7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15294 | PA      | $15513.92     | 0.00%             | 2049-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                      | KENVUE INC 4.9% 03/22/2033                                                                        | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    260000 | PA      | $260833.26    | 0.01%             | 2033-03-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                          | EXTRA SPACE STORAGE LP 5.35% 01/15/2035                                                           | CUSIP: 30225VAT4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128099.54    | 0.00%             | 2035-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 6.22% 09/15/2026                                                      | CUSIP: 59022CAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    480000 | PA      | $488519.92    | 0.02%             | 2026-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                           | ENTERGY LA LLC 3.12% 09/01/2027                                                                   | CUSIP: 29364WAZ1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    490000 | PA      | $476165.81    | 0.02%             | 2027-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 04/01/2050#SD8059                                                                  | CUSIP: 3132DV5U5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     85261 | PA      | $81499.66     | 0.00%             | 2050-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 4.95% 10/01/2041                                                                        | CUSIP: 031162BE9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180218.43    | 0.01%             | 2041-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                 | XCEL ENERGY INC 3.5% 12/01/2049                                                                   | CUSIP: 98389BAX8<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $66334.70     | 0.00%             | 2049-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MSC 2021-L6                                                                     | MORGAN STANLEY CAPITAL I L6 A4 CSTR 06/15/2054                                                    | CUSIP: 61692CBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $237899.15    | 0.01%             | 2054-06-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                             | PRUDENTIAL FINL INC T5Y+NA 03/01/2052                                                             | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    140000 | PA      | $134511.03    | 0.00%             | 2052-03-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.375% 10/31/2028                                                                       | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7420000 | PA      | $6827849.20   | 0.24%             | 2028-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 11/01/2051#MA4465                                                                    | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9148275 | PA      | $7135616.14   | 0.25%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 06/01/2054#                                                                        | CUSIP: 3132DWLT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26223 | PA      | $25993.06     | 0.00%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 09/20/2047#MA4721                                                                    | CUSIP: 36179TG66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6081 | PA      | $5869.43      | 0.00%             | 2047-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                               | CIGNA GROUP (THE) 5.25% 02/15/2034                                                                | CUSIP: 125523CV0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    370000 | PA      | $369484.02    | 0.01%             | 2034-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 06/01/2033#MA3391                                                                    | CUSIP: 31418CXV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13817 | PA      | $13307.10     | 0.00%             | 2033-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.586%/VAR 04/26/2033                                                       | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1198975.35   | 0.04%             | 2033-04-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | SIMON PROPERTY GROUP LP 2.2% 02/01/2031                                                           | CUSIP: 828807DM6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    250000 | PA      | $218792.52    | 0.01%             | 2031-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                             | PRUDENTIAL FINL INC T5Y+NA 03/15/2054                                                             | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111675.99    | 0.00%             | 2054-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| VODAFONE GRP PLC                                                                | VODAFONE GROUP PLC 4.25% 09/17/2050                                                               | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    170000 | PA      | $128608.99    | 0.00%             | 2050-09-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 09/01/2048#ZM8383                                                                    | CUSIP: 3131Y3J49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6637 | PA      | $6173.15      | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH ST PERSINCOME TAX REV                                     | NEW YORK ST D 2.202% 3/15/2034                                                                    | CUSIP: 64990FE42<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $244027.17    | 0.01%             | 2034-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 6.1% 11/15/2032                                                                         | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    340000 | PA      | $353685.53    | 0.01%             | 2032-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 08/01/2034#CA4490                                                                  | CUSIP: 3140QB7C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15572 | PA      | $15068.29     | 0.00%             | 2034-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 1.875% 02/15/2041                                                     | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14910000 | PA      | $10042117.89  | 0.35%             | 2041-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 5.25% 03/01/2030                                                                          | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60900.28     | 0.00%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 03/20/2050#MA6540                                                                    | CUSIP: 36179VHR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    125006 | PA      | $104968.67    | 0.00%             | 2050-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                   | MARRIOTT INTERNATIONAL INC/MD 2.75% 10/15/2033                                                    | CUSIP: 571903BH5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83124.62     | 0.00%             | 2033-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 04/01/2037#SB8148                                                                    | CUSIP: 3132D6BR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    981298 | PA      | $886455.10    | 0.03%             | 2037-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                       | INVITATION HOMES OPERATING PARTNERSHIP LP 4.15% 04/15/2032                                        | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102473.82    | 0.00%             | 2032-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 5.103%/VAR 04/22/2031                                                       | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    230000 | PA      | $233336.91    | 0.01%             | 2031-04-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 09/01/2044#FM6331                                                                  | CUSIP: 3140XAA93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2109771 | PA      | $1947206.13   | 0.07%             | 2044-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 5.207%/VAR 01/28/2031                                               | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    600000 | PA      | $608415.17    | 0.02%             | 2031-01-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 11/01/2054#QJ7363                                                                    | CUSIP: 3133CYFC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    496617 | PA      | $502094.38    | 0.02%             | 2054-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC 4.25% 09/21/2048                                                    | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    120000 | PA      | $96305.65     | 0.00%             | 2048-09-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELEC and GAS CO                                                  | PUBLIC SERVICE ELEC and GAS CO 3.7% 05/01/2028                                                    | CUSIP: 74456QBU9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118257.59    | 0.00%             | 2028-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 07/01/2051#FS5871                                                                    | CUSIP: 3140XMQZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    351103 | PA      | $275066.07    | 0.01%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.5% 08/31/2027                                                                         | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2377000 | PA      | $2205224.62   | 0.08%             | 2027-08-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 08/01/2048#MA3466                                                                  | CUSIP: 31418CZ80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20212 | PA      | $18205.40     | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 2.05% 02/15/2028                                                                 | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187946.71    | 0.01%             | 2028-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                     | HONEYWELL INTL INC 1.95% 06/01/2030                                                               | CUSIP: 438516BZ8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88525.11     | 0.00%             | 2030-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 5% 05/15/2037                                                         | CUSIP: 912810PU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    391000 | PA      | $409572.50    | 0.01%             | 2037-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                  | VIRGINIA ELECTRIC AND POWER CO 5% 04/01/2033                                                      | CUSIP: 927804GK4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99405.32     | 0.00%             | 2033-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 5.61%/VAR 09/29/2026                                                                | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501151.33    | 0.02%             | 2026-09-29      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                         | WESTERN GAS PARTNERS LP STEP 02/01/2030                                                           | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    230000 | PA      | $218645.93    | 0.01%             | 2030-02-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 05/20/2049#MA5931                                                                      | CUSIP: 36179USU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     77825 | PA      | $72144.31     | 0.00%             | 2049-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.75% 08/15/2047                                                      | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    177000 | PA      | $123326.13    | 0.00%             | 2047-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                           | INTERNATIONAL BK RECON and DEVEL 4% 07/25/2030                                                    | CUSIP: 459058KU6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |    750000 | PA      | $748738.02    | 0.03%             | 2030-07-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOTAL CAPITAL INTL SA                                                           | TOTAL CAP INTL 3.127% 05/29/2050                                                                  | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $64111.03     | 0.00%             | 2050-05-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 02/20/2049#MA5765                                                                      | CUSIP: 36179UMN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48316 | PA      | $47633.49     | 0.00%             | 2049-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 4.95% 08/14/2033                                                                   | CUSIP: 58013MFV1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141145.11    | 0.00%             | 2033-08-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | FIFTH THIRD BANCORP 4.772%/VAR 07/28/2030                                                         | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169438.42    | 0.01%             | 2030-07-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                         | PIEDMONT NATURAL GAS CO 3.35% 06/01/2050                                                          | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $128893.13    | 0.00%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 3.3% 02/01/2052                                                                      | CUSIP: 00206RKE1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    350000 | PA      | $224845.84    | 0.01%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                | ELI LILLY and CO 5.1% 02/09/2064                                                                  | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    290000 | PA      | $261228.37    | 0.01%             | 2064-02-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                     | HONEYWELL INTL INC 4.7% 02/01/2030                                                                | CUSIP: 438516CY0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110931.44    | 0.00%             | 2030-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 2% 08/12/2031                                                                          | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42145.12     | 0.00%             | 2031-08-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.375% 09/15/2027                                                                       | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3650000 | PA      | $3610078.13   | 0.13%             | 2027-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                | ISRAEL STATE OF 3.375% 01/15/2050                                                                 | CUSIP: 46513JXN6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    475000 | PA      | $294120.00    | 0.01%             | 2050-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.323%/VAR 04/26/2028                                                       | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    550000 | PA      | $547572.37    | 0.02%             | 2028-04-26      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 4.625% 05/15/2042                                                             | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128422.80    | 0.00%             | 2042-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN INC                                                    | ANHEUSER-BUSCH INBEV FIN INC 4.7% 02/01/2036                                                      | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    220000 | PA      | $211465.85    | 0.01%             | 2036-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 3.897%/VAR 01/23/2049                                                       | CUSIP: 46647PAN6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    350000 | PA      | $268325.58    | 0.01%             | 2049-01-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SVCS CORP                                                      | CATERPILLAR FINL SVCS CORP 1.1% 09/14/2027                                                        | CUSIP: 14913R2G1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    540000 | PA      | $503516.39    | 0.02%             | 2027-09-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 1.625% 05/01/2030                                                                     | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    309000 | PA      | $271286.02    | 0.01%             | 2030-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 3.85% 01/26/2027                                                    | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    960000 | PA      | $951558.84    | 0.03%             | 2027-01-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                  | OMEGA HEALTHCARE INVESTORS INC 4.75% 01/15/2028                                                   | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    201000 | PA      | $201134.44    | 0.01%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 02/01/2033#MA3283                                                                    | CUSIP: 31418CUH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8311 | PA      | $8013.43      | 0.00%             | 2033-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                           | NORTHROP GRUMMAN CORP 4.75% 06/01/2043                                                            | CUSIP: 666807BH4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    110000 | PA      | $97501.89     | 0.00%             | 2043-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 10/01/2054#DC5564                                                                  | CUSIP: 3140ATFE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    996936 | PA      | $988363.68    | 0.03%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 02/01/2041#A97259                                                                    | CUSIP: 312946B47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41379 | PA      | $39559.97     | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                           | NORTHROP GRUMMAN CORP 5.15% 05/01/2040                                                            | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143525.03    | 0.01%             | 2040-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 10/45#G08672                                                                       | CUSIP: 3128MJXA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3700 | PA      | $3467.92      | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                   | DTE ENERGY CO 2.85% 10/01/2026                                                                    | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195576.11    | 0.01%             | 2026-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP 1.9% 09/12/2031                                                          | CUSIP: 89236TJQ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    210000 | PA      | $177663.99    | 0.01%             | 2031-09-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 2.35% 01/08/2027                                                      | CUSIP: 02665WDJ7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    690000 | PA      | $666517.33    | 0.02%             | 2027-01-08      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                     | PHILLIPS 66 3.3% 03/15/2052                                                                       | CUSIP: 718546BA1<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    320000 | PA      | $199222.36    | 0.01%             | 2052-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 5.55% 02/16/2055                                                        | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    130000 | PA      | $121299.34    | 0.00%             | 2055-02-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.5% 02/28/2026                                                                         | CUSIP: 9128286F2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    273000 | PA      | $269507.52    | 0.01%             | 2026-02-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 01/20/2055#MB0143                                                                    | CUSIP: 3618N5ER6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    645235 | PA      | $574301.50    | 0.02%             | 2055-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                       | L3HARRIS TECHNOLOGIES INC 1.8% 01/15/2031                                                         | CUSIP: 502431AN9<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    575000 | PA      | $489316.03    | 0.02%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.875% 08/15/2028                                                                       | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1186000 | PA      | $1150188.36   | 0.04%             | 2028-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 2.8% 02/08/2061                                                                         | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    590000 | PA      | $341680.63    | 0.01%             | 2061-02-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS INC                                                              | CONOCOPHILLIPS INC 6.5% 02/01/2039                                                                | CUSIP: 20825CAQ7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    120000 | PA      | $130814.35    | 0.00%             | 2039-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                    | TAKEDA PHARMACEUTICAL CO LTD 5.8% 07/05/2064                                                      | CUSIP: 874060BN5<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    410000 | PA      | $385507.60    | 0.01%             | 2064-07-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                            | APPALACHIAN POWER CO 3.7% 05/01/2050                                                              | CUSIP: 037735CY1<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67554.74     | 0.00%             | 2050-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | SYNOPSYS INC 4.65% 04/01/2028                                                                     | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231390.09    | 0.01%             | 2028-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.625% 06/15/2027                                                                       | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11480000 | PA      | $11640092.16  | 0.41%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 2.55% 11/13/2050                                                          | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    510000 | PA      | $287970.19    | 0.01%             | 2050-11-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MTR CR CO LLC 6.95% 03/06/2026                                                               | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    260000 | PA      | $261628.31    | 0.01%             | 2026-03-06      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | METLIFE INC 4.05% 03/01/2045                                                                      | CUSIP: 59156RBN7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80002.50     | 0.00%             | 2045-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO 4.989%/VAR 05/26/2033                                                         | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247252.38    | 0.01%             | 2033-05-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                                  | WALT DISNEY CO 4.75% 09/15/2044                                                                   | CUSIP: 254687EV4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    151000 | PA      | $133284.57    | 0.00%             | 2044-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                     | CHENIERE ENERGY PARTNERS LP 3.25% 01/31/2032                                                      | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    160000 | PA      | $140386.10    | 0.00%             | 2032-01-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 5.572%/VAR 04/22/2036                                                       | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    230000 | PA      | $234006.44    | 0.01%             | 2036-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 09/47#MA4720                                                                           | CUSIP: 36179TG58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12542 | PA      | $11681.01     | 0.00%             | 2047-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 4.125% 04/01/2040                                                                 | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     43000 | PA      | $34763.98     | 0.00%             | 2040-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 05/01/2051#SD8146                                                                    | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4492972 | PA      | $3514327.47   | 0.12%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN UNIV                                                               | NORTHWESTERN UNIV 3.662% 12/01/2057                                                               | CUSIP: 668444AQ5<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69510.45     | 0.00%             | 2057-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 11/01/2054#SD6971                                                                  | CUSIP: 3132DUW86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    830613 | PA      | $832413.34    | 0.03%             | 2054-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DOLLAR GEN CORP NEW                                                             | DOLLAR GEN CORP NEW 3.5% 04/03/2030                                                               | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    210000 | PA      | $196503.57    | 0.01%             | 2030-04-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 3.43% 02/09/2052                                                                  | CUSIP: 459200KP5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    180000 | PA      | $119660.43    | 0.00%             | 2052-02-09      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 5.2% 03/05/2035                                                       | CUSIP: 02665WFZ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117234.39    | 0.00%             | 2035-03-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP 5.247%/VAR 07/26/2030                                                  | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    470000 | PA      | $474261.79    | 0.02%             | 2030-07-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                        | TELEFONICA EMISIONES SAU 5.213% 03/08/2047                                                        | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    160000 | PA      | $138127.81    | 0.00%             | 2047-03-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 01/01/2052#FS0369                                                                  | CUSIP: 3140XFMT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    948451 | PA      | $773721.86    | 0.03%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                           | GENERAL DYNAMICS CORP 4.25% 04/01/2040                                                            | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    204000 | PA      | $178236.64    | 0.01%             | 2040-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                            | COLGATE-PALMOLIVE CO 3.7% 08/01/2047                                                              | CUSIP: 19416QEK2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    140000 | PA      | $106681.88    | 0.00%             | 2047-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP 1.3% 09/15/2025                                                               | CUSIP: 03027XBB5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118730.77    | 0.00%             | 2025-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 12/01/2051#FM9693                                                                  | CUSIP: 3140XDXX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    923291 | PA      | $753196.83    | 0.03%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.25% 12/31/2026                                                                        | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7670000 | PA      | $7351215.63   | 0.26%             | 2026-12-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 01/20/2051#MA7140                                                                    | CUSIP: 36179V4Z0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     66330 | PA      | $63897.75     | 0.00%             | 2051-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 5.875% 11/29/2032                                                                 | CUSIP: 459200BB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    120000 | PA      | $127659.96    | 0.00%             | 2032-11-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TOTAL CAPITAL INTL SA                                                           | TOTAL CAP INTL 3.386% 06/29/2060                                                                  | CUSIP: 89153VAW9<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    380000 | PA      | $240207.77    | 0.01%             | 2060-06-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                            | PARKER-HANNIFIN CORP 3.25% 03/01/2027                                                             | CUSIP: 701094AJ3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    180000 | PA      | $176984.69    | 0.01%             | 2027-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 3.25% 08/15/2029                                                                  | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234860.57    | 0.01%             | 2029-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.375% 05/15/2033                                                                       | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    960000 | PA      | $903712.50    | 0.03%             | 2033-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP 3.031%/VAR 11/01/2034                                                           | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    170000 | PA      | $154964.07    | 0.01%             | 2034-11-01      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 06/01/2038#AB9569                                                                  | CUSIP: 31417GT30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    466861 | PA      | $439134.46    | 0.02%             | 2038-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC                                                | REINSURANCE GRP OF AMERICA INC 6% 09/15/2033                                                      | CUSIP: 759351AR0<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    160000 | PA      | $165643.25    | 0.01%             | 2033-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                        | AGILENT TECHNOLOGIES INC 4.2% 09/09/2027                                                          | CUSIP: 00846UAQ4<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139226.06    | 0.00%             | 2027-09-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                        | DUKE ENERGY PROGRESS LLC 2% 08/15/2031                                                            | CUSIP: 26442UAL8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    270000 | PA      | $230984.05    | 0.01%             | 2031-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC 3.1% 09/15/2027                                                     | CUSIP: 45866FAF1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    535000 | PA      | $520562.70    | 0.02%             | 2027-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                    | QUALCOMM INC 4.5% 05/20/2030                                                                      | CUSIP: 747525BU6<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    320000 | PA      | $320647.49    | 0.01%             | 2030-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 08/01/2053#MA5107                                                                  | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1212663 | PA      | $1203544.10   | 0.04%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.375% 09/30/2027                                                                       | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3744000 | PA      | $3454863.76   | 0.12%             | 2027-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL INC                                                       | BRIGHTHOUSE FINANCIAL INC 5.625% 05/15/2030                                                       | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    309000 | PA      | $313730.06    | 0.01%             | 2030-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE 6.625% 11/15/2030                                                                      | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1650000 | PA      | $1854452.33   | 0.07%             | 2030-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 3.3% 04/15/2040                                                                    | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78067.22     | 0.00%             | 2040-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 6% 04/20/2053#MA8802                                                                      | CUSIP: 36179XX76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    242182 | PA      | $245722.19    | 0.01%             | 2053-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 03/01/2054#MA5295                                                                    | CUSIP: 31418E3D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    946140 | PA      | $956353.55    | 0.03%             | 2054-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NATWEST GROUP PLC 5.778%/VAR 03/01/2035                                                           | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $407722.17    | 0.01%             | 2035-03-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | COREBRIDGE FINANCIAL INC 3.65% 04/05/2027                                                         | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    290000 | PA      | $285418.94    | 0.01%             | 2027-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                 | XCEL ENERGY INC 3.4% 06/01/2030                                                                   | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     73000 | PA      | $68558.04     | 0.00%             | 2030-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                  | US BANCORP DEL 3.15% 04/27/2027                                                                   | CUSIP: 91159HHR4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    810000 | PA      | $793463.33    | 0.03%             | 2027-04-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAP CORP                                                         | AMER WATER CAP CORP 3.45% 05/01/2050                                                              | CUSIP: 03040WAX3<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    130000 | PA      | $89025.60     | 0.00%             | 2050-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.50% 1/26 #AH3431                                                                      | CUSIP: 3138A4Y58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2475 | PA      | $2460.97      | 0.00%             | 2026-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                          | MARVELL TECHNOLOGY INC 1.65% 04/15/2026                                                           | CUSIP: 573874AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $224082.14    | 0.01%             | 2026-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 2/41 #AE0949                                                                           | CUSIP: 31419BBT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12341 | PA      | $11771.51     | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 06/01/2054#                                                                          | CUSIP: 3132DWLS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    235747 | PA      | $228333.57    | 0.01%             | 2054-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                              | CANADIAN IMPERIAL BK OF COMM 5.001% 04/28/2028                                                    | CUSIP: 13607LNG4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    310000 | PA      | $315041.90    | 0.01%             | 2028-04-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LTD                                                               | VALE OVERSEAS LTD 6.875% 11/21/2036                                                               | CUSIP: 91911TAH6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    120000 | PA      | $127976.70    | 0.00%             | 2036-11-21      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 07/20/2046#MA3802                                                                      | CUSIP: 36179SGK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    100621 | PA      | $88995.52     | 0.00%             | 2046-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 4.5% 06/10/2044                                                                      | CUSIP: 29250NAJ4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $96256.24     | 0.00%             | 2044-06-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                                                        | MASS GENERAL BRIGHAM INC 3.342% 07/01/2060                                                        | CUSIP: 70213HAF5<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $94422.54     | 0.00%             | 2060-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA and NEW ZEALAND BANKING GROUP LTD NEW YORK BRANCH                     | AUSTRALIA and NZ BKG GRP LTD NEW YORK BRH 4.75% 01/18/2027                                        | CUSIP: 05253JAZ4<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | US        |    340000 | PA      | $342596.73    | 0.01%             | 2027-01-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 1.7% 03/25/2026                                                                      | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1132847.16   | 0.04%             | 2026-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MTR CR CO LLC 5.85% 05/17/2027                                                               | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1118431.09   | 0.04%             | 2027-05-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                      | TENNESSEE VALLEY AUTHORITY 5.25% 09/15/2039                                                       | CUSIP: 880591EH1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    420000 | PA      | $432634.23    | 0.02%             | 2039-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEX INC                                                                 | ENTERGY TEX INC 5.25% 04/15/2035                                                                  | CUSIP: 29365TAQ7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59860.59     | 0.00%             | 2035-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 7.05% 03/15/2033                                                                     | CUSIP: 20030NAC5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    210000 | PA      | $236530.67    | 0.01%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                       | ROGERS COMMUNICATIONS INC 2.9% 11/15/2026                                                         | CUSIP: 775109BF7<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $87737.20     | 0.00%             | 2026-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                           | RIO TINTO FIN USA PLC 4.875% 03/14/2030                                                           | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $212287.51    | 0.01%             | 2030-03-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | LOCKHEED MARTIN CORP 4.07% 12/15/2042                                                             | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    110000 | PA      | $90786.86     | 0.00%             | 2042-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 12/01/2049#FM2373                                                                    | CUSIP: 3140X5T78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65315 | PA      | $64281.99     | 0.00%             | 2049-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5% 11/20/2052#MA8428                                                                      | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    731533 | PA      | $713256.89    | 0.03%             | 2052-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                      | ONCOR ELEC DELIVERY CO LLC 3.8% 06/01/2049                                                        | CUSIP: 68233JBP8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    390000 | PA      | $283134.36    | 0.01%             | 2049-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.375% 08/31/2026                                                                       | CUSIP: 912828YD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    366000 | PA      | $354147.89    | 0.01%             | 2026-08-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                          | SEMPRA 3.7% 04/01/2029                                                                            | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    170000 | PA      | $164205.59    | 0.01%             | 2029-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                        | VISA INC 3.15% 12/14/2025                                                                         | CUSIP: 92826CAD4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158950.30    | 0.01%             | 2025-12-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 08/01/2052#RA7783                                                                  | CUSIP: 3133KPUG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    276675 | PA      | $262480.76    | 0.01%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 1.5% 03/01/2037#SB8144                                                                  | CUSIP: 3132D6BM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    694773 | PA      | $610180.90    | 0.02%             | 2037-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 02/01/2052#BT2014                                                                    | CUSIP: 3140LQGY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    399372 | PA      | $313629.95    | 0.01%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 12/01/2051#CB2312                                                                  | CUSIP: 3140QMSA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    233418 | PA      | $192167.13    | 0.01%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 6.15% 03/01/2055                                                      | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    180000 | PA      | $166727.20    | 0.01%             | 2055-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 3.45% 01/15/2027                                                           | CUSIP: 91324PCW0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    370000 | PA      | $364198.88    | 0.01%             | 2027-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                              | POLAND REPUBLIC OF 5.75% 11/16/2032                                                               | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    200000 | PA      | $208510.00    | 0.01%             | 2032-11-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FINANCE BV                                                  | SHELL INTL FIN B V 2.875% 11/26/2041                                                              | CUSIP: 822582CK6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    440000 | PA      | $307836.97    | 0.01%             | 2041-11-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO                                                                 | DOW CHEMICAL CO 5.55% 11/30/2048                                                                  | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     80000 | PA      | $71272.78     | 0.00%             | 2048-11-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 5.125% 02/21/2030                                                                 | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160911.85    | 0.01%             | 2030-02-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP 4.125% 11/16/2028                                                                        | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395873.49    | 0.01%             | 2028-11-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP 5.65% 03/16/2052                                                                 | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45223.62     | 0.00%             | 2052-03-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNIV CA REGTS MED CTR POOLED REV                                                | UNIV CA MED CTR 3.006% 5/15/2050                                                                  | CUSIP: 913366KB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $93876.20     | 0.00%             | 2050-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6% 01/20/2055#MB0148                                                                      | CUSIP: 3618N5EW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1851915 | PA      | $1871318.90   | 0.07%             | 2055-01-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MAYO CLINIC                                                                     | MAYO CLINIC 3.196% 11/15/2061                                                                     | CUSIP: 578454AF7<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |    120000 | PA      | $73267.66     | 0.00%             | 2061-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 04/01/2055#MA5674                                                                    | CUSIP: 31418FJU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    982469 | PA      | $992691.21    | 0.04%             | 2055-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                      | TENNESSEE VALLEY AUTHORITY 4.25% 09/15/2052                                                       | CUSIP: 880591EY4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    150000 | PA      | $122056.01    | 0.00%             | 2052-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                          | HP INC 5.5% 01/15/2033                                                                            | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99626.46     | 0.00%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP 5.15% 02/27/2033                                                                         | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100684.35    | 0.00%             | 2033-02-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 12/20/2048#MA5654                                                                    | CUSIP: 36179UH70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12191 | PA      | $12400.60     | 0.00%             | 2048-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                | ISRAEL STATE OF 5.375% 02/19/2030                                                                 | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    350000 | PA      | $352625.00    | 0.01%             | 2030-02-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 05/01/2036#MA4329                                                                    | CUSIP: 31418DY30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131273 | PA      | $118790.56    | 0.00%             | 2036-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 11/01/2036#BU2287                                                                  | CUSIP: 3140M3RH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    333367 | PA      | $292778.23    | 0.01%             | 2036-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 4.049% 11/01/2052                                                                    | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11051.57     | 0.00%             | 2052-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                        | AES CORP 5.45% 06/01/2028                                                                         | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111437.94    | 0.00%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK39                                                                 | BANK 2022-BNK39 2.928% 02/15/2055                                                                 | CUSIP: 06539VAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $263383.29    | 0.01%             | 2055-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | ALLY FINL INC 6.848%/VAR 01/03/2030                                                               | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    240000 | PA      | $250564.45    | 0.01%             | 2030-01-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.875% 04/30/2029                                                                       | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    290000 | PA      | $279147.65    | 0.01%             | 2029-04-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 4.812%/VAR 10/21/2032                                              | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493763.68    | 0.02%             | 2032-10-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 5.705% 05/01/2040                                                                       | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    700000 | PA      | $675497.28    | 0.02%             | 2040-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 01/20/2049#MA5712                                                                      | CUSIP: 36179UKZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6459 | PA      | $6365.99      | 0.00%             | 2049-01-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                             | OTIS WORLDWIDE CORP 3.362% 02/15/2050                                                             | CUSIP: 68902VAM9<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    200000 | PA      | $133971.45    | 0.00%             | 2050-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                    | TAKEDA PHARMACEUTICAL CO LTD 2.05% 03/31/2030                                                     | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    290000 | PA      | $256930.66    | 0.01%             | 2030-03-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BOSTON PPTY LTD PARTNERSHIP                                                     | BOSTON PPTYS LTD PARTNERSHIP 2.55% 04/01/2032                                                     | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    160000 | PA      | $132368.68    | 0.00%             | 2032-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2052#                                                                        | CUSIP: 31418EAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    172113 | PA      | $153684.54    | 0.01%             | 2052-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 6.4% 01/09/2033                                                          | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    260000 | PA      | $268505.53    | 0.01%             | 2033-01-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PROCTER and GAMBLE CO                                                           | PROCTER and GAMBLE CO 3.6% 03/25/2050                                                             | CUSIP: 742718FK0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    160000 | PA      | $120172.88    | 0.00%             | 2050-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINL INC                                                             | AMERIPRISE FINL INC 5.7% 12/15/2028                                                               | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135478.16    | 0.00%             | 2028-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | PARAMOUNT GLOBAL 4.2% 06/01/2029                                                                  | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193298.31    | 0.01%             | 2029-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER CO                                                       | POTOMAC ELECTRIC POWER CO 6.5% 11/15/2037                                                         | CUSIP: 737679DB3<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |     60000 | PA      | $65943.02     | 0.00%             | 2037-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                      | ONCOR ELEC DELIVERY CO LLC 5.35% 04/01/2035 144A                                                  | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200347.12    | 0.01%             | 2035-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 5% 03/15/2035                                                          | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98387.16     | 0.00%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                              | POLAND REPUBLIC OF 4.875% 02/12/2030                                                              | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    400000 | PA      | $403632.00    | 0.01%             | 2030-02-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                   | MARRIOTT INTERNATIONAL INC/MD 3.125% 06/15/2026                                                   | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    510000 | PA      | $501769.49    | 0.02%             | 2026-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAP CORP                                                         | AMER WATER CAP CORP 2.95% 09/01/2027                                                              | CUSIP: 03040WAQ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    430000 | PA      | $417137.78    | 0.01%             | 2027-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                   | HEWLETT PACKARD ENTERPRISE CO 5.6% 10/15/2054                                                     | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    350000 | PA      | $326654.67    | 0.01%             | 2054-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 12/20/2050#MA7055                                                                      | CUSIP: 36179VZU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     80582 | PA      | $74599.73     | 0.00%             | 2050-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 3.969% 11/01/2047                                                                    | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    170000 | PA      | $127461.01    | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 3% 10/23/2026                                                              | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    710000 | PA      | $695650.62    | 0.02%             | 2026-10-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                       | UNITED PARCEL SERVICE INC 3.05% 11/15/2027                                                        | CUSIP: 911312BM7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146215.67    | 0.01%             | 2027-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                              | REALTY INCOME CORP 3% 01/15/2027                                                                  | CUSIP: 756109AS3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    640000 | PA      | $625572.78    | 0.02%             | 2027-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 3.15% 01/01/2026                                                      | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108797.26    | 0.00%             | 2026-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C9 MTG TR                                                              | BMO 2024-C9 MTG TR 5.7592% 07/15/2057                                                             | CUSIP: 05593MAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1835000 | PA      | $1897257.15   | 0.07%             | 2057-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/01/2044#AV5019                                                                    | CUSIP: 3138XGSH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30706 | PA      | $28945.49     | 0.00%             | 2044-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/01/2042#AJ4894                                                                    | CUSIP: 3138AWNL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59717 | PA      | $56822.10     | 0.00%             | 2042-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES CORP                                                     | CENTERPOINT ENERGY RES CORP 4.4% 07/01/2032                                                       | CUSIP: 15189WAP5<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76654.18     | 0.00%             | 2032-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4.5% 10/20/2052#MA8347                                                                    | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    499151 | PA      | $475426.98    | 0.02%             | 2052-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                             | SCHWAB CHARLES CORP 3.2% 03/02/2027                                                               | CUSIP: 808513AQ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    910000 | PA      | $892934.58    | 0.03%             | 2027-03-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC DEL                                                              | AUTONATION INC DEL 5.89% 03/15/2035                                                               | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $89502.28     | 0.00%             | 2035-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GLP CAP LP / GLP FING II INC                                                    | GLP CAP LP / GLP FING II INC 4% 01/15/2031                                                        | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $176665.23    | 0.01%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 12/01/2054#QJ9874                                                                    | CUSIP: 3133D16K0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    197247 | PA      | $191195.61    | 0.01%             | 2054-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 3.75% 11/13/2047                                                                        | CUSIP: 037833DG2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     90000 | PA      | $69347.23     | 0.00%             | 2047-11-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2048#BN0601                                                                  | CUSIP: 3140JGU37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26106 | PA      | $24978.61     | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 03/01/2043#AR9198                                                                  | CUSIP: 3138W7GG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6785 | PA      | $6082.01      | 0.00%             | 2043-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MICROSOFT CORP 3.3% 02/06/2027                                                                    | CUSIP: 594918BY9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1630311.90   | 0.06%             | 2027-02-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 11/15/2032                                                                       | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9650000 | PA      | $9607404.32   | 0.34%             | 2032-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                                             | CRH SMW FINANCE DAC 5.125% 01/09/2030                                                             | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    500000 | PA      | $507953.65    | 0.02%             | 2030-01-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                  | BURLINGTON NORTHN SANTA FE LLC 4.15% 12/15/2048                                                   | CUSIP: 12189LBD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $80014.09     | 0.00%             | 2048-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 10/01/2049#FM5659                                                                  | CUSIP: 3140X9JD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175025 | PA      | $158910.54    | 0.01%             | 2049-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 2.894%/VAR 11/24/2032                                                                | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    520000 | PA      | $452462.58    | 0.02%             | 2032-11-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC/THE                                                | HARTFORD INSURANCE GROUP INC/THE 2.8% 08/19/2029                                                  | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    490000 | PA      | $456613.21    | 0.02%             | 2029-08-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2046#BC0909                                                                    | CUSIP: 3140EVAK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63753 | PA      | $59916.98     | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.25% 02/15/2027                                                                        | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4017000 | PA      | $3904492.63   | 0.14%             | 2027-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.625% 03/31/2027                                                                       | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    884000 | PA      | $832997.35    | 0.03%             | 2027-03-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 03/31/2032                                                                       | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6630000 | PA      | $6616532.81   | 0.23%             | 2032-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 1.914% 05/25/2031                                                  | CUSIP: 3137H13P9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    540000 | PA      | $471074.78    | 0.02%             | 2031-05-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 2.937% 11/01/2056                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    660000 | PA      | $377387.54    | 0.01%             | 2056-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 10YR 2% 06/01/2027#CA0054                                                                    | CUSIP: 3140Q7BY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13087 | PA      | $12791.73     | 0.00%             | 2027-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                          | COMMONWEALTH EDISON CO 2.55% 06/15/2026                                                           | CUSIP: 202795JH4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    470000 | PA      | $461241.15    | 0.02%             | 2026-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2049#BN6594                                                                    | CUSIP: 3140JPKG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14651 | PA      | $13604.55     | 0.00%             | 2049-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 01/31/2030                                                                        | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10630000 | PA      | $10761214.06  | 0.38%             | 2030-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 4% 06/01/2034#SB0566                                                                    | CUSIP: 3132CWTX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19388 | PA      | $19031.02     | 0.00%             | 2034-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 06/01/2051#SD0639                                                                    | CUSIP: 3132DMV85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    487624 | PA      | $419214.75    | 0.01%             | 2051-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS and ELECTRIC CO                                                   | SAN DIEGO GAS and ELECTRIC CO 4.1% 06/15/2049                                                     | CUSIP: 797440BX1<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    130000 | PA      | $96706.25     | 0.00%             | 2049-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 10/20/2047#MA4781                                                                      | CUSIP: 36179TJ22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31742 | PA      | $31610.91     | 0.00%             | 2047-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                | WILLIAMS COS INC 5.15% 03/15/2034                                                                 | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127680.93    | 0.00%             | 2034-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO                                                                 | DOW CHEMICAL CO 6.9% 05/15/2053                                                                   | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    170000 | PA      | $177304.47    | 0.01%             | 2053-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP NEW                                                                | CHEVRON CORP NEW 2.236% 05/11/2030                                                                | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $63206.23     | 0.00%             | 2030-05-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAP CORP                                                               | NOVARTIS CAP CORP 2.75% 08/14/2050                                                                | CUSIP: 66989HAS7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    310000 | PA      | $192245.13    | 0.01%             | 2050-08-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 11/01/2040#ZT2295                                                                  | CUSIP: 3132AERQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    783412 | PA      | $770561.10    | 0.03%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/01/2049#                                                                          | CUSIP: 31418DHL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90615 | PA      | $78157.22     | 0.00%             | 2049-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                     | VIATRIS INC 4% 06/22/2050                                                                         | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     70000 | PA      | $44791.23     | 0.00%             | 2050-06-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN BANK INTERNATIONAL COOPERATION                                            | JAPAN BANK INTL COOPERATION 2.75% 11/16/2027                                                      | CUSIP: 471048BQ0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | CORP              | JP        |    760000 | PA      | $736115.57    | 0.03%             | 2027-11-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                             | CARRIER GLOBAL CORP 2.722% 02/15/2030                                                             | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    410000 | PA      | $377540.92    | 0.01%             | 2030-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 09/01/2054#SD6620                                                                  | CUSIP: 3132DUK97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    629239 | PA      | $655848.48    | 0.02%             | 2054-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.375% 08/15/2042                                                     | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14140000 | PA      | $11639539.81  | 0.41%             | 2042-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4% 10/20/2054#MA9962                                                                      | CUSIP: 36180AB77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    320616 | PA      | $293957.48    | 0.01%             | 2054-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                            | KEURIG DR PEPPER INC 5.085% 05/25/2048                                                            | CUSIP: 49271VAD2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    120000 | PA      | $104625.25    | 0.00%             | 2048-05-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 2.087%/VAR 06/14/2029                                                 | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1123257.19   | 0.04%             | 2029-06-14      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 10/01/2049#                                                                        | CUSIP: 3132DV3Y9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     88319 | PA      | $73042.16     | 0.00%             | 2049-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                         | PHILIPPINES REPUBLIC OF 5.17% 10/13/2027                                                          | CUSIP: 718286CV7<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1200000 | PA      | $1220625.00   | 0.04%             | 2027-10-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                      | ONCOR ELEC DELIVERY CO LLC 5.75% 03/15/2029                                                       | CUSIP: 68233JBK9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    230000 | PA      | $239545.52    | 0.01%             | 2029-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 3.35% 03/12/2071                                                            | CUSIP: 455780CX2<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    270000 | PA      | $165375.00    | 0.01%             | 2071-03-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 2.572%/VAR 10/20/2032                                                 | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1465219.22   | 0.05%             | 2032-10-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 5.561%/VAR 11/19/2045                                               | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478745.04    | 0.02%             | 2045-11-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                               | CIGNA GROUP (THE) 4.8% 07/15/2046                                                                 | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    230000 | PA      | $195223.71    | 0.01%             | 2046-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 07/01/2047#FS1789                                                                  | CUSIP: 3140XG7B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81729 | PA      | $75631.29     | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 07/50#MA6766                                                                           | CUSIP: 36179VQT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    508410 | PA      | $444268.60    | 0.02%             | 2050-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 05/01/2053#BY2022                                                                    | CUSIP: 3140NJG81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    652469 | PA      | $633378.91    | 0.02%             | 2053-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 3.375% 04/15/2027                                                          | CUSIP: 91324PCY6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    220000 | PA      | $215658.63    | 0.01%             | 2027-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                | SOUTHERN COMPANY 4.4% 07/01/2046                                                                  | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    383000 | PA      | $309276.01    | 0.01%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                     | PHILLIPS 66 3.9% 03/15/2028                                                                       | CUSIP: 718546AR5<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    380000 | PA      | $374242.55    | 0.01%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 10/01/2036#MA4441                                                                  | CUSIP: 31418D5B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2783379 | PA      | $2444489.61   | 0.09%             | 2036-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCHAFTLICHE RENTENBANK                                                  | LANDWIRTSCHAFTLICHE RENTENBANK 3.875% 09/28/2027                                                  | CUSIP: 515110CC6<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |   1110000 | PA      | $1108879.68   | 0.04%             | 2027-09-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 06/01/2047#BE3702                                                                    | CUSIP: 3140FPDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64949 | PA      | $60634.57     | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 03/20/2050#MA6543                                                                      | CUSIP: 36179VHU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    713291 | PA      | $661227.56    | 0.02%             | 2050-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 2.45% 08/15/2052                                                                     | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    645000 | PA      | $342852.60    | 0.01%             | 2052-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/01/2049#BO5379                                                                    | CUSIP: 3140K06R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87243 | PA      | $75903.32     | 0.00%             | 2049-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATION PLC                                                   | BRITISH TELECOMMUNICATION PLC STEP 12/15/2030                                                     | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    154000 | PA      | $187843.22    | 0.01%             | 2030-12-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/01/2039#AS1772                                                                    | CUSIP: 3138WA6J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107081 | PA      | $102566.47    | 0.00%             | 2039-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 07/01/2031#V61246                                                                  | CUSIP: 3132KFL34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7041 | PA      | $6763.92      | 0.00%             | 2031-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE PWR CORP                                                             | OGLETHORPE PWR CORP 5.8% 06/01/2054                                                               | CUSIP: 677050AW6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94370.10     | 0.00%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.5% 05/15/2046                                                       | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    122000 | PA      | $82397.66     | 0.00%             | 2046-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 5.52% 01/13/2028                                                     | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $513253.79    | 0.02%             | 2028-01-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                              | ANHEUSER BUSCH INBEV WORLD INC 4.95% 01/15/2042                                                   | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    230000 | PA      | $213332.61    | 0.01%             | 2042-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                | ELI LILLY and CO 5.1% 02/12/2035                                                                  | CUSIP: 532457CX4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100616.58    | 0.00%             | 2035-02-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 2.95% 06/15/2029                                                                   | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    330000 | PA      | $313667.16    | 0.01%             | 2029-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 01/01/2027#AJ9354                                                                  | CUSIP: 3138E2MC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78679 | PA      | $77647.67     | 0.00%             | 2027-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC 5.5% 11/15/2054                                                               | CUSIP: 375558CD3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239005.09    | 0.01%             | 2054-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 12/20/2050#MA7056                                                                    | CUSIP: 36179VZV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    276901 | PA      | $265795.54    | 0.01%             | 2050-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 10/01/2052#BX2555                                                                  | CUSIP: 3140N6ZV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    723666 | PA      | $722747.01    | 0.03%             | 2052-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                            | KRAFT HEINZ FOODS CO 3.75% 04/01/2030                                                             | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    800000 | PA      | $765362.16    | 0.03%             | 2030-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 12/01/2053#FS6668                                                                  | CUSIP: 3140XNMS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1019810 | PA      | $1012141.32   | 0.04%             | 2053-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                | BRIXMOR OPERATING PARTNERSHIP LP 4.125% 05/15/2029                                                | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     44000 | PA      | $42809.40     | 0.00%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                        | VISA INC 4.3% 12/14/2045                                                                          | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    402000 | PA      | $343033.36    | 0.01%             | 2045-12-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                              | POLAND REPUBLIC OF 4.625% 03/18/2029                                                              | CUSIP: 731011AX0<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    560000 | PA      | $561965.60    | 0.02%             | 2029-03-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                       | UNITED PARCEL SERVICE INC 5.5% 05/22/2054                                                         | CUSIP: 911312CE4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    380000 | PA      | $358333.27    | 0.01%             | 2054-05-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 09/20/2053#MA9170                                                                      | CUSIP: 36179YFK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    714322 | PA      | $696867.29    | 0.02%             | 2053-09-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 5% 06/01/2055 #TBA                                                                      | CUSIP: 01F050668<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -2625000 | PA      | $-2541634.99  | -0.09%            | 2055-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELL'S COMPANY                                                          | THE CAMPBELL'S COMPANY 2.375% 04/24/2030                                                          | CUSIP: 134429BJ7<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89445.22     | 0.00%             | 2030-04-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 12/20/2049#MA6338                                                                      | CUSIP: 36179VBF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    491996 | PA      | $430694.64    | 0.02%             | 2049-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATIONAL RAILWAY CO                                                    | CANADIAN NATIONAL RAILWAY CO 2.45% 05/01/2050                                                     | CUSIP: 136375CZ3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    290000 | PA      | $165440.24    | 0.01%             | 2050-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL CORP                                                    | SOUTHERN CO GAS CAP 3.15% 09/30/2051                                                              | CUSIP: 8426EPAE8<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    250000 | PA      | $154170.73    | 0.01%             | 2051-09-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                     | NUTRIEN LTD 4.125% 03/15/2035                                                                     | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $133520.84    | 0.00%             | 2035-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                                            | BANK OF MONTREAL QUE 1.25% 09/15/2026                                                             | CUSIP: 06368FAC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    395000 | PA      | $379402.37    | 0.01%             | 2026-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                                                   | JEFFERIES FINANCIAL GROUP INC 4.85% 01/15/2027                                                    | CUSIP: 47233JAG3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110518.57    | 0.00%             | 2027-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 02/01/2033#ZS8686                                                                    | CUSIP: 3132A9UK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5187 | PA      | $5000.92      | 0.00%             | 2033-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT K-163 A2 VAR 03/25/2034                                            | CUSIP: 3137HCXK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    950000 | PA      | $967260.17    | 0.03%             | 2034-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 10/01/2054#QJ6342                                                                  | CUSIP: 3133CXBK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1053070 | PA      | $993942.53    | 0.04%             | 2054-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.297%/VAR 04/20/2037                                                              | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    330000 | PA      | $323795.12    | 0.01%             | 2037-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 08/01/2049#                                                                          | CUSIP: 3132DV3M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82581 | PA      | $71408.52     | 0.00%             | 2049-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 4.25% 02/15/2048                                                        | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    270000 | PA      | $211888.12    | 0.01%             | 2048-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                             | NOMURA HOLDINGS INC 2.999% 01/22/2032                                                             | CUSIP: 65535HBA6<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    565000 | PA      | $492506.55    | 0.02%             | 2032-01-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 3.45% 02/01/2050                                                                     | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    230000 | PA      | $154263.77    | 0.01%             | 2050-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 08/01/2054#DB2558                                                                  | CUSIP: 3140ABZY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38888 | PA      | $38534.95     | 0.00%             | 2054-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 2.5% 07/20/2052#MA8147                                                                    | CUSIP: 36179XBQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    352453 | PA      | $295683.52    | 0.01%             | 2052-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.603%/VAR 10/22/2030                                                       | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    880000 | PA      | $874789.37    | 0.03%             | 2030-10-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2045#FM5678                                                                    | CUSIP: 3140X9JY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64646 | PA      | $61424.18     | 0.00%             | 2045-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                      | NASDAQ INC 1.65% 01/15/2031                                                                       | CUSIP: 63111XAD3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    290000 | PA      | $246987.94    | 0.01%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                           | MIDAMERICAN ENERGY CO 3.95% 08/01/2047                                                            | CUSIP: 595620AR6<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76289.40     | 0.00%             | 2047-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2044#AV7092                                                                    | CUSIP: 3138XJ3A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53579 | PA      | $50619.72     | 0.00%             | 2044-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 03/01/2029#AV7130                                                                  | CUSIP: 3138XJ4Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32456 | PA      | $31987.17     | 0.00%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 5.25% 04/15/2029                                                               | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1319828.58   | 0.05%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 07/01/2038#SB1093                                                                    | CUSIP: 3132CXGA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1686929 | PA      | $1590662.88   | 0.06%             | 2038-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 2.875% 05/05/2041                                                                    | CUSIP: 191216DQ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    210000 | PA      | $153238.06    | 0.01%             | 2041-05-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FRANKLIN RESOURCES INC                                                          | FRANKLIN RESOURCES INC 1.6% 10/30/2030                                                            | CUSIP: 354613AL5<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |    220000 | PA      | $187515.45    | 0.01%             | 2030-10-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 10/20/2050#MA6930                                                                      | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    109591 | PA      | $88086.26     | 0.00%             | 2050-10-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 1.794%/VAR 02/13/2032                                                              | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    390000 | PA      | $328447.69    | 0.01%             | 2032-02-13      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2% 08/15/2051                                                         | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8892000 | PA      | $4996192.50   | 0.18%             | 2051-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PROCTER and GAMBLE CO                                                           | PROCTER and GAMBLE CO 1.2% 10/29/2030                                                             | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    710000 | PA      | $606599.95    | 0.02%             | 2030-10-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 6.25% 02/01/2041                                                    | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    220000 | PA      | $229458.35    | 0.01%             | 2041-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 1.734%/VAR 07/22/2027                                                 | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    510000 | PA      | $493321.66    | 0.02%             | 2027-07-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                       | TORONTO DOMINION BANK 3.766% 06/06/2025                                                           | CUSIP: 89115A2A9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1440000 | PA      | $1439855.25   | 0.05%             | 2025-06-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GE AEROSPACE                                                                    | GE AEROSPACE 4.35% 05/01/2050                                                                     | CUSIP: 369604BY8<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    170000 | PA      | $140037.22    | 0.00%             | 2050-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 4.55% 03/01/2048                                                              | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     80000 | PA      | $64705.45     | 0.00%             | 2048-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 8.1% 07/15/2036                                                                | CUSIP: 24703TAJ5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    420000 | PA      | $496526.15    | 0.02%             | 2036-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 2.05% 01/21/2027                                                             | CUSIP: 78016EYV3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1120000 | PA      | $1081045.67   | 0.04%             | 2027-01-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 12/15/2025                                                                           | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2220000 | PA      | $2218157.22   | 0.08%             | 2025-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                                            | SABRA HEALTH CARE LP 3.2% 12/01/2031                                                              | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87094.30     | 0.00%             | 2031-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                                                                    | COMERICA INC 5.982%/VAR 01/30/2030                                                                | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142290.88    | 0.01%             | 2030-01-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 4.626%/VAR 06/06/2033                                              | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    220000 | PA      | $209054.56    | 0.01%             | 2033-06-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 3.2% 10/21/2026                                                                     | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78556.98     | 0.00%             | 2026-10-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| S and P GLOBAL INC                                                              | S and P GLOBAL INC 2.95% 01/22/2027                                                               | CUSIP: 78409VAM6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    220000 | PA      | $215579.71    | 0.01%             | 2027-01-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 5.087%/VAR 11/26/2028                                                    | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201800.24    | 0.01%             | 2028-11-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 04/01/2035#CA5628                                                                  | CUSIP: 3140QDHE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    167946 | PA      | $155822.44    | 0.01%             | 2035-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                                 | FOX CORP 5.576% 01/25/2049                                                                        | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    166000 | PA      | $152308.83    | 0.01%             | 2049-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                                   | BLACKROCK INC 2.4% 04/30/2030                                                                     | CUSIP: 09247XAQ4<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    550000 | PA      | $501978.20    | 0.02%             | 2030-04-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 09/01/2033#ZS8716                                                                  | CUSIP: 3132A9VH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36412 | PA      | $35404.76     | 0.00%             | 2033-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 03/01/2050#BO9354                                                                  | CUSIP: 3140K5MC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4444 | PA      | $3981.90      | 0.00%             | 2050-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 09/01/2054#                                                                          | CUSIP: 3132DWMJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    486626 | PA      | $471324.06    | 0.02%             | 2054-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2052#                                                                          | CUSIP: 31418ECR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    488729 | PA      | $416422.66    | 0.01%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/01/2044#FM7604                                                                    | CUSIP: 3140XBNW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    214598 | PA      | $192170.60    | 0.01%             | 2044-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REGENCY CTRS LP                                                                 | REGENCY CTRS LP 5.1% 01/15/2035                                                                   | CUSIP: 75884RBC6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197281.53    | 0.01%             | 2035-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                      | TENNESSEE VALLEY AUTHORITY 4.25% 09/15/2065                                                       | CUSIP: 880591ES7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    210000 | PA      | $164020.33    | 0.01%             | 2065-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2020                                 | JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2020 2.1798% 05/13/2053                                | CUSIP: 46652JAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $410161.40    | 0.01%             | 2053-05-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                              | PANAMA REPUBLIC OF 3.16% 01/23/2030                                                               | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    800000 | PA      | $705488.00    | 0.02%             | 2030-01-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FIN CORP                                                              | BUNGE LTD FIN CORP 4.65% 09/17/2034                                                               | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96168.27     | 0.00%             | 2034-09-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                     | EQUINOR ASA 3.625% 09/10/2028                                                                     | CUSIP: 29446MAB8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    130000 | PA      | $127709.35    | 0.00%             | 2028-09-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                       | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC 6.176% 10/01/2054 144A                                  | CUSIP: 83007CAG7<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91002.99     | 0.00%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | SYNOPSYS INC 5% 04/01/2032                                                                        | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170300.27    | 0.01%             | 2032-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 04/01/2052#RA7138                                                                    | CUSIP: 3133KN4X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    584424 | PA      | $458953.40    | 0.02%             | 2052-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 6% 08/03/2055                                                                         | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    340000 | PA      | $329640.00    | 0.01%             | 2055-08-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                          | COMMONWEALTH EDISON CO 4% 03/01/2048                                                              | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    208000 | PA      | $158652.36    | 0.01%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                                                        | WASTE MANAGEMENT INC DEL 2.5% 11/15/2050                                                          | CUSIP: 94106LBM0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $86153.18     | 0.00%             | 2050-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                 | NXP B V/NXP FDG LLC/NXP USA INC 3.875% 06/18/2026                                                 | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    140000 | PA      | $138862.19    | 0.00%             | 2026-06-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                                   | CME GROUP INC 3.75% 06/15/2028                                                                    | CUSIP: 12572QAJ4<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138455.01    | 0.00%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                  | BLACKSTONE PRIVATE CREDIT FUND 7.3% 11/27/2028                                                    | CUSIP: 09261HBC0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52949.83     | 0.00%             | 2028-11-27      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 2.956%/VAR 05/13/2031                                                       | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    360000 | PA      | $327783.18    | 0.01%             | 2031-05-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                     | CHENIERE ENERGY PARTNERS LP 5.75% 08/15/2034                                                      | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180641.89    | 0.01%             | 2034-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                             | HUNGARY REPUBLIC OF 7.625% 03/29/2041                                                             | CUSIP: 445545AF3<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |    110000 | PA      | $121789.80    | 0.00%             | 2041-03-29      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB INC                                                        | UTAH ACQUISITION SUB INC 3.95% 06/15/2026                                                         | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    193000 | PA      | $190477.90    | 0.01%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PILGRIMS PRIDE CORP NEW                                                         | PILGRIMS PRIDE CORP NEW 4.25% 04/15/2031                                                          | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    140000 | PA      | $132459.45    | 0.00%             | 2031-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.5% 04/30/2030                                                                         | CUSIP: 91282CGZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7080000 | PA      | $6930103.09   | 0.24%             | 2030-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                             | QUEBEC PROVINCE CDA 1.9% 04/21/2031                                                               | CUSIP: 748149AR2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    600000 | PA      | $525840.00    | 0.02%             | 2031-04-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 4.375% 05/15/2055                                                                     | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $151677.71    | 0.01%             | 2055-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.125% 08/15/2044                                                     | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19240000 | PA      | $17289695.26  | 0.61%             | 2044-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                             | HIGHWOODS REALTY LP 4.125% 03/15/2028                                                             | CUSIP: 431282AQ5<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    140000 | PA      | $136443.16    | 0.00%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3% 08/15/2048                                                         | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    188000 | PA      | $135874.06    | 0.00%             | 2048-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY LP                                                    | REXFORD INDUSTRIAL REALTY LP 5% 06/15/2028                                                        | CUSIP: 76169XAC8<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100058.39    | 0.00%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                        | COOPERATIEVE RABOBANK UA 3.75% 07/21/2026                                                         | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $247441.46    | 0.01%             | 2026-07-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 4% 05/10/2028                                                                           | CUSIP: 037833ET3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500598.73    | 0.02%             | 2028-05-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.5% 02/15/2036                                                       | CUSIP: 912810FT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    223000 | PA      | $225726.52    | 0.01%             | 2036-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 03/01/2037#CB3208                                                                  | CUSIP: 3140QNR61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    277522 | PA      | $256230.68    | 0.01%             | 2037-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VODAFONE GRP PLC                                                                | VODAFONE GROUP PLC 4.875% 06/19/2049                                                              | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    280000 | PA      | $234391.89    | 0.01%             | 2049-06-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER CO                                                      | SOUTHWESTERN ELEC POWER CO 5.3% 04/01/2033                                                        | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    190000 | PA      | $187880.26    | 0.01%             | 2033-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 1.846% 01/25/2031                                                  | CUSIP: 3137F9Z79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    450000 | PA      | $392973.35    | 0.01%             | 2031-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 07/01/2051#SD8156                                                                  | CUSIP: 3132DWBZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1636095 | PA      | $1340819.69   | 0.05%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 5.012% 08/21/2054                                                      | CUSIP: 92343VCM4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    214000 | PA      | $187106.17    | 0.01%             | 2054-08-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.75% 06/30/2030                                                                        | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6970000 | PA      | $6894854.69   | 0.24%             | 2030-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 4.75% 03/15/2045                                                                       | CUSIP: 00287YDB2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    420000 | PA      | $369265.48    | 0.01%             | 2045-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 10/01/2051#BT6809                                                                    | CUSIP: 3140LVR76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157667 | PA      | $122979.50    | 0.00%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 11/01/2032#BH5772                                                                  | CUSIP: 3140GUMW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19507 | PA      | $18632.39     | 0.00%             | 2032-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 01/20/2052#MA7826                                                                      | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    322467 | PA      | $259190.64    | 0.01%             | 2052-01-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                     | HONEYWELL INTL INC 4.875% 09/01/2029                                                              | CUSIP: 438516CQ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122226.00    | 0.00%             | 2029-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                               | HEALTHPEAK OP LLC 2.875% 01/15/2031                                                               | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    430000 | PA      | $386073.73    | 0.01%             | 2031-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.625% 09/30/2031                                                                       | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9740000 | PA      | $9474052.32   | 0.33%             | 2031-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO 5.85% 11/05/2027                                                              | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    420000 | PA      | $434620.56    | 0.02%             | 2027-11-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 2.95% 11/21/2026                                                                       | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1156777.48   | 0.04%             | 2026-11-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2020-C55                                                | WELLS FARGO COML MTG TR 2020-C55 2.725% 02/15/2053                                                | CUSIP: 95002EBB2<br>LEI: N/A                  | Long             | ABS-MBS          | MUN               | US        |    135000 | PA      | $122805.10    | 0.00%             | 2053-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JOHNSON and JOHNSON                                                             | JOHNSON and JOHNSON 3.4% 01/15/2038                                                               | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    388000 | PA      | $327355.28    | 0.01%             | 2038-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                        | COOPERATIEVE RABOBANK UA 5.75% 12/01/2043                                                         | CUSIP: 21684AAB2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    260000 | PA      | $255711.94    | 0.01%             | 2043-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 3.2% 02/15/2052                                                         | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    290000 | PA      | $183095.66    | 0.01%             | 2052-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 06/01/2054#CB8715                                                                    | CUSIP: 3140QUVH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92880 | PA      | $93843.93     | 0.00%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAPITAL LLC                                                      | CNH INDUSTRIAL CAPITAL LLC 5.5% 01/12/2029                                                        | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123095.17    | 0.00%             | 2029-01-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2040#190405                                                                    | CUSIP: 31368HNW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5269 | PA      | $5035.32      | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                                                        | WASTE MANAGEMENT INC DEL 4.15% 04/15/2032                                                         | CUSIP: 94106LBS7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    220000 | PA      | $212043.52    | 0.01%             | 2032-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP SA                                                       | TYCO ELECTRONICS GROUP SA 2.5% 02/04/2032                                                         | CUSIP: 902133AY3<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    110000 | PA      | $94568.93     | 0.00%             | 2032-02-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 4.95% 02/15/2035                                                        | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127058.85    | 0.00%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 04/01/2048#CA1565                                                                  | CUSIP: 3140Q8W35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    167859 | PA      | $160768.79    | 0.01%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 06/01/2049#FM5663                                                                  | CUSIP: 3140X9JH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99679 | PA      | $90408.01     | 0.00%             | 2049-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 02/01/2054#DB0084                                                                  | CUSIP: 3140A9CW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    495244 | PA      | $491055.68    | 0.02%             | 2054-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                  | US BANCORP DEL 4.839%/VAR 02/01/2034                                                              | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    490000 | PA      | $475230.73    | 0.02%             | 2034-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 07/01/2045#G61180                                                                    | CUSIP: 31335BJZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53200 | PA      | $50747.28     | 0.00%             | 2045-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 10/20/2047#MA4776                                                                    | CUSIP: 36179TJV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22071 | PA      | $18816.10     | 0.00%             | 2047-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6% 03/20/2055#MB0260                                                                      | CUSIP: 3618N5JE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    199568 | PA      | $201720.89    | 0.01%             | 2055-03-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                         | ASTRAZENECA FINANCE LLC 2.25% 05/28/2031                                                          | CUSIP: 04636NAB9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    170000 | PA      | $149988.15    | 0.01%             | 2031-05-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                         | UDR INC 3% 08/15/2031                                                                             | CUSIP: 90265EAR1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    250000 | PA      | $224290.99    | 0.01%             | 2031-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 4.611%/VAR 04/25/2053                                                      | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $955277.59    | 0.03%             | 2053-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE CO                                                       | ARIZONA PUBLIC SERVICE CO 2.6% 08/15/2029                                                         | CUSIP: 040555CZ5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    160000 | PA      | $147498.59    | 0.01%             | 2029-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 02/01/2049#FM3160                                                                  | CUSIP: 3140X6QN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174608 | PA      | $167178.24    | 0.01%             | 2049-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                    | NEXTERA ENERGY CAP HLDGS INC 6.75%/VAR 06/15/2054                                                 | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    580000 | PA      | $593025.06    | 0.02%             | 2054-06-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                          | EQUITABLE HOLDINGS INC 4.35% 04/20/2028                                                           | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    380000 | PA      | $377430.04    | 0.01%             | 2028-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 05/46#MA3663                                                                         | CUSIP: 36179SB89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    112799 | PA      | $102152.55    | 0.00%             | 2046-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 5.5% 01/01/2040#SB1456                                                                  | CUSIP: 3132CXTM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1094674 | PA      | $1110209.89   | 0.04%             | 2040-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2041#AL0935                                                                    | CUSIP: 3138EHBD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9266 | PA      | $8836.69      | 0.00%             | 2041-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 06/01/2036#MA4361                                                                  | CUSIP: 31418DZ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1347489 | PA      | $1247477.74   | 0.04%             | 2036-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                        | EBAY INC 3.6% 06/05/2027                                                                          | CUSIP: 278642AU7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    190000 | PA      | $187164.42    | 0.01%             | 2027-06-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                           | INTERNATIONAL BK RECON and DEVEL 2.5% 11/22/2027                                                  | CUSIP: 459058GE7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1294927.22   | 0.05%             | 2027-11-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                  | PHILLIPS 66 CO 5.25% 06/15/2031                                                                   | CUSIP: 718547AU6<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101237.62    | 0.00%             | 2031-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                    | NEXTERA ENERGY CAP HLDGS INC 5% 07/15/2032                                                        | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79831.73     | 0.00%             | 2032-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 5.24% 04/15/2030                                                     | CUSIP: 86562MDS6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $204212.18    | 0.01%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                        | AGILENT TECHNOLOGIES INC 4.75% 09/09/2034                                                         | CUSIP: 00846UAR2<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    140000 | PA      | $135086.02    | 0.00%             | 2034-09-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOSTON PPTY LTD PARTNERSHIP                                                     | BOSTON PPTYS LTD PARTNERSHIP 3.25% 01/30/2031                                                     | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    227000 | PA      | $204608.97    | 0.01%             | 2031-01-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                            | SHELL FINANCE US INC 4.55% 08/12/2043                                                             | CUSIP: 822905AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $369622.66    | 0.01%             | 2043-08-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 2.55% 08/20/2060                                                                        | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    110000 | PA      | $62028.65     | 0.00%             | 2060-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 4.5% 04/15/2050                                                                  | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    480000 | PA      | $387262.16    | 0.01%             | 2050-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 01/01/2041#G06229                                                                    | CUSIP: 3128M8HE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64483 | PA      | $61617.54     | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 3.25% 05/15/2051                                                           | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $63868.46     | 0.00%             | 2051-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 06/01/2049#BN6701                                                                  | CUSIP: 3140JPNT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11439 | PA      | $11567.13     | 0.00%             | 2049-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTERPRISES LLC                                               | TIME WARNER CABLE ENTERPRISES LLC 8.375% 07/15/2033                                               | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $114852.23    | 0.00%             | 2033-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| KAISER FNDTN HOSPS                                                              | KAISER FNDTN HOSPS 2.81% 06/01/2041                                                               | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    290000 | PA      | $201158.96    | 0.01%             | 2041-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2019-C52                                                | WELLS FARGO COML MTG TR 2019-C52 2.892% 08/15/2052                                                | CUSIP: 95002MAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $184462.14    | 0.01%             | 2052-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 5.3% 12/05/2043                                                                   | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    310000 | PA      | $271577.28    | 0.01%             | 2043-12-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 02/01/2035#SB8032                                                                    | CUSIP: 3132D54R0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    108386 | PA      | $103149.30    | 0.00%             | 2035-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FIN CORP                                                          | CDW LLC / CDW FIN CORP 2.67% 12/01/2026                                                           | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $416403.49    | 0.01%             | 2026-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 06/01/2053#BY2305                                                                    | CUSIP: 3140NJR30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    233224 | PA      | $226400.59    | 0.01%             | 2053-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                   | HEWLETT PACKARD ENTERPRISE CO 5% 10/15/2034                                                       | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    270000 | PA      | $262897.35    | 0.01%             | 2034-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 2.572%/VAR 06/03/2031                                                               | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    380000 | PA      | $340401.70    | 0.01%             | 2031-06-03      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2052#MA4564                                                                    | CUSIP: 31418ECA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    235684 | PA      | $201146.75    | 0.01%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | KROGER CO 5% 09/15/2034                                                                           | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126616.27    | 0.00%             | 2034-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 06/49#MA5987                                                                         | CUSIP: 36179UUL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22216 | PA      | $21325.35     | 0.00%             | 2049-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 04/01/2035#SB8041                                                                    | CUSIP: 3132D55A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16653 | PA      | $15832.99     | 0.00%             | 2035-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 6% 10/01/2028#ZS8908                                                                    | CUSIP: 3132A93R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1163 | PA      | $1178.06      | 0.00%             | 2028-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                             | NORTHERN TRUST CORP 1.95% 05/01/2030                                                              | CUSIP: 665859AV6<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133009.17    | 0.00%             | 2030-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 4.65% 06/01/2044                                                                     | CUSIP: 00206RJK9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    110000 | PA      | $92837.40     | 0.00%             | 2044-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 03/01/2049#ZN3949                                                                  | CUSIP: 3131YAL65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     69871 | PA      | $62760.67     | 0.00%             | 2049-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 03/20/2049#MA5816                                                                    | CUSIP: 36179UN99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    220460 | PA      | $198411.37    | 0.01%             | 2049-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FINANCE BV                                                  | SHELL INTL FIN B V 3.125% 11/07/2049                                                              | CUSIP: 822582CE0<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $64862.49     | 0.00%             | 2049-11-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 12/20/2048#MA5652                                                                    | CUSIP: 36179UH54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15988 | PA      | $15366.68     | 0.00%             | 2048-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 08/01/2052#CB4371                                                                  | CUSIP: 3140QP2D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    872946 | PA      | $777296.59    | 0.03%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 5% 03/01/2026                                                                           | CUSIP: 682680BR3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    147000 | PA      | $147216.52    | 0.01%             | 2026-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                       | LEAR CORP 3.8% 09/15/2027                                                                         | CUSIP: 521865AY1<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    240000 | PA      | $234783.84    | 0.01%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 02/20/2050#MA6476                                                                      | CUSIP: 36179VFR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    105364 | PA      | $97673.07     | 0.00%             | 2050-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 4.25% 08/22/2057                                                                   | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79933.85     | 0.00%             | 2057-08-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP 6.125% 07/15/2038                                                                        | CUSIP: 913017BP3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    640000 | PA      | $675457.91    | 0.02%             | 2038-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                        | KLA CORP 5% 03/15/2049                                                                            | CUSIP: 482480AH3<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89683.11     | 0.00%             | 2049-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MID AMERICA APTS LP                                                             | MID AMERICA APTS LP 5% 03/15/2034                                                                 | CUSIP: 59523UAV9<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49768.30     | 0.00%             | 2034-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 6.1% 01/14/2042                                                                 | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    240000 | PA      | $249766.12    | 0.01%             | 2042-01-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 02/01/2055#SD8505                                                                    | CUSIP: 3132DWNW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    674999 | PA      | $653720.44    | 0.02%             | 2055-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 5% 04/15/2030                                                                        | CUSIP: 11135FBD2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    292000 | PA      | $296331.59    | 0.01%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                          | FEDERAL HOME LOAN BANKS 4.375% 09/08/2028                                                         | CUSIP: 3130AWTR1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     30000 | PA      | $30438.89     | 0.00%             | 2028-09-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | PARAMOUNT GLOBAL 5.85% 09/01/2043                                                                 | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    239000 | PA      | $204758.33    | 0.01%             | 2043-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 11/01/2034#SB8016                                                                    | CUSIP: 3132D53Z3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45967 | PA      | $43745.95     | 0.00%             | 2034-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 03/01/2053#FS3904                                                                    | CUSIP: 3140XKKS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60906 | PA      | $59138.43     | 0.00%             | 2053-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 11/01/2032#MA3188                                                                    | CUSIP: 31418CRJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100569 | PA      | $97047.52     | 0.00%             | 2032-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 12/01/2051#CB2348                                                                    | CUSIP: 3140QMTE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1097217 | PA      | $866454.05    | 0.03%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 10/01/2034#MA3798                                                                    | CUSIP: 31418DGG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79027 | PA      | $75356.98     | 0.00%             | 2034-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN INTERNATIONAL COOPERATION AGENCY                                          | JAPAN INTERNATL CO OPEA AGENCY 1.75% 04/28/2031                                                   | CUSIP: 47109LAE4<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $172024.04    | 0.01%             | 2031-04-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                             | CONSUMERS ENERGY CO 2.65% 08/15/2052                                                              | CUSIP: 210518DN3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    115000 | PA      | $68758.02     | 0.00%             | 2052-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/01/2050#MA3938                                                                    | CUSIP: 31418DLU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5180 | PA      | $4803.16      | 0.00%             | 2050-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                                    | DISCOVERY COMMUNICATIONS LLC 3.95% 03/20/2028                                                     | CUSIP: 25470DAR0<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1308195.29   | 0.05%             | 2028-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 3.946%/VAR 01/23/2049                                                 | CUSIP: 06051GHA0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    360000 | PA      | $274652.19    | 0.01%             | 2049-01-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 02/01/2041#G07479                                                                    | CUSIP: 3128M9UC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11296 | PA      | $10773.07     | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                        | EQT CORP 5.7% 04/01/2028                                                                          | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    154000 | PA      | $157255.67    | 0.01%             | 2028-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                                            | TELEFONICA EUROPE BV 8.25% 09/15/2030                                                             | CUSIP: 879385AD4<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    608000 | PA      | $701480.08    | 0.02%             | 2030-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 5.3% 05/15/2035                                                                      | CUSIP: 20030NEP2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350720.02    | 0.01%             | 2035-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | LOCKHEED MARTIN CORP 3.6% 03/01/2035                                                              | CUSIP: 539830BC2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    450000 | PA      | $401110.67    | 0.01%             | 2035-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 03/01/2037#FS3312                                                                    | CUSIP: 3140XJVE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27596 | PA      | $24989.57     | 0.00%             | 2037-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP NEW                                                                | CHEVRON CORP NEW 1.995% 05/11/2027                                                                | CUSIP: 166764BX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $67358.59     | 0.00%             | 2027-05-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 12/20/2051#MA7766                                                                      | CUSIP: 36179WTX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    344856 | PA      | $277186.48    | 0.01%             | 2051-12-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 01/01/2042#AJ7547                                                                    | CUSIP: 3138E0L56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60304 | PA      | $57271.31     | 0.00%             | 2042-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER and LIGHT                                                         | ALABAMA POWER CO 3% 03/15/2052                                                                    | CUSIP: 010392FW3<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    170000 | PA      | $106148.11    | 0.00%             | 2052-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 5% 04/01/2040#MA5683                                                                    | CUSIP: 31418FJ57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    988396 | PA      | $989101.87    | 0.03%             | 2040-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| 3M CO                                                                           | 3M CO 3.7% 04/15/2050                                                                             | CUSIP: 88579YBP5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     96000 | PA      | $68104.27     | 0.00%             | 2050-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                  | BLACKSTONE PRIVATE CREDIT FUND 3.25% 03/15/2027                                                   | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    140000 | PA      | $135360.21    | 0.00%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                              | VOYA FINANCIAL INC 3.65% 06/15/2026                                                               | CUSIP: 929089AB6<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    170000 | PA      | $168434.91    | 0.01%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 03/01/2051#BR7527                                                                  | CUSIP: 3140L6LH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    312643 | PA      | $256707.15    | 0.01%             | 2051-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                            | DUKE ENERGY OHIO INC 5.55% 03/15/2054                                                             | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46851.87     | 0.00%             | 2054-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 8/39 #AC1578                                                                           | CUSIP: 31417KXG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14494 | PA      | $13872.93     | 0.00%             | 2039-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALBEMARL CORP                                                                   | ALBEMARLE CORP US 5.05% 06/01/2032                                                                | CUSIP: 012653AE1<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    130000 | PA      | $120629.61    | 0.00%             | 2032-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 02/01/2052#CB2913                                                                  | CUSIP: 3140QNGX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    446571 | PA      | $396663.06    | 0.01%             | 2052-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DTE ELEC CO                                                                     | DTE ELEC CO 3.65% 03/01/2052                                                                      | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    190000 | PA      | $136046.82    | 0.00%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                   | SUTTER HEALTH 5.164% 08/15/2033                                                                   | CUSIP: 86944BAK9<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159723.44    | 0.01%             | 2033-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                | SOUTHERN COMPANY 3.25% 07/01/2026                                                                 | CUSIP: 842587CV7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    765000 | PA      | $755852.63    | 0.03%             | 2026-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REGIONS FINL CORP NEW                                                           | REGIONS FINL CORP NEW 5.502%/VAR 09/06/2035                                                       | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196429.42    | 0.01%             | 2035-09-06      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 01/01/2053#SD8288                                                                    | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34116 | PA      | $33152.86     | 0.00%             | 2053-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 12/01/2052#MA4842                                                                  | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    240770 | PA      | $239711.64    | 0.01%             | 2052-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/01/2050#FS3237                                                                    | CUSIP: 3140XJS38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160547 | PA      | $149883.14    | 0.01%             | 2050-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                                    | HUNTINGTON BANCSHARES INC/OH 5.272%/VAR 01/15/2031                                                | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353790.55    | 0.01%             | 2031-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 05/20/44#MA1919                                                                      | CUSIP: 36179QDY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4045 | PA      | $3705.98      | 0.00%             | 2044-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.875% 11/15/2046                                                     | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    359000 | PA      | $258704.38    | 0.01%             | 2046-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                  | BURLINGTON NORTHN SANTA FE LLC 3.05% 02/15/2051                                                   | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $19347.37     | 0.00%             | 2051-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                       | KELLANOVA 7.45% 04/01/2031                                                                        | CUSIP: 487836AT5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    110000 | PA      | $124511.38    | 0.00%             | 2031-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                             | NORTHERN TRUST CORP 6.125% 11/02/2032                                                             | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106435.07    | 0.00%             | 2032-11-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP 5.65% 03/15/2033                                                              | CUSIP: 03027XBZ2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    370000 | PA      | $380148.31    | 0.01%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 3.875% 08/15/2059                                                          | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    170000 | PA      | $114822.53    | 0.00%             | 2059-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAP CORP                                                         | AMER WATER CAP CORP 4.3% 12/01/2042                                                               | CUSIP: 03040WAJ4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83147.87     | 0.00%             | 2042-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                            | APPALACHIAN POWER CO 7% 04/01/2038                                                                | CUSIP: 037735CM7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109282.32    | 0.00%             | 2038-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                 | CATERPILLAR INC 5.2% 05/15/2035                                                                   | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100358.72    | 0.00%             | 2035-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2049#MA3804                                                                    | CUSIP: 31418DGN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    190588 | PA      | $176856.40    | 0.01%             | 2049-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 5.776% 07/13/2033                                                    | CUSIP: 86562MDD9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    280000 | PA      | $290120.47    | 0.01%             | 2033-07-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAP CORP                                                         | AMER WATER CAP CORP 5.15% 03/01/2034                                                              | CUSIP: 03040WBD6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99874.64     | 0.00%             | 2034-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                               | NATIONAL RURAL UTL COOP FIN 5.8% 01/15/2033                                                       | CUSIP: 637432PA7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114914.24    | 0.00%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DTE ELEC CO                                                                     | DTE ELEC CO 3% 03/01/2032                                                                         | CUSIP: 23338VAQ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    180000 | PA      | $161286.85    | 0.01%             | 2032-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE CO                                                       | TENNESSEE GAS PIPELINE CO 7% 10/15/2028                                                           | CUSIP: 880451AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    630000 | PA      | $673645.16    | 0.02%             | 2028-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE PWR CORP                                                             | OGLETHORPE PWR CORP 5.05% 10/01/2048                                                              | CUSIP: 677050AN6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43118.15     | 0.00%             | 2048-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FREDDIE MAC 15Y 15YR 2% 11/01/2035#QN4280                                                         | CUSIP: 3133GAXH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    238432 | PA      | $216952.15    | 0.01%             | 2035-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                               | LYB INTERNATIONAL FINANCE III LLC 3.8% 10/01/2060                                                 | CUSIP: 50249AAK9<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    100000 | PA      | $62141.37     | 0.00%             | 2060-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.375% 05/01/2047 | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $84003.09     | 0.00%             | 2047-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 06/01/2049#ZT2086                                                                  | CUSIP: 3132AEJ72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    524576 | PA      | $471031.78    | 0.02%             | 2049-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                          | FEDERAL HOME LOAN BANKS 4.75% 03/10/2034                                                          | CUSIP: 3130B0X87<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $1015864.01   | 0.04%             | 2034-03-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INVESCO FIN PLC                                                                 | INVESCO FIN PLC 5.375% 11/30/2043                                                                 | CUSIP: 46132FAC4<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $46093.02     | 0.00%             | 2043-11-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTL INC 5.125% 11/17/2027                                                          | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173018.67    | 0.01%             | 2027-11-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                          | COMMONWEALTH EDISON CO 2.75% 09/01/2051                                                           | CUSIP: 202795JU5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    330000 | PA      | $192602.11    | 0.01%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 09/01/2041#AI9851                                                                  | CUSIP: 3138AP5M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28335 | PA      | $27794.94     | 0.00%             | 2041-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 07/01/2048#BK0916                                                                    | CUSIP: 3140HEAS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11571 | PA      | $11445.56     | 0.00%             | 2048-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 5.45% 04/01/2031                                                                          | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1221676.28   | 0.04%             | 2031-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 05/01/2050#CA5659                                                                  | CUSIP: 3140QDJD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32816 | PA      | $26811.20     | 0.00%             | 2050-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP 4.45% 11/16/2038                                                                         | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    360000 | PA      | $324826.61    | 0.01%             | 2038-11-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 5.5% 10/15/2040                                                             | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    430000 | PA      | $427929.04    | 0.02%             | 2040-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                               | LYB INTERNATIONAL FINANCE III LLC 5.625% 05/15/2033                                               | CUSIP: 50249AAL7<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160773.52    | 0.01%             | 2033-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.625% 11/30/2026                                                                       | CUSIP: 912828YU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    454000 | PA      | $438464.69    | 0.02%             | 2026-11-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 1.5% 02/01/2051#SD8127                                                                  | CUSIP: 3132DWA45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    268797 | PA      | $198816.90    | 0.01%             | 2051-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                          | CONOCOPHILLIPS CO 5% 01/15/2035                                                                   | CUSIP: 20826FBL9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    290000 | PA      | $283216.40    | 0.01%             | 2035-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.75% 02/15/2028                                                                        | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    629000 | PA      | $610916.25    | 0.02%             | 2028-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2048#BN2000                                                                  | CUSIP: 3140JJGJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24929 | PA      | $23852.18     | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                          | SEMPRA 3.8% 02/01/2038                                                                            | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    270000 | PA      | $218421.16    | 0.01%             | 2038-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                               | CHILE REPUBLIC OF 3.625% 10/30/2042                                                               | CUSIP: 168863BP2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    394000 | PA      | $305054.50    | 0.01%             | 2042-10-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                                                         | DEERE JOHN CAPITAL CORP 4.95% 07/14/2028                                                          | CUSIP: 24422EXB0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    450000 | PA      | $459423.25    | 0.02%             | 2028-07-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 06/01/2052#FS4421                                                                    | CUSIP: 3140XK4F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    228670 | PA      | $195838.95    | 0.01%             | 2052-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                           | APPLIED MATERIALS INC 4.35% 04/01/2047                                                            | CUSIP: 038222AM7<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     90000 | PA      | $74743.24     | 0.00%             | 2047-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                       | ROGERS COMMUNICATIONS INC 5% 03/15/2044                                                           | CUSIP: 775109BB6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $182776.35    | 0.01%             | 2044-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                         | PHILIPPINES REPUBLIC OF 9.5% 02/02/2030                                                           | CUSIP: 718286AY3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    170000 | PA      | $204850.00    | 0.01%             | 2030-02-02      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 4.25% 10/26/2049                                                          | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78775.32     | 0.00%             | 2049-10-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 3.65% 09/15/2059                                                                     | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    419000 | PA      | $275316.67    | 0.01%             | 2059-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                      | BP CAP MARKETS AMERICA INC 3.017% 01/16/2027                                                      | CUSIP: 10373QAV2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    635000 | PA      | $622301.14    | 0.02%             | 2027-01-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                                                        | WASTE MANAGEMENT INC DEL 2.95% 06/01/2041                                                         | CUSIP: 94106LBR9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    130000 | PA      | $93307.87     | 0.00%             | 2041-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                       | GATX CORP 6.05% 03/15/2034                                                                        | CUSIP: 361448BM4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    400000 | PA      | $416114.54    | 0.01%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                              | CANADIAN IMPERIAL BK OF COMM 6.092% 10/03/2033                                                    | CUSIP: 13607LWW9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    186000 | PA      | $197312.25    | 0.01%             | 2033-10-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC 5.95% 02/14/2049                                                                 | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    240000 | PA      | $233475.83    | 0.01%             | 2049-02-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORP NEW                                                           | DEVON ENERGY CORP NEW 5% 06/15/2045                                                               | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    315000 | PA      | $254138.61    | 0.01%             | 2045-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                                                  | GLOBE LIFE INC 2.15% 08/15/2030                                                                   | CUSIP: 37959EAA0<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    270000 | PA      | $234611.13    | 0.01%             | 2030-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.25% 05/31/2028                                                                        | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2807000 | PA      | $2600751.30   | 0.09%             | 2028-05-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                                  | WALT DISNEY CO 2.65% 01/13/2031                                                                   | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182218.41    | 0.01%             | 2031-01-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAPITAL LLC                                                      | CNH INDUSTRIAL CAPITAL LLC 4.55% 04/10/2028                                                       | CUSIP: 12592BAQ7<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179624.91    | 0.01%             | 2028-04-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 09/01/2052#QF0922                                                                    | CUSIP: 3133BNAX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    732233 | PA      | $711277.99    | 0.03%             | 2052-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 12/01/2054#CB9677                                                                    | CUSIP: 3140QVXF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    838854 | PA      | $853742.62    | 0.03%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                                                          | ARCH CAPITAL GROUP LTD 3.635% 06/30/2050                                                          | CUSIP: 03939AAA5<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |    187000 | PA      | $131893.73    | 0.00%             | 2050-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                              | VOYA FINANCIAL INC 5.7% 07/15/2043                                                                | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47171.93     | 0.00%             | 2043-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                             | GLOBAL PAYMENTS INC 1.2% 03/01/2026                                                               | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    350000 | PA      | $340637.58    | 0.01%             | 2026-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LAUDER ESTEE COS INC                                                            | LAUDER ESTEE COS INC 3.15% 03/15/2027                                                             | CUSIP: 29736RAJ9<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    260000 | PA      | $254520.79    | 0.01%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2023-A                                             | FORD CREDIT AUTO OWNER TRUST 2023-A 4.65% 02/15/2028                                              | CUSIP: 344928AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250510 | PA      | $250606.62    | 0.01%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                          | INTERNATIONAL PAPER CO 5.15% 05/15/2046                                                           | CUSIP: 460146CN1<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    110000 | PA      | $96255.50     | 0.00%             | 2046-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN CORP                                                     | BERKSHIRE HATHAWAY FIN CORP 2.85% 10/15/2050                                                      | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    340000 | PA      | $213885.18    | 0.01%             | 2050-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 09/01/2050#                                                                        | CUSIP: 3132DV7C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    995831 | PA      | $819531.31    | 0.03%             | 2050-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                                     | ONE GAS INC 2% 05/15/2030                                                                         | CUSIP: 68235PAH1<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    260000 | PA      | $229589.27    | 0.01%             | 2030-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2042#BM4320                                                                    | CUSIP: 3140J8YS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    245731 | PA      | $234090.58    | 0.01%             | 2043-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 05/01/2049#ZT1953                                                                  | CUSIP: 3132AEE28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22022 | PA      | $21064.72     | 0.00%             | 2049-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 05/20/2050#MA6657                                                                    | CUSIP: 36179VME7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    122281 | PA      | $109936.79    | 0.00%             | 2050-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 2% 06/01/2055 #TBA                                                                      | CUSIP: 01F020661<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        | -14100000 | PA      | $-10959994.86 | -0.39%            | 2055-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                               | SUNCOR ENERGY INC 4% 11/15/2047                                                                   | CUSIP: 867224AB3<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    234000 | PA      | $167171.98    | 0.01%             | 2047-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 5.518%/VAR 10/25/2035                                                 | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    240000 | PA      | $235578.64    | 0.01%             | 2035-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING ASIA PLC                                                     | PRUDENTIAL FUNDING ASIA PLC 3.125% 04/14/2030                                                     | CUSIP: 744330AA9<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $93903.89     | 0.00%             | 2030-04-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 10/01/2050#SD8111                                                                  | CUSIP: 3132DWAL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17821 | PA      | $17146.54     | 0.00%             | 2050-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 4.33%/VAR 03/15/2050                                                  | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161552.20    | 0.01%             | 2050-03-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% #MA2642                                                                            | CUSIP: 31418B5C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47262 | PA      | $42865.83     | 0.00%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP 5.817%/VAR 02/01/2034                                                  | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70914.53     | 0.00%             | 2034-02-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 07/01/2042#Z40054                                                                    | CUSIP: 3132FCBX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11342 | PA      | $10835.23     | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 2.757% 09/13/2026                                                      | CUSIP: 606822AJ3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1050000 | PA      | $1027356.58   | 0.04%             | 2026-09-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | COREBRIDGE FINANCIAL INC 4.4% 04/05/2052                                                          | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    290000 | PA      | $225059.16    | 0.01%             | 2052-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 6.5% 09/15/2037                                                                 | CUSIP: 404280AH2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    140000 | PA      | $147406.99    | 0.01%             | 2037-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                                                   | MARTIN MARIETTA MATERIALS INC 4.25% 12/15/2047                                                    | CUSIP: 573284AU0<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    120000 | PA      | $94837.48     | 0.00%             | 2047-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 4.5% 05/14/2035                                                                        | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285268.24    | 0.01%             | 2035-05-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                  | HALLIBURTON CO 4.75% 08/01/2043                                                                   | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42167.47     | 0.00%             | 2043-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 03/01/2035#MA3957                                                                  | CUSIP: 31418DMF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3512 | PA      | $3388.66      | 0.00%             | 2035-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | MICRON TECHNOLOGY INC 5.875% 09/15/2033                                                           | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102665.20    | 0.00%             | 2033-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA                                                                | CITIZENS BANK NA 3.75% 02/18/2026                                                                 | CUSIP: 17401QAU5<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    960000 | PA      | $953436.71    | 0.03%             | 2026-02-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 06/01/2049#BN8917                                                                  | CUSIP: 3140JR4B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19251 | PA      | $18413.48     | 0.00%             | 2049-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC 4.1% 04/15/2033                                                                       | CUSIP: 931142FD0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290728.15    | 0.01%             | 2033-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 08/01/2048#ZM7652                                                                    | CUSIP: 3131Y2QD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16912 | PA      | $15746.02     | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LYONDELLBASELL INDS NV                                                          | LYONDELLBASELL INDS NV 4.625% 02/26/2055                                                          | CUSIP: 552081AM3<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |    140000 | PA      | $105788.48    | 0.00%             | 2055-02-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.5% 01/31/2028                                                                         | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5420000 | PA      | $5369610.91   | 0.19%             | 2028-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 3.5% 01/20/2053#MA8566                                                                    | CUSIP: 36179XQT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    135268 | PA      | $120766.95    | 0.00%             | 2053-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 10/20/2048#MA5528                                                                      | CUSIP: 36179UD90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     73326 | PA      | $68157.52     | 0.00%             | 2048-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                               | PERU REPUBLIC OF 3.55% 03/10/2051                                                                 | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    250000 | PA      | $168000.00    | 0.01%             | 2051-03-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2043#AV0681                                                                    | CUSIP: 3138XBXK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33690 | PA      | $31774.08     | 0.00%             | 2043-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                      | BP CAP MARKETS AMERICA INC 3% 02/24/2050                                                          | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    130000 | PA      | $81478.83     | 0.00%             | 2050-02-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 3.5% 11/20/2052#MA8425                                                                    | CUSIP: 36179XLE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    904242 | PA      | $807519.58    | 0.03%             | 2052-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 4.6% 03/25/2040                                                                        | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    110000 | PA      | $93461.76     | 0.00%             | 2040-03-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 4.95% 06/15/2028                                                               | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    567000 | PA      | $570858.24    | 0.02%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 06/15/2026                                                                       | CUSIP: 91282CHH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21860000 | PA      | $21855730.52  | 0.77%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 04/01/2053#BX8165                                                                  | CUSIP: 3140NDCB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    264354 | PA      | $250192.45    | 0.01%             | 2053-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 11/01/2049#MA3885                                                                    | CUSIP: 31418DJ78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20422 | PA      | $20098.65     | 0.00%             | 2049-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 4.15% 10/15/2028                                                                     | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149012.04    | 0.01%             | 2028-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MICROSOFT CORP 3.041% 03/17/2062                                                                  | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    460000 | PA      | $290422.25    | 0.01%             | 2062-03-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENTAL DEL URUGUAY                                                  | URUGUAY REPUBLICA ORIENTAL DL 5.1% 06/18/2050                                                     | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    100000 | PA      | $89830.00     | 0.00%             | 2050-06-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 4.3% 01/27/2045                                                                    | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    120000 | PA      | $99598.85     | 0.00%             | 2045-01-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 12/01/2053#QH6120                                                                    | CUSIP: 3133CJYR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    391662 | PA      | $379712.83    | 0.01%             | 2053-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6% 06/01/2055 #TBA                                                                        | CUSIP: 21H060663<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -1650000 | PA      | $-1666026.12  | -0.06%            | 2055-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                            | DUKE ENERGY CORP NEW 6.45%/VAR 09/01/2054                                                         | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151528.14    | 0.01%             | 2054-09-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 3.1% 02/15/2060                                                                        | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    210000 | PA      | $113373.00    | 0.00%             | 2060-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2023-1 CLASS A PASS THROUGH TRUST                               | UNITED AIRLINES 2023-1 CLASS A PASS THROUGH TRUST 5.8% 07/15/2037                                 | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    248382 | PA      | $248623.92    | 0.01%             | 2037-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.4% 12/01/2061   | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $80838.73     | 0.00%             | 2061-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE CO OF OK                                                         | PUBLIC SERVICE CO OF OK 5.2% 01/15/2035                                                           | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    160000 | PA      | $156366.20    | 0.01%             | 2035-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 07/20/2049#MA6038                                                                      | CUSIP: 36179UV74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    271544 | PA      | $238558.91    | 0.01%             | 2049-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.0% 07/20/2042#MA0219                                                                    | CUSIP: 36179MG46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44465 | PA      | $40299.06     | 0.00%             | 2042-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 11/01/2047#MA3182                                                                  | CUSIP: 31418CRC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14883 | PA      | $13452.67     | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                   | FORD MOTOR CO 7.4% 11/01/2046                                                                     | CUSIP: 345370BR0<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121998.71    | 0.00%             | 2046-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                             | EMERA US FINANCE LP 2.639% 06/15/2031                                                             | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $111937.33    | 0.00%             | 2031-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                         | AEP TRANSMISSION CO LLC 5.4% 03/15/2053                                                           | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93392.31     | 0.00%             | 2053-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP 7.964%/VAR 11/02/2034                                                  | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $57221.28     | 0.00%             | 2034-11-02      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MICROSOFT CORP 2.675% 06/01/2060                                                                  | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    200000 | PA      | $115560.33    | 0.00%             | 2060-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 3.4% 08/01/2051                                                                      | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $121131.84    | 0.00%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 07/01/2033#ZS8705                                                                  | CUSIP: 3132A9U62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11906 | PA      | $11577.25     | 0.00%             | 2033-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 7% 11/01/2053#MA5193                                                                    | CUSIP: 31418EXX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3246180 | PA      | $3393620.65   | 0.12%             | 2053-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 4.25% 04/01/2046                                                                   | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122610.20    | 0.00%             | 2046-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                | ERP OPERATING LP 1.85% 08/01/2031                                                                 | CUSIP: 26884ABN2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    240000 | PA      | $203931.00    | 0.01%             | 2031-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                              | CANADIAN IMPERIAL BK OF COMM 5.926% 10/02/2026                                                    | CUSIP: 13607LWT6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $213842.58    | 0.01%             | 2026-10-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HOLDINGS INC                                                | ASSURED GTY US HLDGS INC 3.6% 09/15/2051                                                          | CUSIP: 04621WAE0<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |     35000 | PA      | $22916.34     | 0.00%             | 2051-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 04/30/2032                                                                           | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17090000 | PA      | $16921770.31  | 0.60%             | 2032-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD NEW YORK BRANCH                                     | NATIONAL AUSTRALIA BANK LTD NEW YORK BRH 4.9% 06/13/2028                                          | CUSIP: 63253QAE4<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305819.50    | 0.01%             | 2028-06-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                            | SHELL FINANCE US INC 3.25% 04/06/2050                                                             | CUSIP: 822905AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $158930.05    | 0.01%             | 2050-04-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 03/20/2051#MA7256                                                                      | CUSIP: 36179WBZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1050459 | PA      | $917933.30    | 0.03%             | 2051-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 6.05% 06/01/2054                                                                  | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94308.34     | 0.00%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                | MERCK and CO INC 3.6% 09/15/2042                                                                  | CUSIP: 589331AS6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    130000 | PA      | $100441.04    | 0.00%             | 2042-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 02/20/2051#MA7192                                                                      | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2254198 | PA      | $1811867.29   | 0.06%             | 2051-02-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA S.A                                             | BANCO BILBAO VIZ ARGENTARIA SA 1.125% 09/18/2025                                                  | CUSIP: 05946KAJ0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $197909.36    | 0.01%             | 2025-09-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP 4.164%/VAR 08/04/2033                                                           | CUSIP: 857477BV4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104110.57    | 0.00%             | 2033-08-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 04/20/2049#MA5878                                                                      | CUSIP: 36179UQ70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8877 | PA      | $8751.31      | 0.00%             | 2049-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                    | ING GROEP NV 4.252%/VAR 03/28/2033                                                                | CUSIP: 456837BC6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $189712.00    | 0.01%             | 2033-03-28      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                      | KENVUE INC 5.05% 03/22/2028                                                                       | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143535.67    | 0.01%             | 2028-03-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                            | SHELL FINANCE US INC 4.125% 05/11/2035                                                            | CUSIP: 822905AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $157890.16    | 0.01%             | 2035-05-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                           | FLORIDA PWR and LT CO 5.625% 04/01/2034                                                           | CUSIP: 341081EQ6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145748.81    | 0.01%             | 2034-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 01/01/2050#SD8038                                                                  | CUSIP: 3132DV4X0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    209133 | PA      | $187590.48    | 0.01%             | 2050-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 08/01/2035#CA6563                                                                  | CUSIP: 3140QEJH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183866 | PA      | $171196.19    | 0.01%             | 2035-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 2.651%/VAR 03/11/2032                                                 | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    340000 | PA      | $300968.27    | 0.01%             | 2032-03-11      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DIRECT LENDING FUND                                              | MORGAN STANLEY DIRECT LENDING FUND 6.15% 05/17/2029                                               | CUSIP: 61774AAF0<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91626.86     | 0.00%             | 2029-05-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                               | ARES CAPITAL CORP 3.2% 11/15/2031                                                                 | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129110.28    | 0.00%             | 2031-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP 2.82% 09/01/2051                                                                         | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    210000 | PA      | $125294.48    | 0.00%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.375% 11/15/2048                                                     | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     68000 | PA      | $52585.78     | 0.00%             | 2048-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B19 MTG TR                                                       | BENCHMARK 2020-B19 A5 1.85% 09/15/2053                                                            | CUSIP: 08162WBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $299151.13    | 0.01%             | 2053-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 3.5% 06/15/2025                                                       | CUSIP: 694308HM2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    506000 | PA      | $505603.27    | 0.02%             | 2025-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 06/01/2033#CA1961                                                                    | CUSIP: 3140Q9FB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13157 | PA      | $12689.08     | 0.00%             | 2033-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                    | NEXTERA ENERGY CAP HLDGS INC 5.749% 09/01/2025                                                    | CUSIP: 65339KBS8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    310000 | PA      | $310803.82    | 0.01%             | 2025-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP 4.3% 03/01/2048                                                                          | CUSIP: 126408HK2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    210000 | PA      | $169725.62    | 0.01%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 09/01/2053#MA5136                                                                  | CUSIP: 31418EV64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    379989 | PA      | $358921.29    | 0.01%             | 2053-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 4.45% 04/15/2070                                                            | CUSIP: 455780CU8<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    150000 | PA      | $116371.50    | 0.00%             | 2070-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 0.95% 08/15/2025                                                                     | CUSIP: 65473PAK1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    700000 | PA      | $694571.50    | 0.02%             | 2025-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL OHARE INTL ARPT REV                                                  | CHICAGO ILL O HARE INTL ARPT BUILD AMERICA BONDS                                                  | CUSIP: 167593AN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $325688.76    | 0.01%             | 2040-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 3.375% 09/15/2025                                                                   | CUSIP: 548661DH7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209279.11    | 0.01%             | 2025-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH CAROLINA INC                                              | DOMINION ENERGY SOUTH CAROLINA INC 5.1% 06/01/2065                                                | CUSIP: 837004CJ7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51421.52     | 0.00%             | 2065-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 8% 04/29/2027                                                               | CUSIP: 059438AK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1128595.92   | 0.04%             | 2027-04-29      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| EXPORT IMPORT BANK KOREA                                                        | EXPORT IMPORT BANK KOREA 5.25% 01/14/2035                                                         | CUSIP: 302154EL9<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $205019.68    | 0.01%             | 2035-01-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2052#CB4276                                                                    | CUSIP: 3140QPXE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1571069 | PA      | $1443270.31   | 0.05%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 02/01/2049#G08864                                                                    | CUSIP: 3128MJ6A3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52017 | PA      | $51406.44     | 0.00%             | 2049-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                        | WILLIS NORTH AMERICA INC 4.5% 09/15/2028                                                          | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    504000 | PA      | $502379.11    | 0.02%             | 2028-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 08/01/2053#MA5105                                                                  | CUSIP: 31418EU73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1324743 | PA      | $1251294.21   | 0.04%             | 2053-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                          | PUGET SOUND ENERGY INC 4.3% 05/20/2045                                                            | CUSIP: 745332CG9<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    180000 | PA      | $145450.70    | 0.01%             | 2045-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2047#AL9603                                                                  | CUSIP: 3138ERU57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12566 | PA      | $11393.58     | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CONSOLIDATED EDISON CO OF NY 6.2% 06/15/2036                                                      | CUSIP: 209111EM1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    300000 | PA      | $317462.91    | 0.01%             | 2036-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 01/20/2051#MA7136                                                                    | CUSIP: 36179V4V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    807677 | PA      | $677709.93    | 0.02%             | 2051-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                               | TRAVELERS COS INC 3.05% 06/08/2051                                                                | CUSIP: 89417EAR0<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    100000 | PA      | $63955.76     | 0.00%             | 2051-06-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                           | REPUBLIC SERVICES INC 5% 12/15/2033                                                               | CUSIP: 760759BH2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140593.00    | 0.00%             | 2033-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA LUXEMBOURG                                                     | ARCELORMITTAL SA LUXEMBOURG 6.35% 06/17/2054                                                      | CUSIP: 03938LBH6<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $97938.23     | 0.00%             | 2054-06-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.375% 12/15/2026                                                                       | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10500000 | PA      | $10556601.51  | 0.37%             | 2026-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 4.272% 01/15/2036                                                      | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    106000 | PA      | $96512.12     | 0.00%             | 2036-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                | ISRAEL STATE OF 5.75% 03/12/2054                                                                  | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $177344.00    | 0.01%             | 2054-03-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                              | ATHENE HOLDING LTD 6.25% 04/01/2054                                                               | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95548.10     | 0.00%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1                                    | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1 4.66% 02/21/2028                                     | CUSIP: 36271VAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    180000 | PA      | $180663.98    | 0.01%             | 2028-02-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXPORT IMPORT BANK KOREA                                                        | EXPORT IMPORT BANK KOREA 4.25% 09/15/2027                                                         | CUSIP: 302154DR7<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | CORP              | KR        |    430000 | PA      | $428780.40    | 0.02%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                                  | WALT DISNEY CO 3.6% 01/13/2051                                                                    | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    300000 | PA      | $215426.54    | 0.01%             | 2051-01-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP 5.405%/VAR 08/10/2033                                                        | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $99803.19     | 0.00%             | 2033-08-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                             | ABBOTT LABORATORIES 4.75% 11/30/2036                                                              | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    170000 | PA      | $166345.33    | 0.01%             | 2036-11-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 08/01/2053#QG9525                                                                  | CUSIP: 3133CASN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    506766 | PA      | $502954.71    | 0.02%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES INC                                                       | TELEDYNE TECHNOLOGIES INC 2.25% 04/01/2028                                                        | CUSIP: 879360AD7<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94347.57     | 0.00%             | 2028-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                  | SALESFORCE INC 1.5% 07/15/2028                                                                    | CUSIP: 79466LAH7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    140000 | PA      | $129284.52    | 0.00%             | 2028-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.625% 03/31/2030                                                                       | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    410000 | PA      | $403801.95    | 0.01%             | 2030-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 4.54%/VAR 08/15/2026                                                       | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499797.58    | 0.02%             | 2026-08-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                        | AGREE LP 4.8% 10/01/2032                                                                          | CUSIP: 008513AD5<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    170000 | PA      | $165036.43    | 0.01%             | 2032-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 12/01/2052#SD8278                                                                    | CUSIP: 3132DWFT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    506064 | PA      | $514097.06    | 0.02%             | 2052-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 08/01/2037#FS4794                                                                    | CUSIP: 3140XLKG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    899361 | PA      | $812436.75    | 0.03%             | 2037-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 12/01/2032#BJ2986                                                                  | CUSIP: 3140H4J88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24899 | PA      | $23724.22     | 0.00%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JOHNSON and JOHNSON                                                             | JOHNSON and JOHNSON 2.45% 09/01/2060                                                              | CUSIP: 478160CT9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    310000 | PA      | $165789.30    | 0.01%             | 2060-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTL INC 5.375% 02/15/2033                                                          | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    480000 | PA      | $489448.77    | 0.02%             | 2033-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 5.05% 04/15/2053                                                           | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    360000 | PA      | $309420.31    | 0.01%             | 2053-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                              | VOYA FINANCIAL INC 4.7%/VAR 01/23/2048                                                            | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56786.74     | 0.00%             | 2048-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                  | FAIRFAX FINANCIAL HLDGS LTD 6.1% 03/15/2055                                                       | CUSIP: 303901BU5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $47458.28     | 0.00%             | 2055-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 5.25% 03/01/2052                                                      | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    230000 | PA      | $187255.42    | 0.01%             | 2052-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAY AREA TOLL AU CA BRIDGE REV                                                  | BAY AREA TA CA 6.263% 4/1/49                                                                      | CUSIP: 072024ND0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    325000 | PA      | $334182.16    | 0.01%             | 2049-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | AIR LEASE CORP 2.2% 01/15/2027                                                                    | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    140000 | PA      | $134872.04    | 0.00%             | 2027-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 08/20/2046#MA3874                                                                    | CUSIP: 36179SJT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30325 | PA      | $27462.31     | 0.00%             | 2046-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL                           | JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 6.75% 03/15/2034                            | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    110000 | PA      | $118183.34    | 0.00%             | 2034-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELEC PWR CO                                                           | WISCONSIN ELEC PWR CO 5.05% 10/01/2054                                                            | CUSIP: 976656CT3<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    110000 | PA      | $96282.54     | 0.00%             | 2054-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAP CORP                                                         | AMER WATER CAP CORP 3.75% 09/01/2047                                                              | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    413000 | PA      | $305276.05    | 0.01%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 1.5% 10/01/2051#SD8171                                                                  | CUSIP: 3132DWCG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    577799 | PA      | $427010.05    | 0.02%             | 2051-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK 2023-BNK45                                                                 | BANK 2023-BNK45 5.203% 02/15/2056                                                                 | CUSIP: 06541BBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1440000 | PA      | $1439458.85   | 0.05%             | 2056-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTL INC 5.125% 02/15/2030                                                          | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    520000 | PA      | $531183.97    | 0.02%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 2.9% 05/15/2050                                                            | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1197000 | PA      | $719614.70    | 0.03%             | 2050-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                        | MICROCHIP TECHNOLOGY INC 5.05% 03/15/2029                                                         | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161010.54    | 0.01%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 11/01/2049#MA3851                                                                  | CUSIP: 31418DH54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124457 | PA      | $119005.24    | 0.00%             | 2049-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                                                        | WASTE MANAGEMENT INC DEL 1.5% 03/15/2031                                                          | CUSIP: 94106LBP3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    140000 | PA      | $118310.72    | 0.00%             | 2031-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 03/20/2051#MA7259                                                                    | CUSIP: 36179WB49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44696 | PA      | $42959.46     | 0.00%             | 2051-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 5.449%/VAR 06/11/2035                                                               | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300602.38    | 0.01%             | 2035-06-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                | AMERICAN INTERNATIONAL GRP INC 4.375% 06/30/2050                                                  | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    350000 | PA      | $282872.36    | 0.01%             | 2050-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 5.625% 07/15/2054                                                          | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140195.99    | 0.00%             | 2054-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2048#MA3564                                                                  | CUSIP: 31418C6A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96262 | PA      | $92105.37     | 0.00%             | 2049-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 04/01/2054#                                                                        | CUSIP: 31418E4L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    754317 | PA      | $712023.26    | 0.03%             | 2054-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                    | THERMO FISHER SCIENTIFIC INC 2.8% 10/15/2041                                                      | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    410000 | PA      | $286117.07    | 0.01%             | 2041-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 06/01/2055 #TBA                                                                      | CUSIP: 21H052660<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4675000 | PA      | $4642936.98   | 0.16%             | 2055-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                              | EXPAND ENERGY CORP 5.375% 03/15/2030                                                              | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238696.03    | 0.01%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TEXAS STATE                                                                     | TEXAS ST BUILD AMERICA BONDS-SER A                                                                | CUSIP: 882722VN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $282834.39    | 0.01%             | 2040-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                                                | RELX CAPITAL INC 4% 03/18/2029                                                                    | CUSIP: 74949LAC6<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    240000 | PA      | $236803.99    | 0.01%             | 2029-03-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 5.829%/VAR 05/09/2027                                                                | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $403650.62    | 0.01%             | 2027-05-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                | AMERICAN INTERNATIONAL GRP INC 4.75% 04/01/2048                                                   | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34440.33     | 0.00%             | 2048-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                             | KIMCO REALTY OP LLC 2.8% 10/01/2026                                                               | CUSIP: 49446RAP4<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    216000 | PA      | $210942.46    | 0.01%             | 2026-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 03/01/2037#MA4568                                                                  | CUSIP: 31418ECE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1045202 | PA      | $965340.44    | 0.03%             | 2037-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                      | ZOETIS INC 3% 09/12/2027                                                                          | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48613.38     | 0.00%             | 2027-09-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                     | EQUINIX INC 2.5% 05/15/2031                                                                       | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    210000 | PA      | $184445.18    | 0.01%             | 2031-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS and CHEMICALS INC                                                  | AIR PRODUCTS and CHEMICALS INC 2.7% 05/15/2040                                                    | CUSIP: 009158AZ9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    320000 | PA      | $228155.25    | 0.01%             | 2040-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6.5% 07/20/2054#MA9781                                                                    | CUSIP: 36179Y2N3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1062910 | PA      | $1085687.56   | 0.04%             | 2054-07-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 4.125% 06/15/2039                                                         | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86759.97     | 0.00%             | 2039-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 10/01/2052#MA4785                                                                    | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    531776 | PA      | $515871.99    | 0.02%             | 2052-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 12/01/2047#BJ2479                                                                  | CUSIP: 3140H3XH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58478 | PA      | $52782.77     | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 09/01/2034#QN0507                                                                  | CUSIP: 3133G6R49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3969 | PA      | $3720.13      | 0.00%             | 2034-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC DEL                                                      | BERKSHIRE HATHAWAY INC DEL 4.5% 02/11/2043                                                        | CUSIP: 084670BK3<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    110000 | PA      | $99981.99     | 0.00%             | 2043-02-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 04/01/2052#FS5636                                                                    | CUSIP: 3140XMHN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4841930 | PA      | $3781224.70   | 0.13%             | 2052-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                       | KELLANOVA 2.1% 06/01/2030                                                                         | CUSIP: 487836BX5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    160000 | PA      | $142265.53    | 0.01%             | 2030-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                           | PFIZER INVESTMENT ENTERPRISES PTE LTD 5.11% 05/19/2043                                            | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $186440.16    | 0.01%             | 2043-05-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                               | NATIONAL GRID PLC 5.418% 01/11/2034                                                               | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |     60000 | PA      | $60467.22     | 0.00%             | 2034-01-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                               | ATMOS ENERGY CORP 3.375% 09/15/2049                                                               | CUSIP: 049560AS4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    200000 | PA      | $135927.34    | 0.00%             | 2049-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PROGRESS ENERGY INC                                                             | PROGRESS ENERGY INC 7.75% 03/01/2031                                                              | CUSIP: 743263AE5<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    240000 | PA      | $273670.34    | 0.01%             | 2031-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                 | SANTANDER UK GROUP HOLDINGS PLC 1.532%/VAR 08/21/2026                                             | CUSIP: 80281LAM7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $248136.59    | 0.01%             | 2026-08-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP 6.45% 09/15/2036                                                        | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78616.94     | 0.00%             | 2036-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE                                  | BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE 2.15% 02/15/2032                                   | CUSIP: 0778FPAG4<br>LEI: 549300O5ZKB2MUUSKB97 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $190934.17    | 0.01%             | 2032-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                     | CHENIERE ENERGY PARTNERS LP 4% 03/01/2031                                                         | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    280000 | PA      | $262358.28    | 0.01%             | 2031-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 02/01/2050#                                                                        | CUSIP: 3132DV5C5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48447 | PA      | $40006.11     | 0.00%             | 2050-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 4.75% 07/15/2045                                                           | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    182000 | PA      | $155289.62    | 0.01%             | 2045-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES INC                                                       | KEYSIGHT TECHNOLOGIES 4.95% 10/15/2034                                                            | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117001.75    | 0.00%             | 2034-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4% 04/01/2026#890329                                                                    | CUSIP: 31410LEA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8744 | PA      | $8699.31      | 0.00%             | 2026-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC.                                                          | TEXAS INSTRUMENTS INC 4.5% 05/23/2030                                                             | CUSIP: 882508CK8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    360000 | PA      | $361085.40    | 0.01%             | 2030-05-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FIN CORP                                                              | BUNGE LTD FIN CORP 2.75% 05/14/2031                                                               | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    110000 | PA      | $98527.97     | 0.00%             | 2031-05-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 2.125% 09/06/2029                                                                    | CUSIP: 191216CM0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    140000 | PA      | $129191.12    | 0.00%             | 2029-09-06      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2020-1 CLASS B PASS THROUGH TRUST                               | UNITED AIRLINES 2020-1 CLASS B PASS THROUGH TRUST 4.875% 07/15/2027                               | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65146 | PA      | $64827.60     | 0.00%             | 2027-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 4.65% 02/23/2046                                                                        | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    201000 | PA      | $180448.09    | 0.01%             | 2046-02-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 09/01/2049#SD8011                                                                  | CUSIP: 3132DV3U7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     54182 | PA      | $48651.55     | 0.00%             | 2049-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2023-A                                           | HYUNDAI AUTO RECEIVABLES TRUST 2023-A 4.58% 04/15/2027                                            | CUSIP: 448979AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    281900 | PA      | $281861.16    | 0.01%             | 2027-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | CONSTELLATION BRANDS INC 4.9% 05/01/2033                                                          | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78310.76     | 0.00%             | 2033-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                                 | FOX CORP 3.5% 04/08/2030                                                                          | CUSIP: 35137LAL9<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    290000 | PA      | $274675.23    | 0.01%             | 2030-04-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 3.9% 05/01/2049                                                                         | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    130000 | PA      | $91113.26     | 0.00%             | 2049-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                      | NUCOR CORP 2.979% 12/15/2055                                                                      | CUSIP: 670346AU9<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    110000 | PA      | $64608.67     | 0.00%             | 2055-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3% 02/15/2049                                                         | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    264000 | PA      | $190121.25    | 0.01%             | 2049-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                             | QUEBEC PROVINCE CDA 2.75% 04/12/2027                                                              | CUSIP: 748149AN1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    320000 | PA      | $312112.00    | 0.01%             | 2027-04-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                             | PRUDENTIAL FINL INC 4.6% 05/15/2044                                                               | CUSIP: 74432QCA1<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    110000 | PA      | $94110.09     | 0.00%             | 2044-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN UNIV                                                               | NORTHWESTERN UNIV 3.868% 12/01/2048                                                               | CUSIP: 668444AN2<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    120000 | PA      | $91584.86     | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATIONAL OILWELL VARCO INC                                                      | NATIONAL OILWELL VARCO INC 3.6% 12/01/2029                                                        | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    280000 | PA      | $266207.50    | 0.01%             | 2029-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                               | BERKSHIRE HATHAWAY ENERGY COMPANY 3.25% 04/15/2028                                                | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    450000 | PA      | $438187.96    | 0.02%             | 2028-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITC HLDGS CORP                                                                  | ITC HLDGS CORP 5.3% 07/01/2043                                                                    | CUSIP: 465685AH8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31383.71     | 0.00%             | 2043-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                  | TARGA RES CORP 6.5% 02/15/2053                                                                    | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    190000 | PA      | $187289.05    | 0.01%             | 2053-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 11/01/2036#MA4470                                                                    | CUSIP: 31418D6G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2747456 | PA      | $2482771.18   | 0.09%             | 2036-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | STARBUCKS CORP 2.25% 03/12/2030                                                                   | CUSIP: 855244AW9<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    190000 | PA      | $170185.17    | 0.01%             | 2030-03-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                               | ATMOS ENERGY CORP 5.5% 06/15/2041                                                                 | CUSIP: 049560AK1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98340.06     | 0.00%             | 2041-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DALLAS FORT WORTH TX INTL ARPT                                                  | DFW ARPT 3.144% 11/1/2045                                                                         | CUSIP: 2350364X5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $14566.83     | 0.00%             | 2045-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| S and P GLOBAL INC                                                              | S and P GLOBAL INC 2.45% 03/01/2027                                                               | CUSIP: 78409VBH6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290998.30    | 0.01%             | 2027-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                | ISRAEL STATE OF 4.5% 01/30/2043                                                                   | CUSIP: 4651387N9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $163643.80    | 0.01%             | 2043-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY COMPANY                                                             | PECO ENERGY COMPANY 3.7% 09/15/2047                                                               | CUSIP: 693304AV9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    220000 | PA      | $160706.37    | 0.01%             | 2047-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                           | INTERNATIONAL BK RECON and DEVEL 0.75% 08/26/2030                                                 | CUSIP: 459058JG9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |   1433000 | PA      | $1211787.79   | 0.04%             | 2030-08-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 6.625% 09/01/2053                                                                       | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131119.90    | 0.00%             | 2053-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                | GEORGIA POWER CO 5.2% 03/15/2035                                                                  | CUSIP: 373334LB5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    440000 | PA      | $437873.72    | 0.02%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                  | BLACKSTONE PRIVATE CREDIT FUND 6.25% 01/25/2031                                                   | CUSIP: 09261HBG1<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50983.31     | 0.00%             | 2031-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 05/51#MA7368                                                                           | CUSIP: 36179WFH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1743854 | PA      | $1522214.26   | 0.05%             | 2051-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST WTR RES AUTH                                                   | MA WTR 2.823% 8/1/2041                                                                            | CUSIP: 576051ZT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $233505.15    | 0.01%             | 2041-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.25% 03/31/2028                                                                        | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4619000 | PA      | $4297293.86   | 0.15%             | 2028-03-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                  | VIRGINIA ELECTRIC AND POWER CO 8.875% 11/15/2038                                                  | CUSIP: 927804FG4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    160000 | PA      | $207081.95    | 0.01%             | 2038-11-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORP NEW                                                           | DEVON ENERGY CORP NEW 5.6% 07/15/2041                                                             | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89704.31     | 0.00%             | 2041-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP 5.25% 06/15/2053                                                                      | CUSIP: 74340XCF6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91467.95     | 0.00%             | 2053-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4.5% 10/20/2054#MA9963                                                                    | CUSIP: 36180AB85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    888568 | PA      | $839601.23    | 0.03%             | 2054-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                           | CAMDEN PROPERTY TRUST 2.8% 05/15/2030                                                             | CUSIP: 133131AZ5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    170000 | PA      | $155762.34    | 0.01%             | 2030-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                                                    | LINDE INC/CT 2% 08/10/2050                                                                        | CUSIP: 74005PBS2<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $50681.87     | 0.00%             | 2050-08-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 4.5% 04/22/2029                                                      | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    250000 | PA      | $244500.00    | 0.01%             | 2029-04-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 02/20/2046#MA3453                                                                      | CUSIP: 36179RZS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    246327 | PA      | $218021.66    | 0.01%             | 2046-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                     | CUMMINS INC 5.15% 02/20/2034                                                                      | CUSIP: 231021AW6<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120952.65    | 0.00%             | 2034-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP 2.125% 10/15/2050                                                                     | CUSIP: 74340XBQ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    100000 | PA      | $51811.56     | 0.00%             | 2050-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 07/01/2052#SD8227                                                                    | CUSIP: 3132DWD83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23952 | PA      | $22003.73     | 0.00%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC/THE                                                | HARTFORD INSURANCE GROUP INC/THE 4.4% 03/15/2048                                                  | CUSIP: 416515BD5<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    210000 | PA      | $172262.48    | 0.01%             | 2048-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS and CHEMICALS INC                                                  | AIR PRODUCTS and CHEMICALS INC 4.8% 03/03/2033                                                    | CUSIP: 009158BF2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119618.53    | 0.00%             | 2033-03-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                        | BHP BILLITON FIN USA LTD 5.3% 02/21/2035                                                          | CUSIP: 055451BL1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     50000 | PA      | $50044.36     | 0.00%             | 2035-02-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                              | ANHEUSER BUSCH INBEV WORLD INC 4.35% 06/01/2040                                                   | CUSIP: 035240AS9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    180000 | PA      | $158850.16    | 0.01%             | 2040-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 09/01/2054#SD6319                                                                  | CUSIP: 3132DUAU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    490602 | PA      | $486146.50    | 0.02%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 5.3% 01/19/2034                                | CUSIP: 00774MBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    200000 | PA      | $197569.48    | 0.01%             | 2034-01-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | METLIFE INC 5.375% 07/15/2033                                                                     | CUSIP: 59156RCE6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    210000 | PA      | $216194.06    | 0.01%             | 2033-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTL INC 4.875% 11/15/2043                                                          | CUSIP: 718172BD0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    224000 | PA      | $200179.71    | 0.01%             | 2043-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                     | TARGET CORP 4.8% 01/15/2053                                                                       | CUSIP: 87612EBR6<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173841.05    | 0.01%             | 2053-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                           | HALEON US CAPITAL LLC 3.625% 03/24/2032                                                           | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231639.09    | 0.01%             | 2032-03-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REGENCY CTRS LP                                                                 | REGENCY CTRS LP 5.25% 01/15/2034                                                                  | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130130.61    | 0.00%             | 2034-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 5.7% 03/08/2033                                                                      | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $203983.20    | 0.01%             | 2033-03-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 08/20/2046#MA3936                                                                      | CUSIP: 36179SLR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    235287 | PA      | $208102.98    | 0.01%             | 2046-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                   | ALLSTATE CORP TSFR3M+319.961 08/15/2053                                                           | CUSIP: 020002BB6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158690.61    | 0.01%             | 2053-08-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | KROGER CO 5.65% 09/15/2064                                                                        | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    130000 | PA      | $120028.28    | 0.00%             | 2064-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                      | COPT DEFENSE PROPERTIES LP 2.75% 04/15/2031                                                       | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173587.57    | 0.01%             | 2031-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                      | NASDAQ INC 2.5% 12/21/2040                                                                        | CUSIP: 63111XAE1<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67311.37     | 0.00%             | 2040-12-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                                    | GALLAGHER (ARTHUR J.) and CO 5.15% 02/15/2035                                                     | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118102.59    | 0.00%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINL INC                                                             | AMERIPRISE FINL INC 5.15% 05/15/2033                                                              | CUSIP: 03076CAM8<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70606.21     | 0.00%             | 2033-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.25% 11/15/2027                                                                        | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    255000 | PA      | $245327.93    | 0.01%             | 2027-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | ALLY FINL INC 4.75% 06/09/2027                                                                    | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    550000 | PA      | $550642.06    | 0.02%             | 2027-06-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                     | TARGET CORP 1.95% 01/15/2027                                                                      | CUSIP: 87612EBM7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    280000 | PA      | $270522.42    | 0.01%             | 2027-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | KROGER CO 5.4% 01/15/2049                                                                         | CUSIP: 501044DM0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63554.91     | 0.00%             | 2049-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 12/20/2054#MB0091                                                                      | CUSIP: 3618N5C56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1166812 | PA      | $1132647.80   | 0.04%             | 2054-12-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 02/01/2043#Q15942                                                                    | CUSIP: 3132J7BL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55534 | PA      | $52558.90     | 0.00%             | 2043-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 11/20/2053#MA9301                                                                    | CUSIP: 36179YKN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    455584 | PA      | $408311.54    | 0.01%             | 2053-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PAYPAL HLDGS INC                                                                | PAYPAL HLDGS INC 5.1% 04/01/2035                                                                  | CUSIP: 70450YAT0<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197166.75    | 0.01%             | 2035-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC                                               | HUNTINGTON INGALLS INDUSTRIES INC 3.483% 12/01/2027                                               | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    170000 | PA      | $165399.00    | 0.01%             | 2027-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 05/01/2049#BN6064                                                                    | CUSIP: 3140JNW22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46494 | PA      | $45802.22     | 0.00%             | 2049-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 2.1% 05/12/2031                                                                    | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    360000 | PA      | $317171.61    | 0.01%             | 2031-05-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                            | FREEPORT-MCMORAN INC 4.375% 08/01/2028                                                            | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108915.36    | 0.00%             | 2028-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 3.375% 02/14/2042                                                              | CUSIP: 907818FY9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $113103.12    | 0.00%             | 2042-02-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 10/01/2053#CB7299                                                                  | CUSIP: 3140QTDD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1847330 | PA      | $1848446.97   | 0.07%             | 2053-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MEAD JOHNSON NUTRITION CO                                                       | MEAD JOHNSON NUTRITION CO 5.9% 11/01/2039                                                         | CUSIP: 582839AF3<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103166.93    | 0.00%             | 2039-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                        | EQT CORP 5.75% 02/01/2034                                                                         | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110734.06    | 0.00%             | 2034-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 10/31/2029                                                                           | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10290000 | PA      | $10313715.26  | 0.36%             | 2029-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2049#FM3664                                                                    | CUSIP: 3140X7CA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    626199 | PA      | $583038.89    | 0.02%             | 2049-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 3% 02/15/2041                                                                    | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    210000 | PA      | $150218.71    | 0.01%             | 2041-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SHERWIN WILLIAMS CO                                                             | SHERWIN WILLIAMS CO 4.8% 09/01/2031                                                               | CUSIP: 824348BT2<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169925.14    | 0.01%             | 2031-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                                   | BLACKROCK INC 3.2% 03/15/2027                                                                     | CUSIP: 09247XAN1<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    220000 | PA      | $216540.96    | 0.01%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 3.974%/VAR 02/07/2030                                                 | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    825000 | PA      | $804594.12    | 0.03%             | 2030-02-07      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.625% 09/30/2026                                                                       | CUSIP: 912828YG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1345000 | PA      | $1303231.44   | 0.05%             | 2026-09-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 1.5% 11/01/2051#BU0209                                                                  | CUSIP: 3140M1GT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    129032 | PA      | $95358.40     | 0.00%             | 2051-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERVICE CO                                                  | SOUTHWESTERN PUBLIC SERVICE CO 4.5% 08/15/2041                                                    | CUSIP: 845743BN2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    160000 | PA      | $134969.89    | 0.00%             | 2041-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 05/20/2054#MA9664                                                                    | CUSIP: 36179YWZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    464785 | PA      | $415177.58    | 0.01%             | 2054-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 08/01/2050#BQ3331                                                                    | CUSIP: 3140KNVZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    577792 | PA      | $453383.72    | 0.02%             | 2050-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 04/01/2051#MA4305                                                                    | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9197858 | PA      | $7194410.66   | 0.25%             | 2051-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 4.875% 02/10/2028                                                                      | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008130.05   | 0.04%             | 2028-02-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 04/01/2055#CC0354                                                                  | CUSIP: 3140Y6MC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    740946 | PA      | $760701.50    | 0.03%             | 2055-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 09/01/2052#BW7207                                                                  | CUSIP: 3140N0AH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    325820 | PA      | $308468.41    | 0.01%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                                                    | VONTIER CORP 2.4% 04/01/2028                                                                      | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65622.20     | 0.00%             | 2028-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                              | HONDA MOTOR CO LTD 2.967% 03/10/2032                                                              | CUSIP: 438127AC6<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    130000 | PA      | $114860.33    | 0.00%             | 2032-03-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                            | SHELL FINANCE US INC 4% 05/10/2046                                                                | CUSIP: 822905AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $77853.60     | 0.00%             | 2046-05-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP 1.65% 01/10/2031                                                         | CUSIP: 89236THX6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    180000 | PA      | $153408.85    | 0.01%             | 2031-01-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                                  | GE HEALTHCARE TECHNOLOGIES INC 5.65% 11/15/2027                                                   | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123189.30    | 0.00%             | 2027-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 4.85% 08/15/2042                                                        | CUSIP: 29379VAW3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    170000 | PA      | $150709.13    | 0.01%             | 2042-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 05/01/2052#                                                                        | CUSIP: 3133BBZT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1209500 | PA      | $1074705.77   | 0.04%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 5.836% 07/09/2044                                                    | CUSIP: 86562MDQ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    170000 | PA      | $169440.12    | 0.01%             | 2044-07-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 09/20/2048#MA5466                                                                      | CUSIP: 36179UCB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     52236 | PA      | $48554.09     | 0.00%             | 2048-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 02/29/2032                                                                       | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10110000 | PA      | $10092623.44  | 0.36%             | 2032-02-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                           | ENTERGY LA LLC 5.7% 03/15/2054                                                                    | CUSIP: 29364WBN7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    350000 | PA      | $333920.59    | 0.01%             | 2054-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                 | NXP B V/NXP FDG LLC/NXP USA INC 3.25% 11/30/2051                                                  | CUSIP: 62954HAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    120000 | PA      | $74220.23     | 0.00%             | 2051-11-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MBART 2025-1                                                                    | MERCEDES-BENZ AUTO RECEIVABLES TR 2025-1 4.78% 12/17/2029                                         | CUSIP: 58773DAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $151331.33    | 0.01%             | 2029-12-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 5.35%/VAR 06/01/2034                                                        | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1719423.35   | 0.06%             | 2034-06-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 06/01/2035#MA4053                                                                  | CUSIP: 31418DQF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    308899 | PA      | $287613.53    | 0.01%             | 2035-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 05/01/2045#AZ1431                                                                  | CUSIP: 3138YSSV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92886 | PA      | $84785.46     | 0.00%             | 2045-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOTAL CAPITAL INTL SA                                                           | TOTAL CAP INTL 3.461% 07/12/2049                                                                  | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    140000 | PA      | $95759.90     | 0.00%             | 2049-07-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.375% 05/15/2051                                                     | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1245000 | PA      | $770295.12    | 0.03%             | 2051-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                      | BP CAP MARKETS AMERICA INC 2.939% 06/04/2051                                                      | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    220000 | PA      | $133959.59    | 0.00%             | 2051-06-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 08/01/2037#QO0734                                                                  | CUSIP: 3133WJY78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    113415 | PA      | $109074.23    | 0.00%             | 2037-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 3.6% 07/01/2030                                                                    | CUSIP: 58013MFQ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $969302.21    | 0.03%             | 2030-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 11/01/2053#QH4665                                                                    | CUSIP: 3133CHFE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    748196 | PA      | $757033.23    | 0.03%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                          | CONOCOPHILLIPS CO 4.7% 01/15/2030                                                                 | CUSIP: 20826FBJ4<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    240000 | PA      | $241097.05    | 0.01%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                              | ANHEUSER BUSCH INBEV WORLD INC 4.6% 04/15/2048                                                    | CUSIP: 035240AN0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    487000 | PA      | $422337.91    | 0.01%             | 2048-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 01/20/2050#MA6409                                                                      | CUSIP: 36179VDN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    592899 | PA      | $519025.50    | 0.02%             | 2050-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 6.204%/VAR 11/10/2028                                                 | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414139.43    | 0.01%             | 2028-11-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 4.6% 12/01/2025                                                                    | CUSIP: 023135CN4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1281059.98   | 0.05%             | 2025-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                       | INVITATION HOMES OPERATING PARTNERSHIP LP 5.5% 08/15/2033                                         | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159542.22    | 0.01%             | 2033-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                            | KEURIG DR PEPPER INC 2.25% 03/15/2031                                                             | CUSIP: 49271VAN0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    270000 | PA      | $235734.75    | 0.01%             | 2031-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 2.25% 02/01/2032                                                                     | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1085990.60   | 0.04%             | 2032-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AON CORP2                                                                       | AON CORP 4.5% 12/15/2028                                                                          | CUSIP: 037389BB8<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    630000 | PA      | $631770.85    | 0.02%             | 2028-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                   | DTE ENERGY CO 5.2% 04/01/2030                                                                     | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    180000 | PA      | $183085.97    | 0.01%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE 0.75% 10/08/2027                                                                       | CUSIP: 3135G05Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    250000 | PA      | $232500.26    | 0.01%             | 2027-10-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 06/20/2054#MA9724                                                                      | CUSIP: 36179YYV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    699676 | PA      | $679735.98    | 0.02%             | 2054-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 4.2% 03/01/2048                                                        | CUSIP: 571748BD3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31852.72     | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 1.125% 05/15/2040                                                     | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2000 | PA      | $1215.00      | 0.00%             | 2040-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                             | PRUDENTIAL FINL INC 5.7% 12/14/2036                                                               | CUSIP: 74432QAQ8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123330.30    | 0.00%             | 2036-12-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                | LPL HOLDINGS INC 5.15% 06/15/2030                                                                 | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    210000 | PA      | $210510.11    | 0.01%             | 2030-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 4.45% 12/15/2048                                                           | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     68000 | PA      | $54208.58     | 0.00%             | 2048-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/01/2046#AS8483                                                                    | CUSIP: 3138WJM96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53045 | PA      | $46415.70     | 0.00%             | 2046-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 02/01/2048#G08801                                                                    | CUSIP: 3128MJ3K4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3478 | PA      | $3245.54      | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 12/01/2054#DC8341                                                                    | CUSIP: 3140AWHT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    604327 | PA      | $585729.24    | 0.02%             | 2054-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNIV CA REGTS MED CTR POOLED REV                                                | UNIV CA MED CTR 3.256% 5/15/2060                                                                  | CUSIP: 913366KC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $428827.21    | 0.02%             | 2060-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 2.3% 05/15/2031                                                            | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    270000 | PA      | $234297.06    | 0.01%             | 2031-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 10/01/2049#SD8016                                                                    | CUSIP: 3132DV3Z6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    487108 | PA      | $420750.37    | 0.01%             | 2049-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE GROUP INC                                                     | COLUMBIA PIPELINE GROUP INC 5.8% 06/01/2045                                                       | CUSIP: 198280AH2<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47536.74     | 0.00%             | 2045-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                                                   | JEFFERIES FINANCIAL GROUP INC 5.875% 07/21/2028                                                   | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    320000 | PA      | $328507.13    | 0.01%             | 2028-07-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                          | CENTERPOINT ENERGY INC 2.95% 03/01/2030                                                           | CUSIP: 15189TAX5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    120000 | PA      | $110854.50    | 0.00%             | 2030-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 02/01/2043#ZS3684                                                                  | CUSIP: 3132A4CV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42288 | PA      | $39159.16     | 0.00%             | 2043-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                 | NXP B V/NXP FDG LLC/NXP USA INC 3.4% 05/01/2030                                                   | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    100000 | PA      | $93405.77     | 0.00%             | 2030-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                      | HASBRO INC 3.9% 11/19/2029                                                                        | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    222000 | PA      | $211583.69    | 0.01%             | 2029-11-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 5.721%/VAR 06/05/2030                                                    | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $309485.97    | 0.01%             | 2030-06-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 5% 05/15/2050                                                                  | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    330000 | PA      | $266759.07    | 0.01%             | 2050-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 5.1% 02/20/2035                                                                | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120213.18    | 0.00%             | 2035-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 4.65% 01/27/2026                                                             | CUSIP: 780082AD5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $209775.83    | 0.01%             | 2026-01-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2052#MA4839                                                                    | CUSIP: 31418ELV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    357836 | PA      | $328504.27    | 0.01%             | 2052-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 3.625% 05/01/2043                                                                  | CUSIP: 58013MER1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    180000 | PA      | $135048.09    | 0.00%             | 2043-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                        | DUKE ENERGY PROGRESS LLC 5.25% 03/15/2033                                                         | CUSIP: 26442UAQ7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101612.23    | 0.00%             | 2033-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                                   | CA ST GO 7.6% 11/01/40                                                                            | CUSIP: 13063BJC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $415504.15    | 0.01%             | 2040-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP OHIO                                                           | PROGRESSIVE CORP OHIO 4.2% 03/15/2048                                                             | CUSIP: 743315AT0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80543.13     | 0.00%             | 2048-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.5% 07/15/2026                                                                         | CUSIP: 91282CHM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10340000 | PA      | $10383217.99  | 0.37%             | 2026-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 11/01/2053#MA5191                                                                    | CUSIP: 31418EXV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    898869 | PA      | $909485.55    | 0.03%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP 3.95% 06/15/2025                                                                      | CUSIP: 30161NAN1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    163000 | PA      | $162934.18    | 0.01%             | 2025-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 3.125% 05/15/2050                                                             | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $63235.15     | 0.00%             | 2050-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.25% 08/15/2027                                                                        | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1371000 | PA      | $1323818.32   | 0.05%             | 2027-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 6.1% 10/15/2052                                                               | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    440000 | PA      | $436598.99    | 0.02%             | 2052-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP 6.05% 10/01/2054                                                        | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130380.66    | 0.00%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 3% 10/15/2027                                                                         | CUSIP: 713448DY1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97408.31     | 0.00%             | 2027-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 1.5% 01/01/2037#QN9172                                                                  | CUSIP: 3133GGFM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36150 | PA      | $31748.76     | 0.00%             | 2037-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 5.5% 02/22/2044                                                           | CUSIP: 110122EJ3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242732.72    | 0.01%             | 2044-02-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP 2.9% 06/15/2052                                                                        | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $57308.75     | 0.00%             | 2052-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 03/20/2052#                                                                            | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    317020 | PA      | $254911.81    | 0.01%             | 2052-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 06/01/2055 #TBA                                                                      | CUSIP: 21H032662<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2125000 | PA      | $1891442.74   | 0.07%             | 2055-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 08/48#BK4769                                                                         | CUSIP: 3140HJJP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88362 | PA      | $87405.47     | 0.00%             | 2048-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | CONSTELLATION BRANDS INC 3.15% 08/01/2029                                                         | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282369.05    | 0.01%             | 2029-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER CO                                                      | SOUTHWESTERN ELEC POWER CO 3.85% 02/01/2048                                                       | CUSIP: 845437BQ4<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     70000 | PA      | $49381.45     | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 07/01/2051#FS4654                                                                    | CUSIP: 3140XLE46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2342711 | PA      | $1838286.47   | 0.06%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 10YR 2.5% 04/01/2030#FM7132                                                                  | CUSIP: 3140XA4S8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100767 | PA      | $97997.41     | 0.00%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                    | QUALCOMM INC 4.8% 05/20/2045                                                                      | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    130000 | PA      | $115803.69    | 0.00%             | 2045-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | ALLY FINL INC 8% 11/01/2031                                                                       | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111895.07    | 0.00%             | 2031-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 4.489% 09/25/2034                                                  | CUSIP: 3137HHHY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1110000 | PA      | $1088330.80   | 0.04%             | 2034-09-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 5.25% 08/17/2045                                                                     | CUSIP: 06738EAJ4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $187312.12    | 0.01%             | 2045-08-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 3.1% 05/12/2051                                                                    | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    200000 | PA      | $132466.35    | 0.00%             | 2051-05-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELEC and GAS CO                                                  | PUBLIC SERVICE ELEC and GAS CO 5.3% 08/01/2054                                                    | CUSIP: 74456QCT1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    130000 | PA      | $120882.37    | 0.00%             | 2054-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                    | KREDITANSTALT FUR WIEDER(UNGTD 3% 05/20/2027                                                      | CUSIP: 500769JT2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   2200000 | PA      | $2159663.79   | 0.08%             | 2027-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2052#BV9190                                                                    | CUSIP: 3140MPF89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23419 | PA      | $19950.77     | 0.00%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 09/20/2050#MA6865                                                                    | CUSIP: 36179VTW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1355202 | PA      | $1137130.07   | 0.04%             | 2050-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                    | NEXTERA ENERGY CAP HLDGS INC 4.9% 02/28/2028                                                      | CUSIP: 65339KCM0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    900000 | PA      | $909108.18    | 0.03%             | 2028-02-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                   | BANNER HEALTH 2.907% 01/01/2042                                                                   | CUSIP: 06654DAG2<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    400000 | PA      | $273934.32    | 0.01%             | 2042-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 01/01/2041#AH4763                                                                    | CUSIP: 3138A6JH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5315 | PA      | $5058.56      | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                           | PFIZER INVESTMENT ENTERPRISES PTE LTD 4.65% 05/19/2030                                            | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    300000 | PA      | $301926.28    | 0.01%             | 2030-05-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                                       | MYLAN INC 5.4% 11/29/2043                                                                         | CUSIP: 628530BC0<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    170000 | PA      | $135253.39    | 0.00%             | 2043-11-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP 3.8% 03/01/2028                                                                          | CUSIP: 126408HJ5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49311.98     | 0.00%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                   | AEP TEXAS INC 3.45% 05/15/2051                                                                    | CUSIP: 00108WAN0<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     70000 | PA      | $45627.75     | 0.00%             | 2051-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 3.3% 02/15/2051                                                                  | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    400000 | PA      | $260093.53    | 0.01%             | 2051-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MTR CR CO LLC 6.798% 11/07/2028                                                              | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    310000 | PA      | $316615.77    | 0.01%             | 2028-11-07      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                | BRIXMOR OPERATING PARTNERSHIP LP 4.125% 06/15/2026                                                | CUSIP: 11120VAC7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169044.05    | 0.01%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 10YR 2.5% 02/01/2031#                                                                        | CUSIP: 3140XCNU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97973 | PA      | $95890.25     | 0.00%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                                                        | WASTE MANAGEMENT INC DEL 5.35% 10/15/2054                                                         | CUSIP: 94106LCF4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    140000 | PA      | $132406.74    | 0.00%             | 2054-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TEXAS STATE                                                                     | TX ST 3.738% 10/1/2031                                                                            | CUSIP: 882723B73<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $182600.60    | 0.01%             | 2031-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| S and P GLOBAL INC                                                              | S and P GLOBAL INC 2.3% 08/15/2060                                                                | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    110000 | PA      | $54516.46     | 0.00%             | 2060-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 3.999% 11/01/2049                                                                    | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $222576.36    | 0.01%             | 2049-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEX INC                                                                 | ENTERGY TEX INC 3.55% 09/30/2049                                                                  | CUSIP: 29365TAJ3<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    294000 | PA      | $200974.14    | 0.01%             | 2049-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                          | CONOCOPHILLIPS CO 5.05% 09/15/2033                                                                | CUSIP: 20826FBF2<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50006.17     | 0.00%             | 2033-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                                        | JOHNSON CONTROLS/TYCO FI 1.75% 09/15/2030                                                         | CUSIP: 47837RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    300000 | PA      | $260019.06    | 0.01%             | 2030-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                                           | RPM INTERNATIONAL INC 3.75% 03/15/2027                                                            | CUSIP: 749685AV5<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98417.08     | 0.00%             | 2027-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                              | ROYALTY PHARMA PLC 5.9% 09/02/2054                                                                | CUSIP: 78081BAS2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $93948.91     | 0.00%             | 2054-09-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                              | VALERO ENERGY CORP 4.35% 06/01/2028                                                               | CUSIP: 91913YAV2<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69642.46     | 0.00%             | 2028-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NSTAR ELEC CO                                                                   | NSTAR ELEC CO 3.1% 06/01/2051                                                                     | CUSIP: 67021CAQ0<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64080.52     | 0.00%             | 2051-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 1.948%/VAR 10/21/2027                                               | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    600000 | PA      | $577907.27    | 0.02%             | 2027-10-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 3.875% 04/15/2030                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    190000 | PA      | $183210.77    | 0.01%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                             | DOMINION ENERGY INC 3.375% 04/01/2030                                                             | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    660000 | PA      | $619347.63    | 0.02%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 02/01/2052#CB2800                                                                    | CUSIP: 3140QNDE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    961791 | PA      | $819496.75    | 0.03%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.625% 03/31/2028                                                                       | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2180000 | PA      | $2166375.00   | 0.08%             | 2028-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                   | ALLSTATE CORP 5.35% 06/01/2033                                                                    | CUSIP: 020002AQ4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91769.22     | 0.00%             | 2033-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 04/20/2049#MA5875                                                                    | CUSIP: 36179UQ47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     56450 | PA      | $50804.72     | 0.00%             | 2049-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 4.75% 02/15/2030                                                              | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60279.05     | 0.00%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 07/01/2050#BQ0332                                                                    | CUSIP: 3140KKLN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1220742 | PA      | $957896.08    | 0.03%             | 2050-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 5.25% 01/15/2030                                                            | CUSIP: 455780DZ6<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    300000 | PA      | $308700.00    | 0.01%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE OWNER TRUST 2025-A                                                  | BMW VEHICLE OWNER TRUST 2025-A 4.56% 09/25/2029                                                   | CUSIP: 096924AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    180000 | PA      | $180932.09    | 0.01%             | 2029-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DOLLAR GEN CORP NEW                                                             | DOLLAR GEN CORP NEW 5.2% 07/05/2028                                                               | CUSIP: 256677AN5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101346.58    | 0.00%             | 2028-07-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                      | MIZUHO FINL GROUP INC 5.739%/VAR 05/27/2031                                                       | CUSIP: 60687YCR8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    590000 | PA      | $612118.80    | 0.02%             | 2031-05-27      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                                    | DANAHER CORP 2.6% 10/01/2050                                                                      | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    245000 | PA      | $143545.16    | 0.01%             | 2050-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                      | KENVUE INC 5.35% 03/22/2026                                                                       | CUSIP: 49177JAD4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141027.70    | 0.00%             | 2026-03-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.375% 05/15/2027                                                                       | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1576000 | PA      | $1530628.44   | 0.05%             | 2027-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                                    | GALLAGHER (ARTHUR J.) and CO 6.5% 02/15/2034                                                      | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    170000 | PA      | $183641.87    | 0.01%             | 2034-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 05/01/2048#CA1711                                                                  | CUSIP: 3140Q83V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25884 | PA      | $24782.10     | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 09/01/2051#SD8166                                                                    | CUSIP: 3132DWCB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1582000 | PA      | $1235436.81   | 0.04%             | 2051-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.5% 02/15/2033                                                                         | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7830000 | PA      | $7456545.72   | 0.26%             | 2033-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3% 10/29/2028                                  | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    250000 | PA      | $235991.52    | 0.01%             | 2028-10-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 10/01/2051#FS6478                                                                  | CUSIP: 3140XNFU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    423287 | PA      | $348878.34    | 0.01%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP 4.916%/VAR 07/28/2033                                                       | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240254.41    | 0.01%             | 2033-07-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH CAROLINA INC                                              | DOMINION ENERGY SOUTH CAROLINA INC 5.3% 05/15/2033                                                | CUSIP: 837004BX7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101064.84    | 0.00%             | 2033-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2025-A OWNER TRUST                                      | TOYOTA AUTO RECEIVABLES 2025-A OWNER TRUST 4.64% 08/15/2029                                       | CUSIP: 89240JAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    460000 | PA      | $462437.31    | 0.02%             | 2029-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                      | ONCOR ELEC DELIVERY CO LLC 5.8% 04/01/2055 144A                                                   | CUSIP: 68233JDA9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48549.24     | 0.00%             | 2055-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                    | ING GROEP NV 2.727%/VAR 04/01/2032                                                                | CUSIP: 456837AW3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $176915.41    | 0.01%             | 2032-04-01      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 07/01/2052#SD3019                                                                    | CUSIP: 3132DQK88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    444451 | PA      | $378695.60    | 0.01%             | 2052-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2041#AJ8083                                                                    | CUSIP: 3138E06V6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68172 | PA      | $64824.78     | 0.00%             | 2041-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                              | INGERSOLL RAND INC 5.7% 08/14/2033                                                                | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    340000 | PA      | $349918.37    | 0.01%             | 2033-08-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 07/01/2051#RA5561                                                                    | CUSIP: 3133KMFA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1660145 | PA      | $1304244.25   | 0.05%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 10/40 #890267                                                                          | CUSIP: 31410LCC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9375 | PA      | $8951.01      | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | ALLY FINL INC 6.992%/VAR 06/13/2029                                                               | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52239.03     | 0.00%             | 2029-06-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 02/01/2037#FS0427                                                                    | CUSIP: 3140XFPM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2430224 | PA      | $2195341.32   | 0.08%             | 2037-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 10/01/2052#MA4786                                                                  | CUSIP: 31418EJ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    751139 | PA      | $747837.83    | 0.03%             | 2052-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                               | SUNCOR ENERGY INC 6.8% 05/15/2038                                                                 | CUSIP: 71644EAJ1<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $136208.13    | 0.00%             | 2038-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 09/01/2048#ZS4790                                                                    | CUSIP: 3132A5KB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    246528 | PA      | $229536.36    | 0.01%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DTE ELEC CO                                                                     | DTE ELEC CO 2.95% 03/01/2050                                                                      | CUSIP: 23338VAL0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     80000 | PA      | $50761.94     | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 5.25% 01/30/2031                                                                  | CUSIP: 126650DX5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    330000 | PA      | $332757.55    | 0.01%             | 2031-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 6.332%/VAR 03/09/2044                                                           | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    930000 | PA      | $975969.09    | 0.03%             | 2044-03-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 5% 04/15/2033                                                                       | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    260000 | PA      | $259342.01    | 0.01%             | 2033-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 01/01/2053#QF6139                                                                  | CUSIP: 3133BTZC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    749444 | PA      | $744370.42    | 0.03%             | 2053-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 1.95% 01/15/2031                                                                     | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $259652.90    | 0.01%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                  | BURLINGTON NORTHN SANTA FE LLC 3.3% 09/15/2051                                                    | CUSIP: 12189LBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $235030.25    | 0.01%             | 2051-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2048#BN0594                                                                    | CUSIP: 3140JGUU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39246 | PA      | $36503.85     | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO 3.95% 08/01/2025                                                              | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399794.05    | 0.01%             | 2025-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 05/01/2053#MA5008                                                                  | CUSIP: 31418ER69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46155 | PA      | $43653.69     | 0.00%             | 2053-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 4.15% 04/15/2032 144A                                                                | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95200.32     | 0.00%             | 2032-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERICA                                                       | PACKAGING CORP OF AMERICA 5.7% 12/01/2033                                                         | CUSIP: 695156AX7<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256081.40    | 0.01%             | 2033-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                           | AON NORTH AMERICA INC 5.75% 03/01/2054                                                            | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $143216.19    | 0.01%             | 2054-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 09/45#G08669                                                                       | CUSIP: 3128MJW71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    176674 | PA      | $165595.55    | 0.01%             | 2045-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE II BV                                                 | LYB INTERNATIONAL FINANCE II BV 3.5% 03/02/2027                                                   | CUSIP: 50247WAB3<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |    680000 | PA      | $665942.53    | 0.02%             | 2027-03-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                       | UNITED PARCEL SERVICE INC 4.45% 04/01/2030                                                        | CUSIP: 911312BY1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150550.67    | 0.01%             | 2030-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 08/01/2052#QE7314                                                                    | CUSIP: 3133BHDT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    546049 | PA      | $530848.99    | 0.02%             | 2052-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.375% 05/15/2034                                                                       | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8680000 | PA      | $8704412.50   | 0.31%             | 2034-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN INC                                                              | BROOKFIELD FIN INC 6.35% 01/05/2034                                                               | CUSIP: 11271LAK8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $180004.60    | 0.01%             | 2034-01-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                       | ALIBABA GROUP HOLDING LTD 3.15% 02/09/2051                                                        | CUSIP: 01609WAZ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    235000 | PA      | $150145.03    | 0.01%             | 2051-02-09      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                      | ONCOR ELEC DELIVERY CO LLC 4.55% 09/15/2032                                                       | CUSIP: 68233JCK8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146231.14    | 0.01%             | 2032-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP 5.375% 02/27/2053                                                                        | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92979.76     | 0.00%             | 2053-02-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                | MERCK and CO INC 5% 05/17/2053                                                                    | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    170000 | PA      | $152155.57    | 0.01%             | 2053-05-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 4.05% 11/21/2039                                                                       | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    210000 | PA      | $179307.95    | 0.01%             | 2039-11-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 09/01/2053#CB7399                                                                  | CUSIP: 3140QTGH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5132941 | PA      | $5277019.25   | 0.19%             | 2053-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 10/01/2051#MA4438                                                                  | CUSIP: 31418D4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2078178 | PA      | $1701169.07   | 0.06%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 12/01/2051#CB2376                                                                  | CUSIP: 3140QMUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1310422 | PA      | $1082931.84   | 0.04%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE CO OF CO                                                         | PUBLIC SERVICE CO OF CO 5.25% 04/01/2053                                                          | CUSIP: 744448CY5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    120000 | PA      | $106505.34    | 0.00%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 01/01/2052#QD5085                                                                  | CUSIP: 3133B2UJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    122864 | PA      | $109708.94    | 0.00%             | 2052-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                  | FAIRFAX FINANCIAL HLDGS LTD 6% 12/07/2033                                                         | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $71966.58     | 0.00%             | 2033-12-07      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 4.45% 09/01/2048                                                                   | CUSIP: 58013MFH2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    124000 | PA      | $101976.06    | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 5.872%/VAR 09/15/2034                                                 | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    560000 | PA      | $581900.92    | 0.02%             | 2034-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 03/20/2052#                                                                            | CUSIP: 36179WZA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2397760 | PA      | $2091511.74   | 0.07%             | 2052-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                          | CONOCOPHILLIPS CO 4.025% 03/15/2062                                                               | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    230000 | PA      | $159590.16    | 0.01%             | 2062-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 1.375% 11/15/2040                                                     | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1276000 | PA      | $795755.47    | 0.03%             | 2040-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP DEL                                                        | SOUTHERN COPPER CORP DEL 7.5% 07/27/2035                                                          | CUSIP: 84265VAA3<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    320000 | PA      | $358601.60    | 0.01%             | 2035-07-27      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                  | FAIRFAX FINANCIAL HLDGS LTD 5.625% 08/16/2032                                                     | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $71117.31     | 0.00%             | 2032-08-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.25% 04/30/2028                                                                        | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3357000 | PA      | $3117026.94   | 0.11%             | 2028-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                              | ANHEUSER BUSCH INBEV WORLD INC 5.45% 01/23/2039                                                   | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    380000 | PA      | $381003.99    | 0.01%             | 2039-01-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 11/01/2036#MA4469                                                                  | CUSIP: 31418D6F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    695724 | PA      | $611016.12    | 0.02%             | 2036-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3% 05/15/2042                                                         | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    238000 | PA      | $186225.70    | 0.01%             | 2042-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER CO                                                       | INDIANA MICHIGAN POWER CO 3.25% 05/01/2051                                                        | CUSIP: 454889AU0<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     80000 | PA      | $50905.39     | 0.00%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 10YR 2% 11/01/2030#QS0128                                                                    | CUSIP: 3133HMD97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32131 | PA      | $30627.50     | 0.00%             | 2030-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NATWEST GROUP PLC 5.847%/VAR 03/02/2027                                                           | CUSIP: 639057AJ7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    480000 | PA      | $483885.05    | 0.02%             | 2027-03-02      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 08/01/2050#MA4100                                                                    | CUSIP: 31418DRW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    618577 | PA      | $485387.08    | 0.02%             | 2050-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PULTE GROUP INC                                                                 | PULTE GROUP INC 6% 02/15/2035                                                                     | CUSIP: 745867AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $122867.42    | 0.00%             | 2035-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 10YR 2.5% 02/01/2030#SA0021                                                                  | CUSIP: 3132CJAW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46578 | PA      | $45099.66     | 0.00%             | 2030-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC 4.6% 03/15/2033                                                     | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98176.97     | 0.00%             | 2033-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 06/01/2048#MA3385                                                                  | CUSIP: 31418CXP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44126 | PA      | $42248.44     | 0.00%             | 2048-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                               | EVERSOURCE ENERGY 2.55% 03/15/2031                                                                | CUSIP: 30040WAL2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175516.67    | 0.01%             | 2031-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SMURFIT WESTROCK FIN                                                            | SMURFIT WESTROCK FIN 5.418% 01/15/2035                                                            | CUSIP: 83272YAB8<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $199141.57    | 0.01%             | 2035-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2046#BC4754                                                                    | CUSIP: 3140F0H80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67801 | PA      | $63636.86     | 0.00%             | 2046-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 12/20/2054#MB0088                                                                    | CUSIP: 3618N5C23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    408640 | PA      | $363716.83    | 0.01%             | 2054-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 11/01/2033#BM5111                                                                    | CUSIP: 3140J9VD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11857 | PA      | $11452.42     | 0.00%             | 2033-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 9/40 #AL0615                                                                           | CUSIP: 3138EGVH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75663 | PA      | $77871.95     | 0.00%             | 2040-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECH CORP                                                | WESTINGHOUSE AIR BRAKE TECH CORP STEP 09/15/2028                                                  | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200568.03    | 0.01%             | 2028-09-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO                                                                 | DOW CHEMICAL CO 7.375% 11/01/2029                                                                 | CUSIP: 260543BJ1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    110000 | PA      | $120929.68    | 0.00%             | 2029-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 01/01/2035#CA5039                                                                    | CUSIP: 3140QCS56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    164542 | PA      | $157003.39    | 0.01%             | 2035-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP 6.15% 05/01/2037                                                                         | CUSIP: 126408GK3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105941.67    | 0.00%             | 2037-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FIRST AMERN FINL CORP                                                           | FIRST AMERN FINL CORP 2.4% 08/15/2031                                                             | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    180000 | PA      | $152390.82    | 0.01%             | 2031-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                             | CARRIER GLOBAL CORP 3.577% 04/05/2050                                                             | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71613.71     | 0.00%             | 2050-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 07/20/2049#MA6039                                                                    | CUSIP: 36179UV82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     52477 | PA      | $47212.37     | 0.00%             | 2049-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                               | CIGNA GROUP (THE) 4.8% 08/15/2038                                                                 | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    290000 | PA      | $265203.76    | 0.01%             | 2038-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 11/01/2050#QB6173                                                                    | CUSIP: 3133AC2E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    501331 | PA      | $396363.03    | 0.01%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | METLIFE INC 6.4%/VAR 12/15/2066                                                                   | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151989.90    | 0.01%             | 2066-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                         | AMERICA MOVIL SAB DE CV 3.625% 04/22/2029                                                         | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $191978.00    | 0.01%             | 2029-04-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 10/01/2035#FM4685                                                                    | CUSIP: 3140X8F36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90493 | PA      | $82340.99     | 0.00%             | 2035-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.75% 11/15/2047                                                      | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    157000 | PA      | $109078.20    | 0.00%             | 2047-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP 6.7% 11/29/2032                                                        | CUSIP: 254709AS7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    170000 | PA      | $182921.69    | 0.01%             | 2032-11-29      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                         | DUKE ENERGY FLORIDA LLC 4.2% 07/15/2048                                                           | CUSIP: 26444HAF8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    140000 | PA      | $109238.53    | 0.00%             | 2048-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FUNDING INC                                                           | BLACKROCK FUNDING INC 5% 03/14/2034                                                               | CUSIP: 09290DAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101076.70    | 0.00%             | 2034-03-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC 1.35% 02/03/2027                                                                       | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    170000 | PA      | $161843.71    | 0.01%             | 2027-02-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.625% 05/15/2026                                                                       | CUSIP: 91282CHB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9550000 | PA      | $9502324.59   | 0.34%             | 2026-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 04/01/2054#SD7569                                                                    | CUSIP: 3132DVMS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1792482 | PA      | $1834377.75   | 0.06%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                              | REALTY INCOME CORP 2.85% 12/15/2032                                                               | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    338000 | PA      | $291769.14    | 0.01%             | 2032-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 05/01/2045#ZS9711                                                                    | CUSIP: 3132AAYG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27759 | PA      | $26377.72     | 0.00%             | 2045-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 09/01/2053#SD8362                                                                  | CUSIP: 3132DWJF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    352513 | PA      | $349861.65    | 0.01%             | 2053-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                         | MANULIFE FINANCIAL CORP 5.375% 03/04/2046                                                         | CUSIP: 56501RAD8<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $47932.42     | 0.00%             | 2046-03-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 5.95% 02/15/2041                                                           | CUSIP: 91324PBQ4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100338.46    | 0.00%             | 2041-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                          | CONOCOPHILLIPS CO 5.5% 01/15/2055                                                                 | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    140000 | PA      | $129077.90    | 0.00%             | 2055-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                             | EMERA US FINANCE LP 3.55% 06/15/2026                                                              | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $157874.01    | 0.01%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 02/01/2034#FS4276                                                                    | CUSIP: 3140XKXE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1361496 | PA      | $1313025.14   | 0.05%             | 2034-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JOHNSON and JOHNSON                                                             | JOHNSON and JOHNSON 4.9% 06/01/2031                                                               | CUSIP: 478160CV4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102621.82    | 0.00%             | 2031-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                      | TENNESSEE VALLEY AUTHORITY 4.875% 05/15/2035                                                      | CUSIP: 880591FD9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    700000 | PA      | $704199.99    | 0.02%             | 2035-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                             | SCHWAB CHARLES CORP 0.9% 03/11/2026                                                               | CUSIP: 808513BF1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    460000 | PA      | $447348.17    | 0.02%             | 2026-03-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 03/01/2049#ZA6547                                                                    | CUSIP: 31329QHY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60713 | PA      | $59923.69     | 0.00%             | 2049-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 2.903% 06/25/2029                                                  | CUSIP: 3137FMTY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    430000 | PA      | $408095.97    | 0.01%             | 2029-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 12/01/2052#SD8277                                                                  | CUSIP: 3132DWFS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    193776 | PA      | $192923.91    | 0.01%             | 2052-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 3.98%/VAR 03/20/2030                                                                | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145704.60    | 0.01%             | 2030-03-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                               | STORE CAPITAL LLC 2.7% 12/01/2031                                                                 | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83666.27     | 0.00%             | 2031-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                              | DIAGEO CAPITAL PLC 2% 04/29/2030                                                                  | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $356186.51    | 0.01%             | 2030-04-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 02/01/2052#FS0834                                                                  | CUSIP: 3140XF4U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67399 | PA      | $54982.79     | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | STARBUCKS CORP 5.4% 05/15/2035                                                                    | CUSIP: 855244BM0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250553.49    | 0.01%             | 2035-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                       | TORONTO DOMINION BANK 5.156% 01/10/2028                                                           | CUSIP: 89115A2M3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    620000 | PA      | $630928.82    | 0.02%             | 2028-01-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 5.4% 03/15/2054                                                                        | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    370000 | PA      | $350210.12    | 0.01%             | 2054-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                       | DUKE ENERGY CAROLINAS LLC 4.25% 12/15/2041                                                        | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    130000 | PA      | $108156.66    | 0.00%             | 2041-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                      | BP CAP MARKETS AMERICA INC 3.06% 06/17/2041                                                       | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    810000 | PA      | $582384.55    | 0.02%             | 2041-06-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP 7.5% 05/01/2031                                                         | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107637.80    | 0.00%             | 2031-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                    | THERMO FISHER SCIENTIFIC INC 2.6% 10/01/2029                                                      | CUSIP: 883556BZ4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    520000 | PA      | $483513.56    | 0.02%             | 2029-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 05/01/2051#MA4326                                                                  | CUSIP: 31418DYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2731402 | PA      | $2238450.94   | 0.08%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA 5.365%/VAR 07/15/2028                                                          | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1400000 | PA      | $1421086.53   | 0.05%             | 2028-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                         | PHILIPPINES REPUBLIC OF 4.75% 03/05/2035                                                          | CUSIP: 718286DC8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    400000 | PA      | $387944.00    | 0.01%             | 2035-03-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY PARTNERS LP                                                       | VALERO ENERGY PARTNERS LP 4.5% 03/15/2028                                                         | CUSIP: 91914JAB8<br>LEI: 549300WH1375KZXLJ231 | Long             | DBT              | CORP              | US        |    270000 | PA      | $269257.86    | 0.01%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                   | DTE ENERGY CO 5.85% 06/01/2034                                                                    | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154601.73    | 0.01%             | 2034-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.75% 04/15/2028                                                                        | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18850000 | PA      | $18789621.19  | 0.66%             | 2028-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                                  | WALT DISNEY CO 6.15% 02/15/2041                                                                   | CUSIP: 254687ER3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105273.08    | 0.00%             | 2041-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 10/01/2043#G61529                                                                    | CUSIP: 31335BVW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    515455 | PA      | $463441.79    | 0.02%             | 2043-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FINANCE BV                                                  | SHELL INTL FIN B V 2.5% 09/12/2026                                                                | CUSIP: 822582BX9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    270000 | PA      | $264498.99    | 0.01%             | 2026-09-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP NEW                                                                | CHEVRON CORP NEW 2.978% 05/11/2040                                                                | CUSIP: 166764BZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $52402.86     | 0.00%             | 2040-05-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 04/20/2048#MA5139                                                                      | CUSIP: 36179TV85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18593 | PA      | $18447.05     | 0.00%             | 2048-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 3.2% 11/21/2029                                                                        | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1840163.35   | 0.06%             | 2029-11-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PRESIDENT AND FELLOWS OF HARVARD COLLEGE                                        | PRESIDENT AND FELLOWS OF HARVARD COLLEGE 2.517% 10/15/2050                                        | CUSIP: 740816AP8<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    500000 | PA      | $290951.95    | 0.01%             | 2050-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                 | TYSON FOODS INC 4.55% 06/02/2047                                                                  | CUSIP: 902494BD4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81084.53     | 0.00%             | 2047-06-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                | ELI LILLY and CO 3.95% 03/15/2049                                                                 | CUSIP: 532457BT4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    220000 | PA      | $171199.72    | 0.01%             | 2049-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HLDGS INC                                                         | ZIMMER BIOMET HLDGS INC 5.05% 02/19/2030                                                          | CUSIP: 98956PBB7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121774.30    | 0.00%             | 2030-02-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 07/01/2032#CA0044                                                                  | CUSIP: 3140Q7BN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9273 | PA      | $9039.87      | 0.00%             | 2032-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY                                                                 | DUKE UNIVERSITY 2.832% 10/01/2055                                                                 | CUSIP: 26442TAH0<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |     34000 | PA      | $20414.95     | 0.00%             | 2055-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BURLINGTON RESOURCES LLC                                                        | BURLINGTON RESOURCES LLC 5.95% 10/15/2036                                                         | CUSIP: 20825VAB8<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113453.97    | 0.00%             | 2036-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | KROGER CO 3.95% 01/15/2050                                                                        | CUSIP: 501044DN8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73562.23     | 0.00%             | 2050-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                       | TORONTO DOMINION BANK 2% 09/10/2031                                                               | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $171990.34    | 0.01%             | 2031-09-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | CONSTELLATION BRANDS INC 3.6% 02/15/2028                                                          | CUSIP: 21036PAY4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    272000 | PA      | $265955.29    | 0.01%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP INC                                                   | PRINCIPAL FINL GROUP INC 3.7% 05/15/2029                                                          | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    180000 | PA      | $174165.36    | 0.01%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 5% 02/07/2035                                                                         | CUSIP: 713448GC6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499125.17    | 0.02%             | 2035-02-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA S.A                                             | BANCO BILBAO VIZ ARGENTARIA SA 6.138%/VAR 09/14/2028                                              | CUSIP: 05946KAL5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $411983.35    | 0.01%             | 2028-09-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.25% 09/30/2028                                                                        | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2821000 | PA      | $2590361.22   | 0.09%             | 2028-09-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                | MERCK and CO INC 2.45% 06/24/2050                                                                 | CUSIP: 58933YBB0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    200000 | PA      | $113744.54    | 0.00%             | 2050-06-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MICROSOFT CORP 2.525% 06/01/2050                                                                  | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $770694.13    | 0.03%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                    | STRYKER CORP 3.5% 03/15/2026                                                                      | CUSIP: 863667AN1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    570000 | PA      | $565304.27    | 0.02%             | 2026-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                  | CITIBANK NA 4.914% 05/29/2030                                                                     | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1260638.15   | 0.04%             | 2030-05-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                    | QUALCOMM INC 5% 05/20/2035                                                                        | CUSIP: 747525BW2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    320000 | PA      | $317971.99    | 0.01%             | 2035-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 05/01/2050#RA2606                                                                    | CUSIP: 3133KH3P9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46274 | PA      | $45527.11     | 0.00%             | 2050-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP 5.25% 07/15/2028                                                              | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    470000 | PA      | $479348.88    | 0.02%             | 2028-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 02/20/2052#MA7881                                                                    | CUSIP: 36179WXJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1291703 | PA      | $1083647.21   | 0.04%             | 2052-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GEORGE WASHINGTON UNIVERSITY                                                    | GEORGE WASH UNIV 4.126% 09/15/2048                                                                | CUSIP: 372546AW1<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $156148.70    | 0.01%             | 2048-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 05/01/2052#                                                                          | CUSIP: 3132DWDU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    883484 | PA      | $812445.25    | 0.03%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                     | NETFLIX INC 6.375% 05/15/2029                                                                     | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    390000 | PA      | $417536.96    | 0.01%             | 2029-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                 | SANTANDER UK GROUP HOLDINGS PLC 6.534%/VAR 01/10/2029                                             | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $259567.80    | 0.01%             | 2029-01-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAP CORP                                                         | AMER WATER CAP CORP 4.3% 09/01/2045                                                               | CUSIP: 03040WAM7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82240.75     | 0.00%             | 2045-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.942%/VAR 02/07/2039                                                              | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201859.64    | 0.01%             | 2039-02-07      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 3.52%/VAR 10/27/2028                                                                | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $2004233.78   | 0.07%             | 2028-10-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | ROPER TECHNOLOGIES INC 1% 09/15/2025                                                              | CUSIP: 776743AM8<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59372.72     | 0.00%             | 2025-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                      | MASCO CORP 2% 02/15/2031                                                                          | CUSIP: 574599BQ8<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     90000 | PA      | $76051.67     | 0.00%             | 2031-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 02/01/2054#QH9250                                                                  | CUSIP: 3133CNH39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26202 | PA      | $25994.52     | 0.00%             | 2054-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 5.9% 02/10/2063                                                                        | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    190000 | PA      | $171982.71    | 0.01%             | 2063-02-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 01/01/2047#SI2051                                                                    | CUSIP: 3133USH46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    436770 | PA      | $410487.64    | 0.01%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO 5.043%/VAR 05/01/2034                                                         | CUSIP: 025816DF3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249064.50    | 0.01%             | 2034-05-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA LUXEMBOURG                                                     | ARCELORMITTAL SA LUXEMBOURG 6.8% 11/29/2032                                                       | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    270000 | PA      | $292171.06    | 0.01%             | 2032-11-29      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                     | HONEYWELL INTL INC 2.8% 06/01/2050                                                                | CUSIP: 438516CA2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    200000 | PA      | $122772.79    | 0.00%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP 5.65% 03/01/2053                                                                          | CUSIP: 55336VBW9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88549.09     | 0.00%             | 2053-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ITC HLDGS CORP                                                                  | ITC HLDGS CORP 3.25% 06/30/2026                                                                   | CUSIP: 465685AK1<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    220000 | PA      | $216406.50    | 0.01%             | 2026-06-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.123%/VAR 02/01/2029                                                              | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506027.57    | 0.02%             | 2029-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                     | EQUINOR ASA 4.8% 11/08/2043                                                                       | CUSIP: 85771PAQ5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    130000 | PA      | $116547.52    | 0.00%             | 2043-11-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                    | NEWMONT CORP 4.875% 03/15/2042                                                                    | CUSIP: 651639AP1<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    520000 | PA      | $471023.79    | 0.02%             | 2042-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2021-C9                                                            | BBCMS MTG TR 2021-C9 2.299% 02/15/2054                                                            | CUSIP: 05493EAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $477789.18    | 0.02%             | 2054-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 2.309%/VAR 07/20/2032                                                  | CUSIP: 606822BX1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    550000 | PA      | $472902.34    | 0.02%             | 2032-07-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 09/01/2054#MA5470                                                                  | CUSIP: 31418FCG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    443787 | PA      | $439756.43    | 0.02%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | GENERAL MOTORS CO 5% 04/01/2035                                                                   | CUSIP: 37045VAH3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    260000 | PA      | $240167.13    | 0.01%             | 2035-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                       | ROGERS COMMUNICATIONS INC 4.55% 03/15/2052                                                        | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    480000 | PA      | $376507.31    | 0.01%             | 2052-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| 3M CO                                                                           | 3M CO 5.7% 03/15/2037                                                                             | CUSIP: 88579EAC9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102689.04    | 0.00%             | 2037-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.0% 01/20/2043#MA0698                                                                    | CUSIP: 36179MX39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3041 | PA      | $2751.34      | 0.00%             | 2043-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 08/01/2033#ZS8710                                                                    | CUSIP: 3132A9VB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    130370 | PA      | $125459.36    | 0.00%             | 2033-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 1.493% 09/25/2030                                                  | CUSIP: 3137F62M8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    430000 | PA      | $372198.33    | 0.01%             | 2030-09-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                               | GENERAL MILLS INC 4.875% 01/30/2030                                                               | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    520000 | PA      | $524537.89    | 0.02%             | 2030-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                       | UNITED PARCEL SERVICE INC 3.4% 09/01/2049                                                         | CUSIP: 911312BS4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67885.21     | 0.00%             | 2049-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                            | ENTERGY ARKANSAS LLC 5.3% 09/15/2033                                                              | CUSIP: 29366MAE8<br>LEI: KYX6QEFGFXUFFAWLGG05 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70862.69     | 0.00%             | 2033-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | PARAMOUNT GLOBAL 4.95% 01/15/2031                                                                 | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    237000 | PA      | $229462.46    | 0.01%             | 2031-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                    | TAKEDA PHARMACEUTICAL CO LTD 5% 11/26/2028                                                        | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    210000 | PA      | $212877.40    | 0.01%             | 2028-11-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                              | VALERO ENERGY CORP 3.65% 12/01/2051                                                               | CUSIP: 91913YBD1<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    210000 | PA      | $137329.12    | 0.00%             | 2051-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 3.825% 03/01/2059                                                                       | CUSIP: 097023CF0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $65226.09     | 0.00%             | 2059-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.875% 02/28/2029                                                                       | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    820000 | PA      | $762567.97    | 0.03%             | 2029-02-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC DEL                                                              | AUTONATION INC DEL 3.85% 03/01/2032                                                               | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $144574.69    | 0.01%             | 2032-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS INSTITUTE OF TECHNOLOGY                                           | MASSACHUSETTS INSTITUTE OF TECHNOLOGY 2.989% 07/01/2050                                           | CUSIP: 575718AG6<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    400000 | PA      | $258870.60    | 0.01%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP 4.7% 04/02/2027                                                                  | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    270000 | PA      | $270549.67    | 0.01%             | 2027-04-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 4.75% 06/25/2029                                                                   | CUSIP: 437076DC3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131967.75    | 0.00%             | 2029-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                  | PHILLIPS 66 CO 4.95% 03/15/2035                                                                   | CUSIP: 718547AY8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104844.05    | 0.00%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 10/20/2048#MA5529                                                                    | CUSIP: 36179UEA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34096 | PA      | $32802.94     | 0.00%             | 2048-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 05/01/2054#                                                                        | CUSIP: 3140A6WM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    877940 | PA      | $871337.81    | 0.03%             | 2054-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELEC and GAS CO                                                  | PUBLIC SERVICE ELEC and GAS CO 3.2% 08/01/2049                                                    | CUSIP: 74456QCA2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    110000 | PA      | $73362.27     | 0.00%             | 2049-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 11/01/2053#MA5192                                                                  | CUSIP: 31418EXW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1329360 | PA      | $1365843.31   | 0.05%             | 2053-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 03/01/2037#FS2931                                                                    | CUSIP: 3140XJHH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120191 | PA      | $108762.11    | 0.00%             | 2037-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                      | MONDELEZ INTL INC 1.875% 10/15/2032                                                               | CUSIP: 609207AY1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    370000 | PA      | $303879.85    | 0.01%             | 2032-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                                                         | DEERE JOHN CAPITAL CORP 5.05% 06/12/2034                                                          | CUSIP: 24422EXU8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    210000 | PA      | $210225.59    | 0.01%             | 2034-06-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                               | BERKSHIRE HATHAWAY ENERGY COMPANY 2.85% 05/15/2051                                                | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    120000 | PA      | $70690.81     | 0.00%             | 2051-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 07/01/2052#SD5368                                                                  | CUSIP: 3132DS6D9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    949070 | PA      | $774226.98    | 0.03%             | 2052-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 4.4% 03/15/2045                                                                    | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    156000 | PA      | $131094.19    | 0.00%             | 2045-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 11/01/2036#Q04319                                                                    | CUSIP: 3132GKPC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     72875 | PA      | $70349.47     | 0.00%             | 2036-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 11/01/2050#SD7528                                                                    | CUSIP: 3132DVLH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    194920 | PA      | $154534.23    | 0.01%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP 5.1% 06/15/2045                                                                       | CUSIP: 30161NAS0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    160000 | PA      | $141086.98    | 0.00%             | 2045-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| 3M CO                                                                           | 3M CO 3.875% 06/15/2044                                                                           | CUSIP: 88579YAH4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    140000 | PA      | $109913.41    | 0.00%             | 2044-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 02/15/2028                                                                        | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22760000 | PA      | $22979021.76  | 0.81%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | MASTERCARD INC 3.95% 02/26/2048                                                                   | CUSIP: 57636QAK0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78872.80     | 0.00%             | 2048-02-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 2.5% 06/01/2055 #TBA                                                                    | CUSIP: 01F022667<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4550000 | PA      | $3708071.64   | 0.13%             | 2055-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6.5% 07/01/2055 #TBA                                                                      | CUSIP: 21H062677<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    975000 | PA      | $995163.59    | 0.04%             | 2055-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 8.35% 07/15/2046                                                               | CUSIP: 24703TAK2<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     92000 | PA      | $113878.30    | 0.00%             | 2046-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                                             | PUBLIC SVC ENTERPRISE GRP INC 5.2% 04/01/2029                                                     | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    230000 | PA      | $234928.49    | 0.01%             | 2029-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 5.25% 03/02/2030                                                                        | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    600000 | PA      | $615153.66    | 0.02%             | 2030-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 06/01/2035#MA4043                                                                    | CUSIP: 31418DP55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84571 | PA      | $80352.72     | 0.00%             | 2035-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2051#MA4349                                                                    | CUSIP: 31418DZP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137706 | PA      | $127321.45    | 0.00%             | 2051-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 08/20/2054#MA9851                                                                    | CUSIP: 36179Y5L4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2114788 | PA      | $2102440.50   | 0.07%             | 2054-08-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROUP INC                                                   | AFFILIATED MANAGERS GROUP INC 3.3% 06/15/2030                                                     | CUSIP: 008252AP3<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139799.87    | 0.00%             | 2030-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 5.632% 01/15/2035                                                    | CUSIP: 86562MDU1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $204578.67    | 0.01%             | 2035-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 3.15% 11/15/2025                                                                     | CUSIP: 11135FBB6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    230000 | PA      | $228500.72    | 0.01%             | 2025-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                             | QUEBEC PROVINCE CDA 2.5% 04/20/2026                                                               | CUSIP: 748149AJ0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    590000 | PA      | $580801.90    | 0.02%             | 2026-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.875% 05/15/2052                                                     | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2960000 | PA      | $2033496.88   | 0.07%             | 2052-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.5% 04/30/2027                                                                         | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    546000 | PA      | $511938.99    | 0.02%             | 2027-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/01/2046#BD7008                                                                    | CUSIP: 3140FEYE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159875 | PA      | $139894.10    | 0.00%             | 2046-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | COREBRIDGE FINANCIAL INC T5Y+NA 09/15/2054                                                        | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126500.24    | 0.00%             | 2054-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6.5% 07/20/2053#MA9019                                                                    | CUSIP: 36179YAU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    421296 | PA      | $431048.04    | 0.02%             | 2053-07-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 03/01/2052#CB3100                                                                    | CUSIP: 3140QNNS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    431140 | PA      | $341945.87    | 0.01%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                  | VIRGINIA ELECTRIC AND POWER CO 3.8% 09/15/2047                                                    | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    180000 | PA      | $131011.01    | 0.00%             | 2047-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                        | AMERICAN HOMES 4 RENT LP 5.5% 02/01/2034                                                          | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89816.75     | 0.00%             | 2034-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 08/01/2054#SD8454                                                                    | CUSIP: 3132DWMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    294453 | PA      | $297447.90    | 0.01%             | 2054-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 3% 01/01/2040#MA3890                                                                    | CUSIP: 31418DKC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144034 | PA      | $130893.89    | 0.00%             | 2040-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.0% 06/41#AZ7903                                                                            | CUSIP: 3140E0X91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40464 | PA      | $38576.02     | 0.00%             | 2041-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | NORFOLK SOUTHERN CORP 3.155% 05/15/2055                                                           | CUSIP: 655844CH9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $61906.99     | 0.00%             | 2055-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.625% 04/30/2029                                                                       | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5660000 | PA      | $5803489.83   | 0.20%             | 2029-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC DEL                                                           | KINDER MORGAN INC DEL 5.05% 02/15/2046                                                            | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42701.61     | 0.00%             | 2046-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 09/01/2050#BP6715                                                                    | CUSIP: 3140KEN95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17105 | PA      | $13400.63     | 0.00%             | 2050-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TR 2013-LC12 WELLS FARGO COML MTG TR 2013-LC12                                  | WELLS FARGO TR 2018-C48 A5 4.302% 01/15/2052                                                      | CUSIP: 95001RAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $236536.87    | 0.01%             | 2052-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 10/01/2050#MA4158                                                                    | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    536295 | PA      | $420151.04    | 0.01%             | 2050-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 5.222%/VAR 01/29/2031                                              | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    270000 | PA      | $274352.33    | 0.01%             | 2031-01-29      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-2                               | GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-2 4.47% 02/16/2028                                | CUSIP: 362583AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    369972 | PA      | $369894.49    | 0.01%             | 2028-02-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 05/51#SD7541                                                                         | CUSIP: 3132DVLW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62479 | PA      | $49513.99     | 0.00%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                      | KENVUE INC 5.05% 03/22/2053                                                                       | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182600.16    | 0.01%             | 2053-03-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 10/01/2051#BT6823                                                                  | CUSIP: 3140LVSM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2336845 | PA      | $1910382.87   | 0.07%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC 3.5% 08/15/2027                                                                | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    470000 | PA      | $464142.63    | 0.02%             | 2027-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                             | COMMONSPIRIT HEALTH 5.318% 12/01/2034                                                             | CUSIP: 20268JAS2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294388.82    | 0.01%             | 2034-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 11/01/2031#BE0522                                                                  | CUSIP: 3140FKSL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49508 | PA      | $47373.19     | 0.00%             | 2031-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES INC OKLA                                                  | CONTINENTAL RESOURCES INC OKLA 4.9% 06/01/2044                                                    | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     60000 | PA      | $45963.76     | 0.00%             | 2044-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 01/01/2035#MA3898                                                                  | CUSIP: 31418DKL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27545 | PA      | $26576.96     | 0.00%             | 2035-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | ROPER TECHNOLOGIES INC 1.4% 09/15/2027                                                            | CUSIP: 776743AN6<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56096.25     | 0.00%             | 2027-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 12/01/2034#QN1174                                                                  | CUSIP: 3133G7JT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50566 | PA      | $47271.14     | 0.00%             | 2034-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 5.2% 02/15/2035                                                               | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129005.51    | 0.00%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 3.85% 02/14/2072                                                               | CUSIP: 907818GA0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    230000 | PA      | $154723.97    | 0.01%             | 2072-02-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                         | AMERICA MOVIL SAB DE CV 6.125% 03/30/2040                                                         | CUSIP: 02364WAW5<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    100000 | PA      | $101511.00    | 0.00%             | 2040-03-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 07/20/2050#MA6770                                                                      | CUSIP: 36179VQX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32941 | PA      | $32702.17     | 0.00%             | 2050-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.5% 05/15/2038                                                       | CUSIP: 912810PX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     69000 | PA      | $68722.38     | 0.00%             | 2038-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP 5.468%/VAR 02/01/2029                                                  | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    450000 | PA      | $457995.05    | 0.02%             | 2029-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL FINANCE LLC                                                        | ARCH CAP FIN LLC 4.011% 12/15/2026                                                                | CUSIP: 03939CAA1<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |    360000 | PA      | $356899.77    | 0.01%             | 2026-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 2.35% 01/15/2027                                                                     | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2935000 | PA      | $2843222.14   | 0.10%             | 2027-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                           | BLUE OWL CAPITAL CORP 5.95% 03/15/2029                                                            | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99890.26     | 0.00%             | 2029-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 01/20/2050#MA6412                                                                    | CUSIP: 36179VDR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     93524 | PA      | $89772.63     | 0.00%             | 2050-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                            | APPALACHIAN POWER CO 5.65% 04/01/2034                                                             | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121147.04    | 0.00%             | 2034-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.375% 11/15/2039                                                     | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5000 | PA      | $4813.67      | 0.00%             | 2039-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 1.25% 01/15/2026                                                           | CUSIP: 91324PDW9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    223000 | PA      | $218302.77    | 0.01%             | 2026-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE LLC / BROOKFIELD FINANCE INC                                 | BROOKFIELD FINANCE LLC / BROOKFIELD FINANCE INC 3.45% 04/15/2050                                  | CUSIP: 11271RAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $78543.44     | 0.00%             | 2050-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | METLIFE INC 4.125% 08/13/2042                                                                     | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    180000 | PA      | $147959.84    | 0.01%             | 2042-08-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 05/20/2051#MA7367                                                                    | CUSIP: 36179WFG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2584913 | PA      | $2168963.29   | 0.08%             | 2051-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                           | REYNOLDS AMERICAN INC 4.45% 06/12/2025                                                            | CUSIP: 761713BG0<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139989.50    | 0.00%             | 2025-06-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.5% 11/15/2054                                                       | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10730000 | PA      | $10015784.38  | 0.35%             | 2054-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                                    | SABINE PASS LIQUEFACTION LLC 4.5% 05/15/2030                                                      | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    420000 | PA      | $413803.66    | 0.01%             | 2030-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 01/20/2047#MA4198                                                                    | CUSIP: 36179SUX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     53807 | PA      | $52119.48     | 0.00%             | 2047-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 10/01/2046#BD8241                                                                  | CUSIP: 3140FGEP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    209808 | PA      | $190228.14    | 0.01%             | 2046-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE CO L.L.C.                                                | BLACKSTONE REG FINANCE CO L.L.C. 5% 12/06/2034                                                    | CUSIP: 092914AA8<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97498.90     | 0.00%             | 2034-12-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 6.675% 09/13/2043                                                                   | CUSIP: 172967HA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212163.95    | 0.01%             | 2043-09-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                          | EXTRA SPACE STORAGE LP 3.9% 04/01/2029                                                            | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    520000 | PA      | $504637.92    | 0.02%             | 2029-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                        | APA CORP 5.25% 02/01/2042 144A                                                                    | CUSIP: 03743QAJ7<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    107000 | PA      | $82865.75     | 0.00%             | 2042-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 4.1% 04/13/2062                                                                    | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    490000 | PA      | $374994.71    | 0.01%             | 2062-04-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 09/01/2048#BK7608                                                                    | CUSIP: 3140HMN26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18688 | PA      | $17400.38     | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.375% 02/15/2038                                                     | CUSIP: 912810PW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     81000 | PA      | $79598.32     | 0.00%             | 2038-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 11/20/2053#MA9303                                                                    | CUSIP: 36179YKQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    379906 | PA      | $359741.69    | 0.01%             | 2053-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 12/20/2049#MA6337                                                                    | CUSIP: 36179VBE9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    584282 | PA      | $492088.77    | 0.02%             | 2049-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                | FIRSTENERGY CORP 2.25% 09/01/2030                                                                 | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131437.82    | 0.00%             | 2030-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                            | HOWMET AEROSPACE INC 5.9% 02/01/2027                                                              | CUSIP: 013817AJ0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    455000 | PA      | $465430.88    | 0.02%             | 2027-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                   | HEWLETT PACKARD ENTERPRISE CO 4.55% 10/15/2029                                                    | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    270000 | PA      | $267728.94    | 0.01%             | 2029-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 02/20/2050#MA6477                                                                    | CUSIP: 36179VFS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     68506 | PA      | $65758.58     | 0.00%             | 2050-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                      | NASDAQ INC 5.35% 06/28/2028                                                                       | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102629.45    | 0.00%             | 2028-06-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 5.582%/VAR 06/12/2029                                              | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82316.18     | 0.00%             | 2029-06-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP 4.05% 04/15/2030                                                                      | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    650000 | PA      | $633410.80    | 0.02%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | NORFOLK SOUTHERN CORP 4.15% 02/28/2048                                                            | CUSIP: 655844BY3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78347.07     | 0.00%             | 2048-02-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTL INC 5.75% 11/17/2032                                                           | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    120000 | PA      | $125644.11    | 0.00%             | 2032-11-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                    | NEWMONT CORP 2.6% 07/15/2032                                                                      | CUSIP: 651639AZ9<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    120000 | PA      | $104746.61    | 0.00%             | 2032-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                           | NORTHROP GRUMMAN CORP 5.2% 06/01/2054                                                             | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    105000 | PA      | $95516.72     | 0.00%             | 2054-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 4.017%/VAR 10/31/2038                                               | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    630000 | PA      | $536506.32    | 0.02%             | 2038-10-31      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP 4.15% 05/15/2045                                                                         | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    200000 | PA      | $159958.82    | 0.01%             | 2045-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 3.625% 01/20/2027                                                                  | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158015.44    | 0.01%             | 2027-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC DEL                                                           | KINDER MORGAN INC DEL 3.6% 02/15/2051                                                             | CUSIP: 49456BAT8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    270000 | PA      | $179209.76    | 0.01%             | 2051-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4% 11/01/2033#CA2559                                                                    | CUSIP: 3140Q9ZZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12924 | PA      | $12678.42     | 0.00%             | 2033-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER and LIGHT                                                         | ALABAMA POWER CO 1.45% 09/15/2030                                                                 | CUSIP: 010392FU7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    800000 | PA      | $686244.58    | 0.02%             | 2030-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 04/51#MA7311                                                                           | CUSIP: 36179WDQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2311670 | PA      | $1858061.80   | 0.07%             | 2051-04-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 5.375% 09/27/2054                                                                     | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133036.58    | 0.00%             | 2054-09-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 08/01/2032#MA3090                                                                    | CUSIP: 31418CNG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84783 | PA      | $81885.87     | 0.00%             | 2032-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 09/47#MA4719                                                                         | CUSIP: 36179TG41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13362 | PA      | $12071.93     | 0.00%             | 2047-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                                                    | VONTIER CORP 1.8% 04/01/2026                                                                      | CUSIP: 928881AB7<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    180000 | PA      | $175524.91    | 0.01%             | 2026-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                | MERCK and CO INC 3.9% 03/07/2039                                                                  | CUSIP: 58933YAV7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85862.10     | 0.00%             | 2039-03-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                           | TIME WARNER CABLE LLC 5.875% 11/15/2040                                                           | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    360000 | PA      | $336669.20    | 0.01%             | 2040-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 1.125% 08/15/2040                                                     | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     76000 | PA      | $45677.19     | 0.00%             | 2040-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 11/51#MA7705                                                                         | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3023929 | PA      | $2535445.04   | 0.09%             | 2051-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                             | KIMBERLY-CLARK CORP 3.2% 04/25/2029                                                               | CUSIP: 494368BZ5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    260000 | PA      | $250769.88    | 0.01%             | 2029-04-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2048#CA2855                                                                  | CUSIP: 3140QAE55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62801 | PA      | $60089.31     | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II SARL                                                       | DH EUROPE FINANCE II SARL 2.6% 11/15/2029                                                         | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    320000 | PA      | $296431.18    | 0.01%             | 2029-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                | SOUTHERN COMPANY 3.7% 04/30/2030                                                                  | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143521.94    | 0.01%             | 2030-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5.5% 10/20/2052#MA8349                                                                    | CUSIP: 36179XH25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    444978 | PA      | $444709.24    | 0.02%             | 2052-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 01/20/2052#MA7827                                                                    | CUSIP: 36179WVU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    467241 | PA      | $391762.87    | 0.01%             | 2052-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 12/20/2049#MA6341                                                                    | CUSIP: 36179VBJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15916 | PA      | $15277.33     | 0.00%             | 2049-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 5.536%/VAR 01/28/2036                                               | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    800000 | PA      | $805673.17    | 0.03%             | 2036-01-28      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                           | APPLIED MATERIALS INC 1.75% 06/01/2030                                                            | CUSIP: 038222AN5<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    170000 | PA      | $149591.09    | 0.01%             | 2030-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                             | PRUDENTIAL FINL INC 3.935% 12/07/2049                                                             | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     70000 | PA      | $52184.05     | 0.00%             | 2049-12-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | AIR LEASE CORP 4.625% 10/01/2028                                                                  | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350175.32    | 0.01%             | 2028-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FUNDING INC                                                           | BLACKROCK FUNDING INC 5.35% 01/08/2055                                                            | CUSIP: 09290DAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $94989.06     | 0.00%             | 2055-01-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                           | COSTCO WHOLESALE CORP 1.375% 06/20/2027                                                           | CUSIP: 22160KAN5<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142190.69    | 0.01%             | 2027-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                 | ASTRAZENECA PLC 4% 09/18/2042                                                                     | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $182904.32    | 0.01%             | 2042-09-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                     | AMEREN CORP 3.5% 01/15/2031                                                                       | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    250000 | PA      | $233034.22    | 0.01%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 06/01/2054#SD7571                                                                  | CUSIP: 3132DVMU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1045659 | PA      | $1086855.44   | 0.04%             | 2054-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                             | VULCAN MATERIALS CO 4.7% 03/01/2048                                                               | CUSIP: 929160AY5<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    120000 | PA      | $101209.73    | 0.00%             | 2048-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                | GEORGIA POWER CO 4.95% 05/17/2033                                                                 | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    340000 | PA      | $337386.55    | 0.01%             | 2033-05-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 5.294%/VAR 07/22/2035                                                       | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    460000 | PA      | $459120.68    | 0.02%             | 2035-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP INC                                                   | PRINCIPAL FINL GROUP INC 2.125% 06/15/2030                                                        | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    160000 | PA      | $141005.70    | 0.00%             | 2030-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 4.6% 03/09/2026                                                                     | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1588488.23   | 0.06%             | 2026-03-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                               | EVERSOURCE ENERGY 4.75% 05/15/2026                                                                | CUSIP: 30040WAV0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    270000 | PA      | $270304.75    | 0.01%             | 2026-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                    | ING GROEP NV 3.95% 03/29/2027                                                                     | CUSIP: 456837AH6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $198041.75    | 0.01%             | 2027-03-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 6.125% 08/03/2065                                                                     | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    210000 | PA      | $203894.83    | 0.01%             | 2065-08-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 1.5% 11/01/2051#BQ6907                                                                  | CUSIP: 3140KSU96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    181494 | PA      | $134129.18    | 0.00%             | 2051-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 4.85% 11/15/2031                                                       | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401672.25    | 0.01%             | 2031-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 09/01/2033#MA3462                                                                  | CUSIP: 31418CZ49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45677 | PA      | $44413.92     | 0.00%             | 2033-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 04/01/2052#QE0777                                                                  | CUSIP: 3133B92J2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5715195 | PA      | $5072900.42   | 0.18%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                      | ARES STRATEGIC INCOME FUND 5.6% 02/15/2030                                                        | CUSIP: 04020EAD9<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    230000 | PA      | $226017.69    | 0.01%             | 2030-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MID AMERICA APTS LP                                                             | MID AMERICA APTS LP 2.875% 09/15/2051                                                             | CUSIP: 59523UAU1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     65000 | PA      | $39282.91     | 0.00%             | 2051-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 08/01/2045#AS5709                                                                    | CUSIP: 3138WFKX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1757657 | PA      | $1543480.28   | 0.05%             | 2045-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIBANK CR CARD ISSUANCE TR                                                    | CITIBANK CR CARD ISSUANCE TR 2007-A3 A3 6.15% 06/15/2039                                          | CUSIP: 17305EDT9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-CBDO         | CORP              | US        |    700000 | PA      | $761875.03    | 0.03%             | 2039-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY MN                                                                   | UNIV MINNESOTA 4.048% 4/1/2052                                                                    | CUSIP: 914460WT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $162798.13    | 0.01%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | GENERAL MOTORS CO 5.6% 10/15/2032                                                                 | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    360000 | PA      | $358253.85    | 0.01%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                 | CATERPILLAR INC 2.6% 04/09/2030                                                                   | CUSIP: 149123CH2<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    210000 | PA      | $194171.12    | 0.01%             | 2030-04-09      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                     | NUTRIEN LTD 5.4% 06/21/2034                                                                       | CUSIP: 67077MBD9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $298837.60    | 0.01%             | 2034-06-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 5.35% 02/15/2033                                                           | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100910.11    | 0.00%             | 2033-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                | CENTENE CORP 3.375% 02/15/2030                                                                    | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    400000 | PA      | $364559.88    | 0.01%             | 2030-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                    | AUTOZONE INC 5.165% 06/15/2030                                                                    | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172685.85    | 0.01%             | 2030-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AM PIPELN/PAA FIN C                                                  | PLAINS ALL AM PIPELN/PAA FIN C 3.8% 09/15/2030                                                    | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    760000 | PA      | $717649.82    | 0.03%             | 2030-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALBEMARL CORP                                                                   | ALBEMARLE CORP US 4.65% 06/01/2027                                                                | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158138.77    | 0.01%             | 2027-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 04/51#MA7312                                                                         | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    172165 | PA      | $144461.58    | 0.01%             | 2051-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                    | NEWMONT CORP 2.25% 10/01/2030                                                                     | CUSIP: 651639AY2<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    160000 | PA      | $143130.55    | 0.01%             | 2030-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO/THE                                                               | JM SMUCKER CO/THE 6.5% 11/15/2043                                                                 | CUSIP: 832696AY4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    270000 | PA      | $282237.57    | 0.01%             | 2043-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 06/01/2055 #TBA                                                                      | CUSIP: 21H052660<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -4675000 | PA      | $-4642936.98  | -0.16%            | 2055-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                       | UNITED PARCEL SERVICE INC 5.2% 04/01/2040                                                         | CUSIP: 911312BV7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95339.17     | 0.00%             | 2040-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4% 11/15/2042                                                         | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10370000 | PA      | $9285605.89   | 0.33%             | 2042-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALBERTA PROVINCE CDA                                                            | ALBERTA PROVINCE CDA 4.5% 01/24/2034                                                              | CUSIP: 013051ET0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    120000 | PA      | $118142.40    | 0.00%             | 2034-01-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MTR CR CO LLC 7.2% 06/10/2030                                                                | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    520000 | PA      | $539721.60    | 0.02%             | 2030-06-10      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                                                         | DEERE JOHN CAPITAL CORP 2.35% 03/08/2027                                                          | CUSIP: 24422EWD7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193814.71    | 0.01%             | 2027-03-08      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 3.4% 09/18/2029                                                             | CUSIP: 455780CK0<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    360000 | PA      | $345600.00    | 0.01%             | 2029-09-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.75% 04/30/2026                                                                        | CUSIP: 91282CBW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3206000 | PA      | $3108417.38   | 0.11%             | 2026-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2052#BX1265                                                                  | CUSIP: 3140N5MP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    310693 | PA      | $293971.72    | 0.01%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                         | ENTERGY MISSISSIPPI LLC 5.85% 06/01/2054                                                          | CUSIP: 29366WAE6<br>LEI: FKUZOUT82DOBGXFS6K20 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77979.21     | 0.00%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA 5.179% 11/19/2025                                                              | CUSIP: 05971KAA7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $400609.08    | 0.01%             | 2025-11-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.25% 08/15/2054                                                      | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17950000 | PA      | $16051226.56  | 0.57%             | 2054-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 11/01/2051#RA6235                                                                    | CUSIP: 3133KM4U6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1529882 | PA      | $1195692.03   | 0.04%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                         | DUKE ENERGY FLORIDA LLC 3.2% 01/15/2027                                                           | CUSIP: 26444HAC5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    240000 | PA      | $235760.72    | 0.01%             | 2027-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                               | TAMPA ELECTRIC CO 4.45% 06/15/2049                                                                | CUSIP: 875127BF8<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    140000 | PA      | $111698.35    | 0.00%             | 2049-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 01/01/2049#Q60864                                                                  | CUSIP: 3132VL6A0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     90379 | PA      | $86589.54     | 0.00%             | 2049-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 01/01/2033#ZS8682                                                                    | CUSIP: 3132A9UF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5400 | PA      | $5208.27      | 0.00%             | 2033-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 5.05% 03/15/2034                                                                       | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    560000 | PA      | $561626.33    | 0.02%             | 2034-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | NORFOLK SOUTHERN CORP 4.1% 05/15/2121                                                             | CUSIP: 655844CJ5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $134551.22    | 0.00%             | 2121-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                    | TAPESTRY INC 5.5% 03/11/2035                                                                      | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117704.80    | 0.00%             | 2035-03-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                        | TWDC ENTERPRISES 18 CORP 3% 07/30/2046                                                            | CUSIP: 25468PDN3<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    110000 | PA      | $72469.61     | 0.00%             | 2046-07-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC 3.4% 05/06/2030                                                                  | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93814.43     | 0.00%             | 2030-05-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.375% 05/15/2044                                                     | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    186000 | PA      | $149838.98    | 0.01%             | 2044-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                             | EMERA US FINANCE LP 4.75% 06/15/2046                                                              | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $80700.88     | 0.00%             | 2046-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                              | ANALOG DEVICES INC 2.1% 10/01/2031                                                                | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    380000 | PA      | $328408.11    | 0.01%             | 2031-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | MICRON TECHNOLOGY INC 5.65% 11/01/2032                                                            | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121941.50    | 0.00%             | 2032-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.5% 03/31/2027                                                                         | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2870000 | PA      | $2798025.80   | 0.10%             | 2027-03-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 12/01/2051#CB2321                                                                  | CUSIP: 3140QMSK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1492683 | PA      | $1228421.06   | 0.04%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 02/01/2051#BQ4495                                                                    | CUSIP: 3140KP7H0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77348 | PA      | $60548.53     | 0.00%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNMA II 4.5% 6/45#MA2894                                                                          | CUSIP: 36179RGB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     77118 | PA      | $75574.19     | 0.00%             | 2045-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE PWR CORP                                                             | OGLETHORPE PWR CORP 3.75% 08/01/2050                                                              | CUSIP: 677050AQ9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    100000 | PA      | $68267.93     | 0.00%             | 2050-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE CO OF CO                                                         | PUBLIC SERVICE CO OF CO 3.2% 03/01/2050                                                           | CUSIP: 744448CS8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    210000 | PA      | $135844.88    | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 11/20/2053#MA9304                                                                      | CUSIP: 36179YKR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    557458 | PA      | $542964.82    | 0.02%             | 2053-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 10/01/2050#RA3838                                                                    | CUSIP: 3133KKHP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    734048 | PA      | $632672.98    | 0.02%             | 2050-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 01/01/2036#                                                                          | CUSIP: 31418DVX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    313756 | PA      | $284804.36    | 0.01%             | 2036-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 09/01/2040#C03520                                                                  | CUSIP: 31292K4D6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10543 | PA      | $10078.59     | 0.00%             | 2040-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.125% 08/31/2028                                                                       | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5215000 | PA      | $4780077.14   | 0.17%             | 2028-08-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | CROWN CASTLE INC 1.35% 07/15/2025                                                                 | CUSIP: 22822VAS0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89604.66     | 0.00%             | 2025-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | FIFTH THIRD BANCORP 8.25% 03/01/2038                                                              | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     90000 | PA      | $105104.28    | 0.00%             | 2038-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE                                  | BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE 3.2% 02/15/2052                                    | CUSIP: 0778FPAH2<br>LEI: 549300O5ZKB2MUUSKB97 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $62435.67     | 0.00%             | 2052-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP 5.282% 04/02/2050                                                                | CUSIP: 05526DBQ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86115.45     | 0.00%             | 2050-04-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                                  | AMERICAN ELECTRIC POWER INC 3.25% 03/01/2050                                                      | CUSIP: 025537AP6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    174000 | PA      | $109926.82    | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 4.9% 02/06/2033                                                                       | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    260000 | PA      | $256438.36    | 0.01%             | 2033-02-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.484% 10/23/2045 | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $96231.90     | 0.00%             | 2045-10-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                    | TAPESTRY INC 5.1% 03/11/2030                                                                      | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119970.70    | 0.00%             | 2030-03-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                                         | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 4.95% 04/01/2033                                          | CUSIP: 15189XBB3<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    330000 | PA      | $326986.32    | 0.01%             | 2033-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                         | ASTRAZENECA FINANCE LLC 4.875% 03/03/2033                                                         | CUSIP: 04636NAH6<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    380000 | PA      | $381705.58    | 0.01%             | 2033-03-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 5.5% 05/15/2064                                                                      | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    450000 | PA      | $409136.62    | 0.01%             | 2064-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 2.75% 10/21/2051                                                                      | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    180000 | PA      | $109486.37    | 0.00%             | 2051-10-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                             | GLOBAL PAYMENTS INC 5.95% 08/15/2052                                                              | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92923.04     | 0.00%             | 2052-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | CROWN CASTLE INC 3.25% 01/15/2051                                                                 | CUSIP: 22822VAU5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    190000 | PA      | $119773.79    | 0.00%             | 2051-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                | ERP OPERATING LP 2.5% 02/15/2030                                                                  | CUSIP: 26884ABM4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    160000 | PA      | $145856.74    | 0.01%             | 2030-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                          | MARVELL TECHNOLOGY INC 2.45% 04/15/2028                                                           | CUSIP: 573874AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $113131.52    | 0.00%             | 2028-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 09/01/2051#SD8167                                                                  | CUSIP: 3132DWCC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1252113 | PA      | $1024963.18   | 0.04%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.3% 01/30/2032                                | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    160000 | PA      | $142073.29    | 0.01%             | 2032-01-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTL INC 3.125% 08/17/2027                                                          | CUSIP: 718172CB3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2293859.02   | 0.08%             | 2027-08-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 2.8% 04/01/2031   | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $87805.18     | 0.00%             | 2031-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 2.5% 06/03/2050                                                                    | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    780000 | PA      | $458628.39    | 0.02%             | 2050-06-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | KROGER CO 3.7% 08/01/2027                                                                         | CUSIP: 501044DJ7<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118344.26    | 0.00%             | 2027-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 07/01/2050#MA4077                                                                    | CUSIP: 31418DQ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    214346 | PA      | $168194.07    | 0.01%             | 2050-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2048#FM8096                                                                    | CUSIP: 3140XB7J3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    675876 | PA      | $606408.09    | 0.02%             | 2048-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2050#BO9347                                                                    | CUSIP: 3140K5L54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    627343 | PA      | $543253.10    | 0.02%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 08/01/2031#V61273                                                                  | CUSIP: 3132KFMW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11883 | PA      | $11404.25     | 0.00%             | 2031-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORP LLC                                             | EQUINIX EUROPE 2 FINANCING CORP LLC 5.5% 06/15/2034                                               | CUSIP: 29390XAA2<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |    310000 | PA      | $314491.24    | 0.01%             | 2034-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK and DECKER INC                                                    | STANLEY BLACK and DECKER INC 2.75% 11/15/2050                                                     | CUSIP: 854502AN1<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    151000 | PA      | $83193.33     | 0.00%             | 2050-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE CO                                                       | ARIZONA PUBLIC SERVICE CO 3.35% 05/15/2050                                                        | CUSIP: 040555DB7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $131456.75    | 0.00%             | 2050-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHASE ISSUANCE TR                                                               | CHASE ISSUANCE TR 5.08% 09/15/2030                                                                | CUSIP: 161571HU1<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $614523.18    | 0.02%             | 2030-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                     | HONEYWELL INTL INC 5% 03/01/2035                                                                  | CUSIP: 438516CS3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188490.97    | 0.01%             | 2035-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE CO                                                        | MOLSON COORS BEVERAGE CO 5% 05/01/2042                                                            | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178663.25    | 0.01%             | 2042-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 1.5% 04/20/2051#MA7310                                                                    | CUSIP: 36179WDP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     72109 | PA      | $55404.71     | 0.00%             | 2051-04-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 08/20/2053#MA9103                                                                      | CUSIP: 36179YDG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    723640 | PA      | $665676.61    | 0.02%             | 2053-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD BRH                                                             | UBS AG STAMFORD BRH 1.25% 08/07/2026                                                              | CUSIP: 22550L2G5<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $972874.68    | 0.03%             | 2026-08-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 5.2% 05/12/2026                                                                      | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    360000 | PA      | $360910.94    | 0.01%             | 2026-05-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                           | FLORIDA PWR and LT CO 5.3% 06/15/2034                                                             | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304762.72    | 0.01%             | 2034-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 01/01/2053#RA8524                                                                  | CUSIP: 3133KQPH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    160457 | PA      | $165625.63    | 0.01%             | 2053-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC 5.55% 10/15/2053                                                              | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95888.09     | 0.00%             | 2053-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 09/01/2049#FM3154                                                                    | CUSIP: 3140X6QG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109528 | PA      | $108102.97    | 0.00%             | 2049-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 09/01/2047#MA3120                                                                  | CUSIP: 31418CPE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    659880 | PA      | $596443.32    | 0.02%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SHERWIN WILLIAMS CO                                                             | SHERWIN WILLIAMS CO 3.8% 08/15/2049                                                               | CUSIP: 824348BK1<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     80000 | PA      | $57418.19     | 0.00%             | 2049-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 11/01/2036#QN8464                                                                    | CUSIP: 3133GFMM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    270970 | PA      | $245373.49    | 0.01%             | 2036-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOB SECURTZN CORP CALIF TOB SETTLEMENT REV                            | GOLDEN ST TOBAC 2.746% 6/1/2034                                                                   | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    112000 | PA      | $94215.27     | 0.00%             | 2034-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC 5.25% 09/01/2035                                                                      | CUSIP: 931142CB7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    645000 | PA      | $670935.84    | 0.02%             | 2035-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                        | NIKE INC 3.875% 11/01/2045                                                                        | CUSIP: 654106AE3<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    110000 | PA      | $84963.99     | 0.00%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PG and E WILDFIRE RECOVERY                                                      | PG and E WILDFIRE RECOVERY 5.212% 12/01/2049                                                      | CUSIP: 693342AJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $240144.63    | 0.01%             | 2049-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2054#MA5494                                                                    | CUSIP: 31418FC88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $917092.41    | 0.03%             | 2054-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | LOCKHEED MARTIN CORP 5.7% 11/15/2054                                                              | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98361.72     | 0.00%             | 2054-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                     | CENCORA INC 2.7% 03/15/2031                                                                       | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    170000 | PA      | $151667.89    | 0.01%             | 2031-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP 4.875% 10/15/2040                                                                        | CUSIP: 75513ECA7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    210000 | PA      | $193191.76    | 0.01%             | 2040-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                              | ATHENE HOLDING LTD 3.5% 01/15/2031                                                                | CUSIP: 04686JAC5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    220000 | PA      | $204081.62    | 0.01%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC                                                      | CITIZENS FINANCIAL GRP INC 5.718%/VAR 07/23/2032                                                  | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153129.11    | 0.01%             | 2032-07-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 11/01/2045#Q37467                                                                  | CUSIP: 3132QUJM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47362 | PA      | $43176.18     | 0.00%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2047#FM9305                                                                    | CUSIP: 3140XDKT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147847 | PA      | $131912.54    | 0.00%             | 2047-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                            | ENTERGY ARKANSAS LLC 3.35% 06/15/2052                                                             | CUSIP: 29366MAC2<br>LEI: KYX6QEFGFXUFFAWLGG05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64854.76     | 0.00%             | 2052-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 2.174% 01/14/2027                                                    | CUSIP: 86562MCM0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1010000 | PA      | $974457.60    | 0.03%             | 2027-01-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.75% 02/15/2045                                                                        | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17470000 | PA      | $17052357.81  | 0.60%             | 2045-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 07/47#G08769                                                                         | CUSIP: 3128MJ2B5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    152492 | PA      | $133133.01    | 0.00%             | 2047-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 2.55% 02/15/2031                                                                 | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    340000 | PA      | $301146.09    | 0.01%             | 2031-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 6.5% 02/01/2043#MA5016                                                                  | CUSIP: 31418ESE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    428535 | PA      | $441467.87    | 0.02%             | 2043-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                                      | HPS CORPORATE LENDING FUND 6.75% 01/30/2029                                                       | CUSIP: 40440VAF2<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61970.74     | 0.00%             | 2029-01-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                                            | BANK OF MONTREAL QUE 5.717% 09/25/2028                                                            | CUSIP: 06368LWU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    320000 | PA      | $331690.52    | 0.01%             | 2028-09-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | SIMON PROPERTY GROUP LP 2.65% 02/01/2032                                                          | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    130000 | PA      | $112871.08    | 0.00%             | 2032-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                           | ENTERGY LA LLC 4.2% 09/01/2048                                                                    | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $155226.05    | 0.01%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP OHIO                                                           | PROGRESSIVE CORP OHIO 3.2% 03/26/2030                                                             | CUSIP: 743315AW3<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    400000 | PA      | $379309.84    | 0.01%             | 2030-03-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                | GENUINE PARTS CO 1.875% 11/01/2030                                                                | CUSIP: 372460AA3<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    240000 | PA      | $204874.61    | 0.01%             | 2030-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 2.45% 02/15/2031 144A                                                                | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    160000 | PA      | $141461.34    | 0.00%             | 2031-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                  | BLACKSTONE PRIVATE CREDIT FUND 5.95% 07/16/2029                                                   | CUSIP: 09261HBN6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111013.48    | 0.00%             | 2029-07-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 2.25% 01/05/2032                                                                     | CUSIP: 191216DP2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    120000 | PA      | $105238.32    | 0.00%             | 2032-01-05      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                             | NOMURA HOLDINGS INC 2.679% 07/16/2030                                                             | CUSIP: 65535HAS8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    210000 | PA      | $188260.20    | 0.01%             | 2030-07-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | NORFOLK SOUTHERN CORP 5.35% 08/01/2054                                                            | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56042.37     | 0.00%             | 2054-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN TRANSN AUTH NY RV                                                  | NY MTA TRANSP 6.814% 11/15/40                                                                     | CUSIP: 59259YGF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $91308.35     | 0.00%             | 2040-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 10/01/2032#MA3155                                                                    | CUSIP: 31418CQH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3492 | PA      | $3370.77      | 0.00%             | 2032-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | MASTERCARD INC 4.85% 03/09/2033                                                                   | CUSIP: 57636QAX2<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160956.93    | 0.01%             | 2033-03-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 02/01/2053#BX7260                                                                  | CUSIP: 3140NCB65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    489939 | PA      | $507151.13    | 0.02%             | 2053-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 4.05% 08/22/2047                                                                   | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    228000 | PA      | $185580.30    | 0.01%             | 2047-08-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 03/01/2049#ZT1778                                                                  | CUSIP: 3132AD6P8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    192444 | PA      | $184134.47    | 0.01%             | 2049-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                                                | MA ST 5.456 12/01/39                                                                              | CUSIP: 57582PUE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $145083.11    | 0.01%             | 2039-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH CAROLINA INC                                              | DOMINION ENERGY SOUTH CAROLINA INC 5.3% 01/15/2035                                                | CUSIP: 25731VAC8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150478.57    | 0.01%             | 2035-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 3.5% 02/14/2050                                                             | CUSIP: 455780CR5<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $282000.00    | 0.01%             | 2050-02-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                | WILLIAMS COS INC 5.1% 09/15/2045                                                                  | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87523.84     | 0.00%             | 2045-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP 4.2% 03/15/2048                                                         | CUSIP: 674599CN3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    450000 | PA      | $299384.91    | 0.01%             | 2048-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                               | ARES CAPITAL CORP 7% 01/15/2027                                                                   | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92724.07     | 0.00%             | 2027-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL CORP                                                    | SOUTHERN CO GAS CAP 3.95% 10/01/2046                                                              | CUSIP: 8426EPAB4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    120000 | PA      | $89236.98     | 0.00%             | 2046-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP 7.375%/VAR 09/15/2055                                                                  | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111917.24    | 0.00%             | 2055-09-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                                            | WESTERN UN CO 2.75% 03/15/2031                                                                    | CUSIP: 959802BA6<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    110000 | PA      | $95504.23     | 0.00%             | 2031-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELEC and GAS CO                                                  | PUBLIC SERVICE ELEC and GAS CO 3.65% 09/01/2042                                                   | CUSIP: 74456QBA3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    130000 | PA      | $100064.76    | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                               | NATIONAL GRID PLC 5.809% 06/12/2033                                                               | CUSIP: 636274AE2<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $103237.47    | 0.00%             | 2033-06-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP 5.5% 02/15/2049                                                                           | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87848.95     | 0.00%             | 2049-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                     | TARGET CORP 3.375% 04/15/2029                                                                     | CUSIP: 87612EBH8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    310000 | PA      | $299920.61    | 0.01%             | 2029-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 3.375% 06/15/2046                                                                       | CUSIP: 097023BS3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    120000 | PA      | $78950.39     | 0.00%             | 2046-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP 4.5% 01/30/2026                                                        | CUSIP: 254709AP3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    208000 | PA      | $207711.31    | 0.01%             | 2026-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN BANK INTERNATIONAL COOPERATION                                            | JAPAN BANK INTL COOPERATION 4.875% 10/18/2028                                                     | CUSIP: 471048CY2<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | CORP              | JP        |    390000 | PA      | $399257.24    | 0.01%             | 2028-10-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 08/01/2048#ZS4794                                                                    | CUSIP: 3132A5KF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13282 | PA      | $13137.98     | 0.00%             | 2048-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 2.85% 08/05/2061                                                                        | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    490000 | PA      | $286768.54    | 0.01%             | 2061-08-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC 1.65% 10/01/2030                                                              | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    590000 | PA      | $509430.76    | 0.02%             | 2030-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                  | DEUTSCHE BANK AG NEW YORK BNCH 3.547%/VAR 09/18/2031                                              | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138225.89    | 0.00%             | 2031-09-18      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 12/01/2054#SD8493                                                                  | CUSIP: 3132DWNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    885271 | PA      | $876953.55    | 0.03%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MOODYS CORP                                                                     | MOODYS CORP 4.875% 12/17/2048                                                                     | CUSIP: 615369AQ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    120000 | PA      | $104638.15    | 0.00%             | 2048-12-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                           | INTERNATIONAL BK RECON and DEVEL 1.875% 10/27/2026                                                | CUSIP: 459058FT5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |    320000 | PA      | $310569.37    | 0.01%             | 2026-10-27      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC 4.3% 08/15/2029                                                                | CUSIP: 30303M8S4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200782.13    | 0.01%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2050#                                                                          | CUSIP: 31418DMJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    245896 | PA      | $211706.20    | 0.01%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERSTATE PWR and LT CO                                                        | INTERSTATE PWR and LT CO 4.1% 09/26/2028                                                          | CUSIP: 461070AP9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    260000 | PA      | $256382.11    | 0.01%             | 2028-09-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LEGG MASON INC                                                                  | LEGG MASON INC 5.625% 01/15/2044                                                                  | CUSIP: 524901AR6<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57750.67     | 0.00%             | 2044-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 1.5% 10/01/2041#RB5130                                                                  | CUSIP: 3133KYVX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    506326 | PA      | $414241.58    | 0.01%             | 2041-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 10/01/2053#QH2482                                                                  | CUSIP: 3133CEXK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47394 | PA      | $47096.52     | 0.00%             | 2053-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                           | FLORIDA PWR and LT CO 5.7% 03/15/2055                                                             | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98421.41     | 0.00%             | 2055-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SHERWIN WILLIAMS CO                                                             | SHERWIN WILLIAMS CO 3.45% 06/01/2027                                                              | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    210000 | PA      | $206107.40    | 0.01%             | 2027-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP OHIO                                                           | PROGRESSIVE CORP OHIO 2.5% 03/15/2027                                                             | CUSIP: 743315AY9<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    270000 | PA      | $261982.91    | 0.01%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                  | SALESFORCE INC 2.9% 07/15/2051                                                                    | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    600000 | PA      | $372756.28    | 0.01%             | 2051-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                             | PRUDENTIAL FINL INC 4.418% 03/27/2048                                                             | CUSIP: 74432QCD5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    260000 | PA      | $211779.92    | 0.01%             | 2048-03-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                            | APPALACHIAN POWER CO 4.5% 08/01/2032                                                              | CUSIP: 037735DA2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    140000 | PA      | $134196.29    | 0.00%             | 2032-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 07/01/2053#QG6949                                                                  | CUSIP: 3133C7WJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    391318 | PA      | $388375.59    | 0.01%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 5.088%/VAR 06/20/2030                                                                | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199228.90    | 0.01%             | 2030-06-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2047#BD2440                                                                  | CUSIP: 3140F9WA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19511 | PA      | $17690.25     | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 3.97%/VAR 03/05/2029                                                  | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    780000 | PA      | $766028.11    | 0.03%             | 2029-03-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 10YR 3.5% 04/01/2028#MA3345                                                                  | CUSIP: 31418CWF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18825 | PA      | $18586.64     | 0.00%             | 2028-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2020-L4                                                 | Morgan Stanley Capital I Trust 2.698% 02/15/2053                                                  | CUSIP: 61770KAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $136187.45    | 0.00%             | 2053-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP 6.183%/VAR 01/30/2036                                                  | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    220000 | PA      | $218361.68    | 0.01%             | 2036-01-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 05/01/2049#ZT1954                                                                    | CUSIP: 3132AEE36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15183 | PA      | $14956.76     | 0.00%             | 2049-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 4.35% 11/15/2047                                                          | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81342.78     | 0.00%             | 2047-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                          | EQUITABLE HOLDINGS INC 5% 04/20/2048                                                              | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    120000 | PA      | $102918.45    | 0.00%             | 2048-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                      | MASCO CORP 1.5% 02/15/2028                                                                        | CUSIP: 574599BS4<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92025.20     | 0.00%             | 2028-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | GENERAL MOTORS CO 5.4% 04/01/2048                                                                 | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     90000 | PA      | $75736.35     | 0.00%             | 2048-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                  | BURLINGTON NORTHN SANTA FE LLC 5.5% 03/15/2055                                                    | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $164511.16    | 0.01%             | 2055-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                  | PHILLIPS 66 CO 5.65% 06/15/2054                                                                   | CUSIP: 718547AW2<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    130000 | PA      | $117203.81    | 0.00%             | 2054-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                  | US BANCORP DEL 5.046%/VAR 02/12/2031                                                              | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251760.72    | 0.01%             | 2031-02-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/46#BC2310                                                                         | CUSIP: 3140EWR80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8957 | PA      | $8420.40      | 0.00%             | 2046-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                                  | AMERICAN ELECTRIC POWER INC 2.3% 03/01/2030                                                       | CUSIP: 025537AN1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    120000 | PA      | $107366.16    | 0.00%             | 2030-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 1.2% 07/08/2025                                                       | CUSIP: 02665WDL2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398615.04    | 0.01%             | 2025-07-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | STARBUCKS CORP 4.45% 08/15/2049                                                                   | CUSIP: 855244AU3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79747.90     | 0.00%             | 2049-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DALLAS TX AREA RAP TR SALE TAX                                                  | DALLAS TX DART 2.613% 12/1/2048                                                                   | CUSIP: 235241WM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $192371.31    | 0.01%             | 2048-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 02/01/2052#SD0902                                                                  | CUSIP: 3132DNAB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    767672 | PA      | $626247.44    | 0.02%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 08/20/2050#MA6822                                                                      | CUSIP: 36179VSK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    155930 | PA      | $144548.43    | 0.01%             | 2050-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                                                   | UNIVERSAL HEALTH SERVICES INC 2.65% 01/15/2032                                                    | CUSIP: 913903BA7<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    140000 | PA      | $116365.99    | 0.00%             | 2032-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 06/01/2053#BY6854                                                                    | CUSIP: 3140NPTL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    487275 | PA      | $473322.38    | 0.02%             | 2053-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 2.875% 08/15/2029                                                          | CUSIP: 91324PDS8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    360000 | PA      | $335832.03    | 0.01%             | 2029-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PROCTER and GAMBLE CO                                                           | PROCTER and GAMBLE CO 1.95% 04/23/2031                                                            | CUSIP: 742718FQ7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175671.18    | 0.01%             | 2031-04-23      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 12/01/2054#DC7688                                                                    | CUSIP: 3140AVRJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1578125 | PA      | $1530743.22   | 0.05%             | 2054-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 06/20/2049#MA5986                                                                      | CUSIP: 36179UUK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    149649 | PA      | $138726.27    | 0.00%             | 2049-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PORT AUTH NY and NJ                                                             | PORT NY NJ 4.96% 8/1/2046                                                                         | CUSIP: 73358WRP1<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     70000 | PA      | $65051.54     | 0.00%             | 2046-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2046#BA0399                                                                  | CUSIP: 3140E4NR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18297 | PA      | $16606.91     | 0.00%             | 2046-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LENDING FUND                                                 | BLACKSTONE SECURED LENDING FUND 5.35% 04/13/2028                                                  | CUSIP: 09261XAJ1<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    210000 | PA      | $210435.14    | 0.01%             | 2028-04-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2046#BD0975                                                                    | CUSIP: 3140F8CM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7507 | PA      | $7055.40      | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                           | GENERAL DYNAMICS CORP 4.25% 04/01/2050                                                            | CUSIP: 369550BJ6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24557.80     | 0.00%             | 2050-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 1.5% 06/01/2051#QC3317                                                                  | CUSIP: 3133AMVJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    443277 | PA      | $327593.95    | 0.01%             | 2051-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                  | OMEGA HEALTHCARE INVESTORS INC 3.375% 02/01/2031                                                  | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    110000 | PA      | $99244.79     | 0.00%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 5.65% 01/15/2053                                                                 | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    470000 | PA      | $444637.69    | 0.02%             | 2053-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                                  | AMERICAN ELECTRIC POWER INC 4.3% 12/01/2028                                                       | CUSIP: 025537AM3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    194000 | PA      | $192190.01    | 0.01%             | 2028-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 09/01/2051#FS6219                                                                  | CUSIP: 3140XM4D5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    314434 | PA      | $280767.00    | 0.01%             | 2051-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 05/01/2053#QG2062                                                                    | CUSIP: 3133C2JF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    406351 | PA      | $410922.16    | 0.01%             | 2053-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 09/01/2054#                                                                        | CUSIP: 3132DWMH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    997690 | PA      | $941672.26    | 0.03%             | 2054-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIEMAE 30YR 3% 03/01/2050#BP1369                                                               | CUSIP: 3140K8QX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20097 | PA      | $17403.12     | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 05/01/2054#MA5354                                                                    | CUSIP: 31418E5Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    536148 | PA      | $541768.62    | 0.02%             | 2054-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 5.5% 04/15/2064                                                            | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    320000 | PA      | $287426.89    | 0.01%             | 2064-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                          | DIAMONDBACK ENERGY INC 5.9% 04/18/2064                                                            | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    370000 | PA      | $331092.12    | 0.01%             | 2064-04-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                       | BANK NEW YORK MELLON CORP 1.9% 01/25/2029                                                         | CUSIP: 06406RAZ0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    245000 | PA      | $224768.28    | 0.01%             | 2029-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C17 COML MTG TR                                                      | CSAIL 2019-C17 COML MTG TR 2.7628% 09/15/2052                                                     | CUSIP: 12597BAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $185225.84    | 0.01%             | 2052-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.45% 10/01/2025                               | CUSIP: 00774MAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    300000 | PA      | $299623.05    | 0.01%             | 2025-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                   | MCKESSON CORP 5.1% 07/15/2033                                                                     | CUSIP: 581557BU8<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101220.11    | 0.00%             | 2033-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 2.85% 02/24/2026                                                                      | CUSIP: 713448DF2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247483.77    | 0.01%             | 2026-02-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | ROPER TECHNOLOGIES INC 4.9% 10/15/2034                                                            | CUSIP: 776696AJ5<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |    260000 | PA      | $252271.66    | 0.01%             | 2034-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                           | PFIZER INVESTMENT ENTERPRISES PTE LTD 5.34% 05/19/2063                                            | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    150000 | PA      | $134886.45    | 0.00%             | 2063-05-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                                                | LAZARD GROUP LLC 4.375% 03/11/2029                                                                | CUSIP: 52107QAK1<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107714.46    | 0.00%             | 2029-03-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                    | THERMO FISHER SCIENTIFIC INC 5.086% 08/10/2033                                                    | CUSIP: 883556CX8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121081.40    | 0.00%             | 2033-08-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARCHER DANIELS MIDLAND CO                                                       | ARCHER DANIELS MIDLAND CO 4.5% 03/15/2049                                                         | CUSIP: 039483BQ4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     90000 | PA      | $74486.01     | 0.00%             | 2049-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | FIFTH THIRD BANCORP 2.55% 05/05/2027                                                              | CUSIP: 316773DA5<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96249.07     | 0.00%             | 2027-05-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENTAL DEL URUGUAY                                                  | URUGUAY REPUBLICA ORIENTAL DL 4.975% 04/20/2055                                                   | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    462000 | PA      | $397320.00    | 0.01%             | 2055-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                                               | HORMEL FOODS CORP 1.8% 06/11/2030                                                                 | CUSIP: 440452AF7<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176344.51    | 0.01%             | 2030-06-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 01/01/2053#SD8289                                                                  | CUSIP: 3132DWF65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    749550 | PA      | $745319.21    | 0.03%             | 2053-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.375% 07/15/2027                                                                       | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14500000 | PA      | $14636471.10  | 0.52%             | 2027-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                        | WARNERMEDIA HOLDINGS INC 5.391% 03/15/2062                                                        | CUSIP: 55903VBF9<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    510000 | PA      | $328303.43    | 0.01%             | 2062-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                             | CONSTELLATION ENERGY GENERATION LLC 5.8% 03/01/2033                                               | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104047.80    | 0.00%             | 2033-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELEC and GAS CO                                                  | PUBLIC SERVICE ELEC and GAS CO 5.2% 08/01/2033                                                    | CUSIP: 74456QCN4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192287.34    | 0.01%             | 2033-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC.                                                          | TEXAS INSTRUMENTS INC 2.25% 09/04/2029                                                            | CUSIP: 882508BG8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    510000 | PA      | $469374.31    | 0.02%             | 2029-09-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 07/01/2054#MA5422                                                                  | CUSIP: 31418FAY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    312562 | PA      | $320944.97    | 0.01%             | 2054-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.25% 08/15/2031                                                                        | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3247000 | PA      | $2742192.97   | 0.10%             | 2031-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                               | CHILE REPUBLIC OF 3.24% 02/06/2028                                                                | CUSIP: 168863CF3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $193400.00    | 0.01%             | 2028-02-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 08/01/2037#SB0910                                                                    | CUSIP: 3132CXAK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    138076 | PA      | $124731.29    | 0.00%             | 2037-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                              | PANAMA REPUBLIC OF 3.87% 07/23/2060                                                               | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $107453.00    | 0.00%             | 2060-07-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                   | HEWLETT PACKARD ENTERPRISE CO VAR 10/15/2035                                                      | CUSIP: 42824CAX7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51969.17     | 0.00%             | 2035-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 0.8% 06/03/2025                                                                    | CUSIP: 023135BQ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129986.15    | 0.00%             | 2025-06-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FLORIDA ST BRD ADMIN FIN CORP REV                                               | FLORIDA ST BD 5.526% 7/1/2034                                                                     | CUSIP: 341271AH7<br>LEI: 5493004G5XFOOUT0LQ57 | Long             | DBT              | MUN               | US        |    300000 | PA      | $302761.32    | 0.01%             | 2034-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 5.65% 09/01/2034                                                                        | CUSIP: 29336TAE0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99328.22     | 0.00%             | 2034-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                          | MARVELL TECHNOLOGY INC 5.95% 09/15/2033                                                           | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $72291.97     | 0.00%             | 2033-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 01/20/2051#MA7135                                                                      | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2711140 | PA      | $2179145.84   | 0.08%             | 2051-01-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                             | ALEXANDRIA REAL EST EQUITS INC 4.85% 04/15/2049                                                   | CUSIP: 015271AQ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    140000 | PA      | $113149.74    | 0.00%             | 2049-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3% 08/15/2052                                                         | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7670000 | PA      | $5408248.85   | 0.19%             | 2052-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 7.15% 01/15/2051                                                                        | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157931.17    | 0.01%             | 2051-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                           | QUEST DIAGNOSTICS INC 2.95% 06/30/2030                                                            | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138296.53    | 0.00%             | 2030-06-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2022-B                                           | HYUNDAI AUTO RECEIVABLES TRUST 2022-B 3.72% 11/16/2026                                            | CUSIP: 44918MAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     97377 | PA      | $97205.95     | 0.00%             | 2026-11-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NATWEST GROUP PLC 7.472%/VAR 11/10/2026                                                           | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    330000 | PA      | $333790.03    | 0.01%             | 2026-11-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP 4.2% 10/29/2025                                                        | CUSIP: 14040HBJ3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99702.42     | 0.00%             | 2025-10-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC 4.15% 03/01/2047                                                              | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    112000 | PA      | $89563.01     | 0.00%             | 2047-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 6.25% 04/15/2049                                                               | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    130000 | PA      | $123779.24    | 0.00%             | 2049-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC DEL                                                      | BERKSHIRE HATHAWAY INC DEL 3.125% 03/15/2026                                                      | CUSIP: 084670BS6<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    222000 | PA      | $219963.92    | 0.01%             | 2026-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 04/20/2046#MA3597                                                                    | CUSIP: 36179R7J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     99552 | PA      | $90155.37     | 0.00%             | 2046-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTL INC 4.125% 03/04/2043                                                          | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    330000 | PA      | $269453.93    | 0.01%             | 2043-03-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 01/20/2048#MA4961                                                                      | CUSIP: 36179TQN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    607583 | PA      | $534917.37    | 0.02%             | 2048-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 2.5% 02/01/2033#ZS9005                                                                  | CUSIP: 3132AAAE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31450 | PA      | $29701.39     | 0.00%             | 2033-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.042%/VAR 07/19/2030                                                              | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111092.44    | 0.00%             | 2030-07-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                     | CORNING INC 5.35% 11/15/2048                                                                      | CUSIP: 219350BK0<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    400000 | PA      | $363325.36    | 0.01%             | 2048-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 4.271%/VAR 07/23/2029                                                 | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    360000 | PA      | $355953.33    | 0.01%             | 2029-07-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC 2.65% 09/15/2040                                                    | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    270000 | PA      | $191103.76    | 0.01%             | 2040-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 6.375% 07/24/2042                                                                  | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    528000 | PA      | $564886.62    | 0.02%             | 2042-07-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                            | DUKE ENERGY CORP NEW 6.1% 09/15/2053                                                              | CUSIP: 26441CCA1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49555.44     | 0.00%             | 2053-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP 2.7% 04/15/2031                                                               | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    360000 | PA      | $318640.87    | 0.01%             | 2031-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2043#AQ2928                                                                  | CUSIP: 3138MJHE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    474435 | PA      | $439289.28    | 0.02%             | 2043-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                             | NOMURA HOLDINGS INC 2.329% 01/22/2027                                                             | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    290000 | PA      | $278802.85    | 0.01%             | 2027-01-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 4.926% 05/15/2037 144A                                                               | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190560.36    | 0.01%             | 2037-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 10/01/2048#ZT0712                                                                    | CUSIP: 3132ACYH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40485 | PA      | $37695.04     | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY VA UNIV REVS                                                         | UNIV VA REV 2.584% 11/1/2051                                                                      | CUSIP: 915217XM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $122376.28    | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                      | ONCOR ELEC DELIVERY CO LLC 4.1% 11/15/2048                                                        | CUSIP: 68233JBG8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76478.56     | 0.00%             | 2048-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                                                               | NOVANT HEALTH INC 3.168% 11/01/2051                                                               | CUSIP: 66988AAH7<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |    110000 | PA      | $70211.62     | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2050#BK2255                                                                    | CUSIP: 3140HFQH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63367 | PA      | $54873.30     | 0.00%             | 2050-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 1.5% 11/20/2051#MA7703                                                                    | CUSIP: 36179WRY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    354253 | PA      | $272188.07    | 0.01%             | 2051-11-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP                                                                      | SYSCO CORP 3.3% 02/15/2050                                                                        | CUSIP: 871829BJ5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    260000 | PA      | $168648.35    | 0.01%             | 2050-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 01/20/2055#MB0147                                                                    | CUSIP: 3618N5EV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1637331 | PA      | $1627004.15   | 0.06%             | 2055-01-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                      | FEDEX CORP 4.95% 10/17/2048                                                                       | CUSIP: 31428XBS4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     80000 | PA      | $65393.81     | 0.00%             | 2048-10-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 2.58% 05/25/2032                                                   | CUSIP: 3137H7QH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2208535.00   | 0.08%             | 2032-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTEGRIS BAPTIST MEDICAL CENTER INC                                             | INTEGRIS BAPTIST MEDICAL CENTER INC 3.875% 08/15/2050                                             | CUSIP: 45834QAA7<br>LEI: 549300S00ZKDLJSB3927 | Long             | DBT              | CORP              | US        |    104000 | PA      | $72313.16     | 0.00%             | 2050-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| S and P GLOBAL INC                                                              | S and P GLOBAL INC 4.25% 05/01/2029                                                               | CUSIP: 78409VBG8<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109331.99    | 0.00%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | ASIAN DEVELOPMENT BANK 2.5% 11/02/2027                                                            | CUSIP: 045167EE9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |     20000 | PA      | $19349.62     | 0.00%             | 2027-11-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 06/01/2031#G18604                                                                  | CUSIP: 3128MMU68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4061 | PA      | $3899.49      | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATIONAL RAILWAY CO                                                    | CANADIAN NATIONAL RAILWAY CO 3.65% 02/03/2048                                                     | CUSIP: 136375CP5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $74476.76     | 0.00%             | 2048-02-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 2.5% 06/01/2040                                                                      | CUSIP: 191216CW8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    260000 | PA      | $184280.75    | 0.01%             | 2040-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 07/01/2048#FM1319                                                                  | CUSIP: 3140X4PD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109480 | PA      | $104889.27    | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                     | NVIDIA CORP 3.5% 04/01/2050                                                                       | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    277000 | PA      | $203283.07    | 0.01%             | 2050-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                            | COLGATE-PALMOLIVE CO 3.25% 08/15/2032                                                             | CUSIP: 194162AP8<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    130000 | PA      | $119252.84    | 0.00%             | 2032-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP 5.146%/VAR 02/28/2036                                                           | CUSIP: 857477CX9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    270000 | PA      | $268510.23    | 0.01%             | 2036-02-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 3.75% 02/01/2050                                                                        | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    360000 | PA      | $246635.26    | 0.01%             | 2050-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                             | KIMBERLY-CLARK CORP 1.05% 09/15/2027                                                              | CUSIP: 494368CC5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    184000 | PA      | $171754.67    | 0.01%             | 2027-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 08/01/2031#BD4457                                                                  | CUSIP: 3140FB5T3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54262 | PA      | $52016.89     | 0.00%             | 2031-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | STARBUCKS CORP 3.5% 11/15/2050                                                                    | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    110000 | PA      | $73984.37     | 0.00%             | 2050-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MTR CR CO LLC 7.122% 11/07/2033                                                              | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213331.52    | 0.01%             | 2033-11-07      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP 4.39% 08/15/2037                                                                 | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    470000 | PA      | $413461.93    | 0.01%             | 2037-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 05/01/2049#ZA6945                                                                    | CUSIP: 31329QWE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    300556 | PA      | $279089.40    | 0.01%             | 2049-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELEC and GAS CO                                                  | PUBLIC SERVICE ELEC and GAS CO 2.45% 01/15/2030                                                   | CUSIP: 74456QCB0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73155.16     | 0.00%             | 2030-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 12/01/2036#MA4496                                                                  | CUSIP: 31418D7J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    375000 | PA      | $329342.28    | 0.01%             | 2036-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO 5.75% 04/15/2054                                                    | CUSIP: 842400JD6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    170000 | PA      | $149335.68    | 0.01%             | 2054-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 4.3% 05/10/2033                                                                         | CUSIP: 037833EV8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993468.40    | 0.04%             | 2033-05-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 2.02% 03/25/2031                                                   | CUSIP: 3137FYUJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    540000 | PA      | $475600.52    | 0.02%             | 2031-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/01/2046#BD3861                                                                    | CUSIP: 3140FBJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7408 | PA      | $6958.06      | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 06/01/2052#                                                                        | CUSIP: 31418ED72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1160956 | PA      | $1031571.78   | 0.04%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                           | PFIZER INVESTMENT ENTERPRISES PTE LTD 4.45% 05/19/2026                                            | CUSIP: 716973AB8<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1590000 | PA      | $1591013.53   | 0.06%             | 2026-05-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 6.1% 04/01/2064                                                                           | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94463.52     | 0.00%             | 2064-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                              | POLAND REPUBLIC OF 5.125% 09/18/2034                                                              | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    300000 | PA      | $296775.00    | 0.01%             | 2034-09-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                             | CONSTELLATION ENERGY GENERATION LLC 6.5% 10/01/2053                                               | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    230000 | PA      | $240770.20    | 0.01%             | 2053-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 4.3% 05/14/2036                                                                        | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23132.65     | 0.00%             | 2036-05-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATIONAL RAILWAY CO                                                    | CANADIAN NATIONAL RAILWAY CO 4.45% 01/20/2049                                                     | CUSIP: 136375CV2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $42062.62     | 0.00%             | 2049-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 01/37#MA4516                                                                         | CUSIP: 31418EAS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1228969 | PA      | $1110572.47   | 0.04%             | 2037-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | KROGER CO 7.5% 04/01/2031                                                                         | CUSIP: 501044BZ3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    110000 | PA      | $124608.35    | 0.00%             | 2031-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 04/01/2037#BQ7476                                                                    | CUSIP: 3140KTJW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20578 | PA      | $18582.78     | 0.00%             | 2037-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN                       | TARGA RES P LP/TARGA RES P FIN 4% 01/15/2032                                                      | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $420632.04    | 0.01%             | 2032-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-1                                 | CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-1 4.87% 02/15/2028                                  | CUSIP: 14043KAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     88380 | PA      | $88539.01     | 0.00%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B9 MTG TR                                                        | BENCHMARK 2019-B9 MTG TR 4.0156% 03/15/2052                                                       | CUSIP: 08160JAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $154406.85    | 0.01%             | 2052-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 11/15/2027                                                                       | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21290000 | PA      | $21408093.08  | 0.76%             | 2027-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 11/01/2048#ZN1349                                                                  | CUSIP: 3131Y7QA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    239753 | PA      | $229401.05    | 0.01%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY MI UNIV REVS                                                         | UNIV MICH REVS 4.454% 4/1/2122                                                                    | CUSIP: 914455UJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $137907.86    | 0.00%             | 2122-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 1.5% 12/01/2050#CA8090                                                                  | CUSIP: 3140QF7C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2127596 | PA      | $1573683.72   | 0.06%             | 2050-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 12/01/2052#BX2469                                                                  | CUSIP: 3140N6W73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70319 | PA      | $69763.75     | 0.00%             | 2052-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 5.85% 11/01/2064                                                                        | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44761.70     | 0.00%             | 2064-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 01/15/2028                                                                        | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15030000 | PA      | $15167383.52  | 0.54%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                             | CARDINAL HEALTH INC 5.75% 11/15/2054                                                              | CUSIP: 14149YBT4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    210000 | PA      | $200065.09    | 0.01%             | 2054-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5% 04/20/2053#MA8800                                                                      | CUSIP: 36179XX50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1104960 | PA      | $1077354.96   | 0.04%             | 2053-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP 3.8% 01/31/2028                                                        | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    438000 | PA      | $429395.39    | 0.02%             | 2028-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC                                                        | FERGUSON ENTERPRISES INC 5% 10/03/2034                                                            | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96265.93     | 0.00%             | 2034-10-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                            | SHELL FINANCE US INC 3.75% 09/12/2046                                                             | CUSIP: 822905AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    106000 | PA      | $79385.89     | 0.00%             | 2046-09-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 1.5% 11/01/2050#CA7696                                                                  | CUSIP: 3140QFRS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    136100 | PA      | $100666.61    | 0.00%             | 2050-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELEC and GAS CO                                                  | PUBLIC SERVICE ELEC and GAS CO 5.45% 08/01/2053                                                   | CUSIP: 74456QCP9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    170000 | PA      | $161474.49    | 0.01%             | 2053-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 06/01/2050#MA4056                                                                    | CUSIP: 31418DQJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    194516 | PA      | $180318.74    | 0.01%             | 2050-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                                   | BLACKROCK INC 4.75% 05/25/2033                                                                    | CUSIP: 09247XAT8<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80113.90     | 0.00%             | 2033-05-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | EDISON INTERNATIONAL 4.125% 03/15/2028                                                            | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    320000 | PA      | $307760.13    | 0.01%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 05/20/2051#MA7369                                                                    | CUSIP: 36179WFJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1279001 | PA      | $1147087.87   | 0.04%             | 2051-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.5% 08/15/2026                                                                         | CUSIP: 9128282A7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    283000 | PA      | $274487.89    | 0.01%             | 2026-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                               | EOG RESOURCES INC 5.65% 12/01/2054                                                                | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75718.58     | 0.00%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                | GEORGIA POWER CO 5.25% 03/15/2034                                                                 | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100536.41    | 0.00%             | 2034-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 5.15% 03/15/2042                                                                     | CUSIP: 00206RDH2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    236000 | PA      | $214243.73    | 0.01%             | 2042-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 4.6% 09/09/2032                                                                    | CUSIP: 58013MFS8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    210000 | PA      | $208016.79    | 0.01%             | 2032-09-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 2.4% 08/20/2050                                                                         | CUSIP: 037833DZ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    330000 | PA      | $190567.77    | 0.01%             | 2050-08-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                             | CARRIER GLOBAL CORP 5.9% 03/15/2034                                                               | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    521000 | PA      | $547392.84    | 0.02%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 5% 05/15/2045                                                         | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1540000 | PA      | $1555640.63   | 0.05%             | 2045-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                           | APPLIED MATERIALS INC 3.3% 04/01/2027                                                             | CUSIP: 038222AL9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    190000 | PA      | $187131.10    | 0.01%             | 2027-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                      | FISERV INC 4.4% 07/01/2049                                                                        | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    310000 | PA      | $243335.67    | 0.01%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                       | HESS CORP 7.125% 03/15/2033                                                                       | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    170000 | PA      | $189464.68    | 0.01%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                       | L3HARRIS TECHNOLOGIES INC 5.5% 08/15/2054                                                         | CUSIP: 502431AV1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     90000 | PA      | $84617.97     | 0.00%             | 2054-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MIDMICHIGAN HEALTH                                                              | MIDMICHIGAN HEALTH 3.409% 06/01/2050                                                              | CUSIP: 597861AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $28023.76     | 0.00%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GLP CAP LP / GLP FING II INC                                                    | GLP CAP LP / GLP FING II INC 5.625% 09/15/2034                                                    | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $341409.36    | 0.01%             | 2034-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY CTY MUN WTR FIN AU                                                  | NEW YORK CITY NY MUN WTR FIN AUTH W and S 6.011% 06/15/42                                         | CUSIP: 64972FL20<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $284467.62    | 0.01%             | 2042-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.625% 09/15/2026                                                                       | CUSIP: 91282CHY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6990000 | PA      | $7038329.28   | 0.25%             | 2026-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INVESCO FIN PLC                                                                 | INVESCO FIN PLC 3.75% 01/15/2026                                                                  | CUSIP: 46132FAD2<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |    240000 | PA      | $238700.84    | 0.01%             | 2026-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 11/01/2037#QO1063                                                                  | CUSIP: 3133WKFC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     72753 | PA      | $67171.70     | 0.00%             | 2037-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENTAL DEL URUGUAY                                                  | URUGUAY REPUBLICA ORIENTAL DL 4.375% 01/23/2031                                                   | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    270000 | PA      | $266760.00    | 0.01%             | 2031-01-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTL INC 4.25% 11/10/2044                                                           | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $90863.50     | 0.00%             | 2044-11-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 05/01/2055#SD8533                                                                  | CUSIP: 3132DWPS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1475000 | PA      | $1461602.91   | 0.05%             | 2055-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 2.95% 02/01/2030                                                                        | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    220000 | PA      | $201816.45    | 0.01%             | 2030-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                                                    | VERALTO CORP 5.45% 09/18/2033                                                                     | CUSIP: 92338CAF0<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111664.93    | 0.00%             | 2033-09-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP INC                                                   | PRINCIPAL FINL GROUP INC 5.375% 03/15/2033                                                        | CUSIP: 74251VAT9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111530.47    | 0.00%             | 2033-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 08/20/2050#MA6820                                                                      | CUSIP: 36179VSH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    423928 | PA      | $370444.89    | 0.01%             | 2050-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN UNIVERSITY DC                                                          | AMERICAN UNIVERSITY DC 3.672% 04/01/2049                                                          | CUSIP: 030360AD3<br>LEI: 549300ZMGVN6I2E7LS27 | Long             | DBT              | CORP              | US        |    200000 | PA      | $147060.86    | 0.01%             | 2049-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 4.15% 11/15/2030                                                                     | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243756.26    | 0.01%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 09/01/2032#FM3022                                                                  | CUSIP: 3140X6LC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7407 | PA      | $7342.17      | 0.00%             | 2032-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 11/01/2052#MA4806                                                                    | CUSIP: 31418EKU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1150632 | PA      | $1119932.81   | 0.04%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                             | SYNCHRONY FINANCIAL 5.15% 03/19/2029                                                              | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    109000 | PA      | $108109.84    | 0.00%             | 2029-03-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 4.15% 08/05/2032                                                                       | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102290.34    | 0.00%             | 2032-08-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 07/01/2049#MA3694                                                                  | CUSIP: 31418DC83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57386 | PA      | $54890.35     | 0.00%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                 | CATERPILLAR INC 3.803% 08/15/2042                                                                 | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161722.51    | 0.01%             | 2042-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 4.75% 12/07/2046                                                           | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    508000 | PA      | $420302.55    | 0.01%             | 2046-12-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL INC                                                     | GLAXOSMITHKLINE CAPITAL INC 6.375% 05/15/2038                                                     | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    331000 | PA      | $360653.89    | 0.01%             | 2038-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                    | STRYKER CORP 1.95% 06/15/2030                                                                     | CUSIP: 863667AY7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88198.18     | 0.00%             | 2030-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 4.43% 02/25/2033                                                   | CUSIP: 3137HA2B1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1400000 | PA      | $1381588.46   | 0.05%             | 2033-02-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 06/20/2050#MA6709                                                                    | CUSIP: 36179VN22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    260666 | PA      | $218720.96    | 0.01%             | 2050-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 2.75% 01/15/2030                                                     | CUSIP: 86562MBW9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $183806.37    | 0.01%             | 2030-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LTD                                                               | VALE OVERSEAS LTD 6.4% 06/28/2054                                                                 | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    150000 | PA      | $142842.00    | 0.01%             | 2054-06-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DAYTON POWER and LIGHT CO.                                                      | DAYTON POWER and LIGHT CO. 3.95% 06/15/2049                                                       | CUSIP: 240019BV0<br>LEI: 1ELKY8G44MKGCQWG6864 | Long             | DBT              | CORP              | US        |     55000 | PA      | $39459.72     | 0.00%             | 2049-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 12/01/2051#SD0820                                                                    | CUSIP: 3132DM4D4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    619653 | PA      | $528363.94    | 0.02%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                               | KOREA REPUBLIC OF 2.75% 01/19/2027                                                                | CUSIP: 50064FAM6<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    570000 | PA      | $556340.44    | 0.02%             | 2027-01-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                | WELLTOWER OP LLC 2.05% 01/15/2029                                                                 | CUSIP: 95040QAN4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    390000 | PA      | $358098.81    | 0.01%             | 2029-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DEERE and CO                                                                    | DEERE and CO 5.7% 01/19/2055                                                                      | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251678.13    | 0.01%             | 2055-01-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                    | NEWMONT CORP 5.45% 06/09/2044                                                                     | CUSIP: 651639AV8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95097.58     | 0.00%             | 2044-06-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                      | MONDELEZ INTL INC 2.75% 04/13/2030                                                                | CUSIP: 609207AT2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    190000 | PA      | $174559.35    | 0.01%             | 2030-04-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAP CORP                                                         | AMER WATER CAP CORP 2.3% 06/01/2031                                                               | CUSIP: 03040WAY1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    220000 | PA      | $191173.80    | 0.01%             | 2031-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 5.14%/VAR 01/24/2031                                                        | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1523280.65   | 0.05%             | 2031-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                               | CHILE REPUBLIC OF 4.95% 01/05/2036                                                                | CUSIP: 168863DZ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    290000 | PA      | $280430.00    | 0.01%             | 2036-01-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | EUROPEAN INVESTMENT BANK 0.875% 05/17/2030                                                        | CUSIP: 298785JE7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |     80000 | PA      | $68782.56     | 0.00%             | 2030-05-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 4% 11/15/2047                                                                         | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    388000 | PA      | $288025.43    | 0.01%             | 2047-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA 6.921% 08/08/2033                                                              | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $213404.72    | 0.01%             | 2033-08-08      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | KROGER CO 4.65% 01/15/2048                                                                        | CUSIP: 501044DK4<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41081.38     | 0.00%             | 2048-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                               | CIGNA GROUP (THE) 5.6% 02/15/2054                                                                 | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231218.96    | 0.01%             | 2054-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEV BANK                                                         | INTER AMERICAN DEV BANK 4.5% 09/13/2033                                                           | CUSIP: 4581X0EL8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |    270000 | PA      | $272274.54    | 0.01%             | 2033-09-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PPL ELEC UTILS CORP                                                             | PPL ELEC UTILS CORP 5% 05/15/2033                                                                 | CUSIP: 69351UBA0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100018.78    | 0.00%             | 2033-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 5.012% 04/15/2049                                                      | CUSIP: 92343VDS0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    146000 | PA      | $131375.51    | 0.00%             | 2049-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 6.8% 06/01/2038                                                                 | CUSIP: 404280AJ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $108509.14    | 0.00%             | 2038-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                               | EVERSOURCE ENERGY 5.45% 03/01/2028                                                                | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255494.77    | 0.01%             | 2028-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                | ELI LILLY and CO 5.5% 02/12/2055                                                                  | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97820.15     | 0.00%             | 2055-02-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                  | VIRGINIA ELECTRIC AND POWER CO 5.3% 08/15/2033                                                    | CUSIP: 927804GM0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    240000 | PA      | $240445.73    | 0.01%             | 2033-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 12/01/2052#SD2080                                                                    | CUSIP: 3132DPJZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    714636 | PA      | $656056.80    | 0.02%             | 2052-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                             | KIMCO REALTY OP LLC 4.6% 02/01/2033                                                               | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115961.33    | 0.00%             | 2033-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN INC                                                              | BROOKFIELD FIN INC 2.724% 04/15/2031                                                              | CUSIP: 11271LAH5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    330000 | PA      | $293270.72    | 0.01%             | 2031-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 3.55% 09/15/2055                                                                     | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    723000 | PA      | $477962.34    | 0.02%             | 2055-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 07/31/2029                                                                           | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4650000 | PA      | $4662272.75   | 0.16%             | 2029-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                                                    | LINDE INC/CT 3.2% 01/30/2026                                                                      | CUSIP: 74005PBQ6<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    230000 | PA      | $228128.11    | 0.01%             | 2026-01-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA PITTSBURGH PA                                                       | PNC BANK NA PITTSBURGH PA 3.1% 10/25/2027                                                         | CUSIP: 69353RFG8<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    310000 | PA      | $301281.89    | 0.01%             | 2027-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 3.7% 08/15/2049                                                            | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     90000 | PA      | $63144.55     | 0.00%             | 2049-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                     | HONEYWELL INTL INC 2.5% 11/01/2026                                                                | CUSIP: 438516BL9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    580000 | PA      | $564886.45    | 0.02%             | 2026-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP NEW                                                                | CHEVRON CORP NEW 3.078% 05/11/2050                                                                | CUSIP: 166764CA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $45601.15     | 0.00%             | 2050-05-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 3.05% 01/14/2042                                                     | CUSIP: 86562MCQ1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    260000 | PA      | $188696.12    | 0.01%             | 2042-01-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                         | PHILIPPINES REPUBLIC OF 6.375% 10/23/2034                                                         | CUSIP: 718286BG1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    130000 | PA      | $141570.00    | 0.00%             | 2034-10-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 05/20/2050#MA6658                                                                      | CUSIP: 36179VMF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    260388 | PA      | $241382.05    | 0.01%             | 2050-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.85% 04/01/2061  | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $246531.20    | 0.01%             | 2061-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 12/01/2051#BT9513                                                                  | CUSIP: 3140LYSB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    488915 | PA      | $398844.30    | 0.01%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                | EXXON MOBIL CORP 2.995% 08/16/2039                                                                | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    450000 | PA      | $344592.84    | 0.01%             | 2039-08-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 5.25% 03/01/2026                                                         | CUSIP: 37045XBG0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170192.93    | 0.01%             | 2026-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2048#MA3537                                                                  | CUSIP: 31418C4X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46904 | PA      | $44878.90     | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 06/01/2046#BD3862                                                                    | CUSIP: 3140FBJG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5467 | PA      | $5134.29      | 0.00%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 5.606% 01/15/2044                                                          | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    360000 | PA      | $338601.28    | 0.01%             | 2044-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                                    | GALLAGHER (ARTHUR J.) and CO 3.5% 05/20/2051                                                      | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    340000 | PA      | $228858.04    | 0.01%             | 2051-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                            | DUKE ENERGY CORP NEW 3.3% 06/15/2041                                                              | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    515000 | PA      | $374951.94    | 0.01%             | 2041-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                           | TIME WARNER CABLE LLC 6.55% 05/01/2037                                                            | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100664.85    | 0.00%             | 2037-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMEREN ILL CO                                                                   | AMEREN ILL CO 5.55% 07/01/2054                                                                    | CUSIP: 02361DBB5<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    160000 | PA      | $152206.84    | 0.01%             | 2054-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 03/01/2050#MA4002                                                                    | CUSIP: 31418DNU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148887 | PA      | $116921.92    | 0.00%             | 2050-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 2.206%/VAR 08/17/2029                                                           | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $506897.39    | 0.02%             | 2029-08-17      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION NEW                                                        | AMPHENOL CORPORATION NEW 5.25% 04/05/2034                                                         | CUSIP: 032095AQ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182127.40    | 0.01%             | 2034-04-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                                 | FOX CORP 4.709% 01/25/2029                                                                        | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    220000 | PA      | $220523.16    | 0.01%             | 2029-01-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 6.298% 05/01/2029                                                                       | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    320000 | PA      | $336572.86    | 0.01%             | 2029-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 3.702%/VAR 05/06/2030                                                       | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    240000 | PA      | $231686.16    | 0.01%             | 2030-05-06      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                  | CANADIAN NATL RESOURCES LTD 4.95% 06/01/2047                                                      | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $171008.19    | 0.01%             | 2047-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FIN CORP                                                              | BUNGE LTD FIN CORP 4.2% 09/17/2029                                                                | CUSIP: 120568BE9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98681.86     | 0.00%             | 2029-09-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 02/01/2048#MA3275                                                                    | CUSIP: 31418CT95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38059 | PA      | $33124.27     | 0.00%             | 2048-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.995%/VAR 07/22/2030                                                       | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151400.52    | 0.01%             | 2030-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | METLIFE INC 4.55% 03/23/2030                                                                      | CUSIP: 59156RBZ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110722.97    | 0.00%             | 2030-03-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.625% 09/30/2028                                                                       | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3820000 | PA      | $3907889.83   | 0.14%             | 2028-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRINITY HEALTH CORP                                                             | TRINITY HEALTH CORP 2.632% 12/01/2040                                                             | CUSIP: 896517AB5<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34678.30     | 0.00%             | 2040-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                         | SANTANDER HLDGS USA INC 5.741%/VAR 03/20/2031                                                     | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151557.07    | 0.01%             | 2031-03-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 02/01/2036#SB8089                                                                    | CUSIP: 3132D57A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    801387 | PA      | $725685.08    | 0.03%             | 2036-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 03/01/2028#ZK5173                                                                    | CUSIP: 3131X8XA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    155355 | PA      | $151083.18    | 0.01%             | 2028-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 01/01/2052#SD4401                                                                  | CUSIP: 3132E03J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    307890 | PA      | $253573.99    | 0.01%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 08/01/2032#ZS7804                                                                  | CUSIP: 3132A8U56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25389 | PA      | $24229.24     | 0.00%             | 2032-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 4.45% 09/01/2049                                                                        | CUSIP: 682680AZ6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $110960.53    | 0.00%             | 2049-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.375% 05/15/2029                                                                       | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    473000 | PA      | $446560.04    | 0.02%             | 2029-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 2.908%/VAR 07/21/2042                                               | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    470000 | PA      | $326806.52    | 0.01%             | 2042-07-21      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                           | QUEST DIAGNOSTICS INC 2.8% 06/30/2031                                                             | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179044.09    | 0.01%             | 2031-06-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                | SOUTHERN COMPANY 4%/VAR 01/15/2051                                                                | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    340000 | PA      | $337046.58    | 0.01%             | 2051-01-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 6.125% 07/08/2039                                                                     | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    114000 | PA      | $117004.25    | 0.00%             | 2039-07-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAPTIST HEALTHCARE SYSTEM OBLIGATED GROUP                                       | BAPTIST HEALTHCARE SYSTEM OBLIGATED GROUP 3.54% 08/15/2050                                        | CUSIP: 06684QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $83911.96     | 0.00%             | 2050-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 07/01/2047#FM3371                                                                  | CUSIP: 3140X6W98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73836 | PA      | $72631.28     | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.375% 01/31/2032                                                                       | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4670000 | PA      | $4730564.06   | 0.17%             | 2032-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO/THE                                                               | JM SMUCKER CO/THE 4.25% 03/15/2035                                                                | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182052.92    | 0.01%             | 2035-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 3.875% 02/01/2055                                                              | CUSIP: 907818EC8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     80000 | PA      | $58098.20     | 0.00%             | 2055-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                | ISRAEL STATE OF 3.25% 01/17/2028                                                                  | CUSIP: 46513YJH2<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    760000 | PA      | $728525.36    | 0.03%             | 2028-01-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                        | TELEFONICA EMISIONES SAU 4.895% 03/06/2048                                                        | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    270000 | PA      | $221570.14    | 0.01%             | 2048-03-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 09/01/2053#SD7565                                                                  | CUSIP: 3132DVMN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    825875 | PA      | $827149.05    | 0.03%             | 2053-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.375% 04/01/2038 | CUSIP: 161175BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $101362.57    | 0.00%             | 2038-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                        | TELEFONICA EMISIONES SAU 4.103% 03/08/2027                                                        | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    300000 | PA      | $297822.26    | 0.01%             | 2027-03-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 03/20/2048#MA5078                                                                      | CUSIP: 36179TUB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    148693 | PA      | $138351.26    | 0.00%             | 2048-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 4.35% 01/11/2048                                                            | CUSIP: 455780CE4<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    250000 | PA      | $204750.00    | 0.01%             | 2048-01-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 1.95% 05/15/2030                                                                  | CUSIP: 459200KJ9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88186.49     | 0.00%             | 2030-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                           | MIDAMERICAN ENERGY CO 5.8% 10/15/2036                                                             | CUSIP: 59562EAH8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114996.62    | 0.00%             | 2036-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                                                 | DOLLAR TREE INC 4.2% 05/15/2028                                                                   | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    160000 | PA      | $157388.76    | 0.01%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                    | AUTOZONE INC 3.75% 04/18/2029                                                                     | CUSIP: 053332AW2<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    210000 | PA      | $203925.02    | 0.01%             | 2029-04-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 3.35% 02/09/2027                                                                        | CUSIP: 037833CJ7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    240000 | PA      | $237215.11    | 0.01%             | 2027-02-09      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                             | SCHWAB CHARLES CORP 6.196%/VAR 11/17/2029                                                         | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    220000 | PA      | $232603.48    | 0.01%             | 2029-11-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP 5.55% 10/01/2034                                                        | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    320000 | PA      | $302468.48    | 0.01%             | 2034-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 2.393%/VAR 06/02/2028                                                      | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    220000 | PA      | $210560.95    | 0.01%             | 2028-06-02      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC 4.95% 05/15/2033                                                               | CUSIP: 30303M8N5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    290000 | PA      | $293145.10    | 0.01%             | 2033-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 8.5%/VAR 01/15/2084                                                                  | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $65107.14     | 0.00%             | 2084-01-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                             | SUZANO AUSTRIA GMBH 6% 01/15/2029                                                                 | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    230000 | PA      | $234140.00    | 0.01%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC T1Y+NA 11/24/2027                                                                    | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $289487.90    | 0.01%             | 2027-11-24      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 09/01/2035#BP6768                                                                    | CUSIP: 3140KEQW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14092 | PA      | $12822.38     | 0.00%             | 2035-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 5.15% 07/15/2034                                                           | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493448.89    | 0.02%             | 2034-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 1.5% 10/01/2036#QN8096                                                                  | CUSIP: 3133GE7H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    642935 | PA      | $564655.06    | 0.02%             | 2036-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CONSOLIDATED EDISON CO OF NY 6.15% 11/15/2052                                                     | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153597.52    | 0.01%             | 2052-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER CO (MN)                                                   | NORTHERN STATES POWER CO (MN) 3.2% 04/01/2052                                                     | CUSIP: 665772CU1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     80000 | PA      | $52387.63     | 0.00%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 2.7% 08/05/2051                                                                         | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    190000 | PA      | $115441.35    | 0.00%             | 2051-08-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PRIVATE CREDIT FUND                                               | GOLUB CAPITAL PRIVATE CREDIT FUND 5.875% 05/01/2030 144A                                          | CUSIP: 38179RAC9<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99138.47     | 0.00%             | 2030-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 09/20/2050#MA6869                                                                    | CUSIP: 36179VT26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     60095 | PA      | $57891.76     | 0.00%             | 2050-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2049#MA3873                                                                    | CUSIP: 31418DJT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7718 | PA      | $7159.83      | 0.00%             | 2049-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 01/01/2033#MA3246                                                                  | CUSIP: 31418CTC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17361 | PA      | $16533.81     | 0.00%             | 2033-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP 3.35% 11/01/2025                                                                         | CUSIP: 126408HD8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248835.62    | 0.01%             | 2025-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 05/20/2048#MA5192                                                                      | CUSIP: 36179TXV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10013 | PA      | $9316.93      | 0.00%             | 2048-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                     | HONEYWELL INTL INC 5.7% 03/15/2037                                                                | CUSIP: 438516AT3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102899.38    | 0.00%             | 2037-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING NEW                                                               | OWENS CORNING NEW 3.4% 08/15/2026                                                                 | CUSIP: 690742AF8<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98508.26     | 0.00%             | 2026-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 3.15% 02/21/2040                                                                        | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    320000 | PA      | $241915.30    | 0.01%             | 2040-02-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 10/01/2053#MA5164                                                                    | CUSIP: 31418EW22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145987 | PA      | $141533.39    | 0.00%             | 2053-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 5.4% 04/06/2026                                                          | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    360000 | PA      | $361061.11    | 0.01%             | 2026-04-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 4.329% 09/21/2028                                                      | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    270000 | PA      | $269434.87    | 0.01%             | 2028-09-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 3.5% 02/14/2053                                                                | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $68814.80     | 0.00%             | 2053-02-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                               | CIGNA GROUP (THE) 4.9% 12/15/2048                                                                 | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    590000 | PA      | $499979.45    | 0.02%             | 2048-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 12/01/2040#A95825                                                                    | CUSIP: 312944PJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34325 | PA      | $32809.28     | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP 6.375% 09/01/2028                                                       | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    980000 | PA      | $1010674.00   | 0.04%             | 2028-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                     | HONEYWELL INTL INC 5.35% 03/01/2064                                                               | CUSIP: 438516CU8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63965.11     | 0.00%             | 2064-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 11/01/2048#BN0877                                                                  | CUSIP: 3140JG6P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17763 | PA      | $16984.87     | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                         | WESTERN GAS PARTNERS LP 5.3% 03/01/2048                                                           | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    150000 | PA      | $121126.42    | 0.00%             | 2048-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 02/01/2047#FM8484                                                                    | CUSIP: 3140XCNA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    509148 | PA      | $455194.65    | 0.02%             | 2047-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 2% 04/01/2042#SC0481                                                                    | CUSIP: 3132D9RA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2560000 | PA      | $2175170.39   | 0.08%             | 2042-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.5% 03/01/2042   | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    680000 | PA      | $470286.74    | 0.02%             | 2042-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                             | CARDINAL HEALTH INC 3.41% 06/15/2027                                                              | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    460000 | PA      | $450948.48    | 0.02%             | 2027-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 02/20/2046#MA3454                                                                    | CUSIP: 36179RZT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    619103 | PA      | $561634.45    | 0.02%             | 2046-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 3% 05/01/2040#FS8332                                                                    | CUSIP: 3140XQHJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2318788 | PA      | $2174637.78   | 0.08%             | 2040-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 09/01/2050#FM7195                                                                  | CUSIP: 3140XA7H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    884578 | PA      | $721892.91    | 0.03%             | 2050-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 5.1% 01/15/2044                                                               | CUSIP: 94973VBF3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    132000 | PA      | $117666.20    | 0.00%             | 2044-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION NEW                                                        | AMPHENOL CORPORATION NEW 5.375% 11/15/2054                                                        | CUSIP: 032095AS0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     88000 | PA      | $83939.37     | 0.00%             | 2054-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 06/01/2053#                                                                          | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    648142 | PA      | $629178.46    | 0.02%             | 2053-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 3.574%/VAR 11/07/2028                                                    | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    420000 | PA      | $408751.02    | 0.01%             | 2028-11-07      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 02/01/2053#SD2430                                                                  | CUSIP: 3132DPVX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    300641 | PA      | $285287.93    | 0.01%             | 2053-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                | WILLIAMS COS INC 7.5% 01/15/2031                                                                  | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    205000 | PA      | $230948.28    | 0.01%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 4% 07/13/2027                                                                           | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79201.52     | 0.00%             | 2027-07-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 4.4% 05/01/2045                                                                         | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    188000 | PA      | $155920.63    | 0.01%             | 2045-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO 3.9% 03/15/2043                                                     | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    230000 | PA      | $166253.90    | 0.01%             | 2043-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                           | FLORIDA PWR and LT CO 4.05% 10/01/2044                                                            | CUSIP: 341081FL6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    170000 | PA      | $136887.77    | 0.00%             | 2044-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 03/31/2029                                                                       | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12990000 | PA      | $13087425.00  | 0.46%             | 2029-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 4.375% 01/22/2047                                                                  | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    324000 | PA      | $267431.74    | 0.01%             | 2047-01-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 07/01/2053#BY6161                                                                  | CUSIP: 3140NNZ32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    272793 | PA      | $270434.19    | 0.01%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 06/01/2047#BE4674                                                                  | CUSIP: 3140FQFQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28634 | PA      | $25880.90     | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 4.65% 07/23/2048                                                                    | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    195000 | PA      | $162956.37    | 0.01%             | 2048-07-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 02/29/2028                                                                           | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3620000 | PA      | $3631878.13   | 0.13%             | 2028-02-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/01/2048#BK0915                                                                    | CUSIP: 3140HEAR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5341 | PA      | $4973.19      | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                           | INTERNATIONAL BK RECON and DEVEL 0.5% 10/28/2025                                                  | CUSIP: 459058JL8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |    364000 | PA      | $358297.31    | 0.01%             | 2025-10-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 06/20/2051#MA7421                                                                      | CUSIP: 36179WG69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    221846 | PA      | $204700.23    | 0.01%             | 2051-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                       | DUKE ENERGY CAROLINAS LLC 4% 09/30/2042                                                           | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    179000 | PA      | $143524.78    | 0.01%             | 2042-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                 | CATERPILLAR INC 3.25% 09/19/2049                                                                  | CUSIP: 149123CF6<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    170000 | PA      | $116499.18    | 0.00%             | 2049-09-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 3.6% 05/01/2030                                                                      | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85641.19     | 0.00%             | 2030-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                      | ZOETIS INC 3.95% 09/12/2047                                                                       | CUSIP: 98978VAM5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    290000 | PA      | $223790.39    | 0.01%             | 2047-09-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP 4.25% 03/15/2029                                                                         | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148963.47    | 0.01%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                                  | WALT DISNEY CO 6.2% 12/15/2034                                                                    | CUSIP: 254687DZ6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    280000 | PA      | $308246.74    | 0.01%             | 2034-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                            | FEDERAL REALTY OP LP 1.25% 02/15/2026                                                             | CUSIP: 313747BB2<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195080.17    | 0.01%             | 2026-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HLDGS INC                                                         | ZIMMER BIOMET HLDGS INC 3.55% 03/20/2030                                                          | CUSIP: 98956PAT9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    194000 | PA      | $182572.01    | 0.01%             | 2030-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                  | TARGA RES CORP 4.2% 02/01/2033                                                                    | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    130000 | PA      | $118824.72    | 0.00%             | 2033-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                              | ANHEUSER BUSCH INBEV WORLD INC 8.2% 01/15/2039                                                    | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    110000 | PA      | $138289.70    | 0.00%             | 2039-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 07/01/2051#MA4379                                                                  | CUSIP: 31418D2M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1144899 | PA      | $938272.95    | 0.03%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 3.4% 07/15/2046                                                                      | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69322.97     | 0.00%             | 2046-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 5.8% 06/15/2038                                                                | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    260000 | PA      | $254570.30    | 0.01%             | 2038-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                     | NVIDIA CORP 3.5% 04/01/2040                                                                       | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     90000 | PA      | $74167.83     | 0.00%             | 2040-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | VICI PROPERTIES LP 4.75% 02/15/2028                                                               | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    580000 | PA      | $580158.92    | 0.02%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO 3.3% 05/03/2027                                                               | CUSIP: 025816CP2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    510000 | PA      | $500790.65    | 0.02%             | 2027-05-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EXPORT IMPORT BANK KOREA                                                        | EXPORT IMPORT BANK KOREA 4% 09/11/2029                                                            | CUSIP: 302154EE5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $196659.40    | 0.01%             | 2029-09-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 3.419% 04/15/2033 144A                                                               | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    190000 | PA      | $169486.13    | 0.01%             | 2033-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                   | FORD MOTOR CO 6.1% 08/19/2032                                                                     | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    540000 | PA      | $527445.82    | 0.02%             | 2032-08-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                  | VIRGINIA ELECTRIC AND POWER CO 3.8% 04/01/2028                                                    | CUSIP: 927804FZ2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88842.61     | 0.00%             | 2028-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON and CO                                                         | BECTON DICKINSON and CO 2.823% 05/20/2030                                                         | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    260000 | PA      | $237523.28    | 0.01%             | 2030-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 6.528% 05/01/2034                                                                       | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    486000 | PA      | $518742.72    | 0.02%             | 2034-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                      | FISERV INC 5.375% 08/21/2028                                                                      | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307161.29    | 0.01%             | 2028-08-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 01/20/2051#MA7139                                                                      | CUSIP: 36179V4Y3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    130923 | PA      | $121202.75    | 0.00%             | 2051-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 2.383%/VAR 07/21/2032                                               | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1178914.18   | 0.04%             | 2032-07-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                     | NVIDIA CORP 2% 06/15/2031                                                                         | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    480000 | PA      | $421102.53    | 0.01%             | 2031-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON and CO                                                         | BECTON DICKINSON and CO 3.7% 06/06/2027                                                           | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59101.07     | 0.00%             | 2027-06-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 3M CO                                                                           | 3M CO 5.15% 03/15/2035                                                                            | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247288.21    | 0.01%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                               | NATIONAL RURAL UTL COOP FIN 4.85% 02/07/2029                                                      | CUSIP: 63743HFN7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    220000 | PA      | $222325.40    | 0.01%             | 2029-02-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                 | ASTRAZENECA PLC 6.45% 09/15/2037                                                                  | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    219000 | PA      | $241784.95    | 0.01%             | 2037-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 03/01/2037#SB8145                                                                    | CUSIP: 3132D6BN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    517617 | PA      | $467508.06    | 0.02%             | 2037-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                               | ARES CAPITAL CORP 2.875% 06/15/2028                                                               | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93369.38     | 0.00%             | 2028-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 04/01/2053#QG0979                                                                  | CUSIP: 3133C1CQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     95424 | PA      | $94736.14     | 0.00%             | 2053-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 08/01/2048#ZS4786                                                                  | CUSIP: 3132A5J71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    342677 | PA      | $327987.93    | 0.01%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                | KILROY REALTY LP 2.65% 11/15/2033                                                                 | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76774.19     | 0.00%             | 2033-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                    | Fidelity Cash Central Fund                                                                        | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  51825720 | NS      | $51836085.20  | 1.83%             |  |  |  | No            |                  1 | On Loan: No      |
| INGERSOLL RAND INC                                                              | INGERSOLL RAND INC 5.45% 06/15/2034                                                               | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80783.92     | 0.00%             | 2034-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                      | LEIDOS INC 5.75% 03/15/2033                                                                       | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143849.77    | 0.01%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 11/01/2034#BO7536                                                                  | CUSIP: 3140K3LS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81412 | PA      | $76107.24     | 0.00%             | 2034-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                          | CORP ANDINA DE FOMENTO 5% 01/24/2029                                                              | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | VE        |    330000 | PA      | $336546.80    | 0.01%             | 2029-01-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.452%/VAR 12/05/2029                                                       | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    630000 | PA      | $625772.30    | 0.02%             | 2029-12-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 5.08%/VAR 01/20/2027                                                  | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002099.80   | 0.04%             | 2027-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| INGERSOLL-RAND GLOBAL HLDG CO LTD                                               | INGERSOLL RAND GLB HLDG CO LTD 3.75% 08/21/2028                                                   | CUSIP: 45687AAP7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |    240000 | PA      | $235616.13    | 0.01%             | 2028-08-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 7.5% 07/01/2038                                                                | CUSIP: 29273RAJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    210000 | PA      | $234910.23    | 0.01%             | 2038-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                | KILROY REALTY LP 6.25% 01/15/2036                                                                 | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68339.20     | 0.00%             | 2036-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 07/20/2051#MA7472                                                                    | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7554391 | PA      | $6334059.10   | 0.22%             | 2051-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | KROGER CO 1.7% 01/15/2031                                                                         | CUSIP: 501044DQ1<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    240000 | PA      | $203769.41    | 0.01%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2039#AL0939                                                                  | CUSIP: 3138EHBH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48914 | PA      | $48154.08     | 0.00%             | 2039-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                        | APTIV SWISS HOLDINGS LTD 4.65% 09/13/2029                                                         | CUSIP: 03837AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   1000000 | PA      | $983619.99    | 0.03%             | 2029-09-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP NEW                                                                | ENTERGY CORP NEW 3.75% 06/15/2050                                                                 | CUSIP: 29364GAK9<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    190000 | PA      | $131591.20    | 0.00%             | 2050-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 12/20/2053#MA9359                                                                      | CUSIP: 36179YMG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    376999 | PA      | $346565.44    | 0.01%             | 2053-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC/THE                                                | HARTFORD INSURANCE GROUP INC/THE 2.9% 09/15/2051                                                  | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $30490.91     | 0.00%             | 2051-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMENT CANADA                                                       | EXPORT DEVELOPMENT CANADA 4.125% 02/13/2029                                                       | CUSIP: 30216BKC5<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    880000 | PA      | $883713.60    | 0.03%             | 2029-02-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 01/01/2049#ZN2806                                                                  | CUSIP: 3131Y9DK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3262 | PA      | $3121.56      | 0.00%             | 2049-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL                           | JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 3% 05/15/2032                               | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    100000 | PA      | $85958.04     | 0.00%             | 2032-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 5.7% 03/01/2057                                                                      | CUSIP: 00206RDT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102895.66    | 0.00%             | 2057-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                                    | AUTODESK INC 2.85% 01/15/2030                                                                     | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    140000 | PA      | $129815.93    | 0.00%             | 2030-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                  | PUBLIC STORAGE 5.1% 08/01/2033                                                                    | CUSIP: 74460WAG2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    580000 | PA      | $588148.68    | 0.02%             | 2033-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 08/01/2043#FM2319                                                                  | CUSIP: 3140X5SH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    316981 | PA      | $293148.68    | 0.01%             | 2043-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC 3.75% 09/21/2028                                                    | CUSIP: 45866FAJ3<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97854.92     | 0.00%             | 2028-09-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/01/2049#MA3802                                                                    | CUSIP: 31418DGL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22822 | PA      | $19713.26     | 0.00%             | 2049-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DTE ELEC CO                                                                     | DTE ELEC CO 4.05% 05/15/2048                                                                      | CUSIP: 23338VAH9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78550.81     | 0.00%             | 2048-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                      | MASCO CORP 3.125% 02/15/2051                                                                      | CUSIP: 574599BR6<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     90000 | PA      | $54530.55     | 0.00%             | 2051-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP LP                                               | PIEDMONT OPERATING PARTNERSHIP LP 3.15% 08/15/2030                                                | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88131.91     | 0.00%             | 2030-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                               | TRAVELERS COS INC 4.05% 03/07/2048                                                                | CUSIP: 89417EAN9<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     74000 | PA      | $57928.72     | 0.00%             | 2048-03-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 01/01/2051#SD8121                                                                    | CUSIP: 3132DWAW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3177344 | PA      | $2487251.54   | 0.09%             | 2051-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 08/01/2052#SD5573                                                                    | CUSIP: 3132DTFN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6717378 | PA      | $5809627.54   | 0.20%             | 2052-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP 5.875% 03/15/2055                                                                     | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106229.80    | 0.00%             | 2055-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 05/01/2052#CB3579                                                                    | CUSIP: 3140QN6R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2295893 | PA      | $1971647.74   | 0.07%             | 2052-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 03/01/2049#ZN3831                                                                  | CUSIP: 3131YAHG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    324214 | PA      | $310113.72    | 0.01%             | 2049-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5.5% 05/20/2053#MA8879                                                                    | CUSIP: 36179X2L9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    410885 | PA      | $409994.82    | 0.01%             | 2053-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 07/20/2046#MA3803                                                                    | CUSIP: 36179SGL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     43645 | PA      | $39525.74     | 0.00%             | 2046-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/01/2049#BO5383                                                                    | CUSIP: 3140K06V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    297021 | PA      | $256186.62    | 0.01%             | 2049-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                  | BLACKSTONE PRIVATE CREDIT FUND 6% 01/29/2032                                                      | CUSIP: 09261HBX4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159839.32    | 0.01%             | 2032-01-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 06/52#SD8221                                                                       | CUSIP: 3132DWD26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    296074 | PA      | $263078.10    | 0.01%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 5.013%/VAR 04/04/2051                                                      | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    280000 | PA      | $245682.30    | 0.01%             | 2051-04-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 03/20/2050#MA6545                                                                      | CUSIP: 36179VHW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     54662 | PA      | $54265.66     | 0.00%             | 2050-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                        | BHP BILLITON FIN USA LTD 5.25% 09/08/2033                                                         | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    330000 | PA      | $332758.64    | 0.01%             | 2033-09-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 09/01/2048#FM3705                                                                    | CUSIP: 3140X7DK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    244448 | PA      | $228974.70    | 0.01%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 2.615%/VAR 04/22/2032                                               | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    460000 | PA      | $403391.12    | 0.01%             | 2032-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 4.24% 08/03/2027                                                             | CUSIP: 78016FZS6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    390000 | PA      | $389081.07    | 0.01%             | 2027-08-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 6.625% 11/15/2037                                                          | CUSIP: 91324PBE1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    310000 | PA      | $334174.56    | 0.01%             | 2037-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                       | DUKE ENERGY CAROLINAS LLC 3.95% 03/15/2048                                                        | CUSIP: 26442CAU8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    210000 | PA      | $158577.95    | 0.01%             | 2048-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.75% 04/01/2048  | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $219379.40    | 0.01%             | 2048-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 6.2% 11/15/2030                                                                      | CUSIP: 29250NBY0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    540000 | PA      | $571808.28    | 0.02%             | 2030-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 02/01/2047#FM4941                                                                    | CUSIP: 3140X8P35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    532913 | PA      | $476835.24    | 0.02%             | 2047-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.625% 05/31/2031                                                                       | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10900000 | PA      | $11210394.50  | 0.40%             | 2031-05-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAPAN BANK INTERNATIONAL COOPERATION                                            | JAPAN BANK INTL COOPERATION 1.25% 01/21/2031                                                      | CUSIP: 471048CL0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | CORP              | JP        |   1012000 | PA      | $859405.39    | 0.03%             | 2031-01-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 5.676%/VAR 01/22/2035                                              | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204026.03    | 0.01%             | 2035-01-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 03/31/2030                                                                           | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8710000 | PA      | $8724970.31   | 0.31%             | 2030-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST UNIV REV                                                          | CA ST UNIV REV 2.719% 11/1/2052                                                                   | CUSIP: 13077DRW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $176515.89    | 0.01%             | 2052-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC 3% 09/15/2060                                                       | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $58932.13     | 0.00%             | 2060-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 06/01/2052#MA4623                                                                  | CUSIP: 31418ED56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    726086 | PA      | $593456.83    | 0.02%             | 2052-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                          | CONOCOPHILLIPS CO 5.55% 03/15/2054                                                                | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46418.26     | 0.00%             | 2054-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                               | LYB INTERNATIONAL FINANCE III LLC 5.5% 03/01/2034                                                 | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126814.29    | 0.00%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2049#BN3149                                                                    | CUSIP: 3140JKQB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    176573 | PA      | $163961.16    | 0.01%             | 2049-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/01/2048#BM5024                                                                    | CUSIP: 3140J9SN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70730 | PA      | $61558.85     | 0.00%             | 2048-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP 3.35% 03/15/2032                                                                      | CUSIP: 30161NBE0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    190000 | PA      | $172508.25    | 0.01%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 3.772%/VAR 01/24/2029                                                              | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    180000 | PA      | $176138.37    | 0.01%             | 2029-01-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 05/01/2049#ZT1955                                                                    | CUSIP: 3132AEE44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3352 | PA      | $2903.36      | 0.00%             | 2049-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 3.25% 11/15/2027                                                                      | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    600000 | PA      | $583637.51    | 0.02%             | 2027-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 6% 04/01/2054                                                                             | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    180000 | PA      | $170792.45    | 0.01%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELL'S COMPANY                                                          | THE CAMPBELL'S COMPANY 4.15% 03/15/2028                                                           | CUSIP: 134429BG3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    410000 | PA      | $406858.54    | 0.01%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.75% 08/15/2041                                                      | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    225000 | PA      | $197771.49    | 0.01%             | 2041-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES INC                                                       | AVALONBAY COMMUNITIES INC 2.3% 03/01/2030                                                         | CUSIP: 05348EBG3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    408000 | PA      | $368863.54    | 0.01%             | 2030-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 02/01/2036#SB8090                                                                  | CUSIP: 3132D57B2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40473 | PA      | $37570.60     | 0.00%             | 2036-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MTR CR CO LLC 6.8% 05/12/2028                                                                | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    740000 | PA      | $755498.51    | 0.03%             | 2028-05-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 4.45% 09/29/2027                                                                    | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1180124.98   | 0.04%             | 2027-09-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HLDGS INC                                                         | ZIMMER BIOMET HLDGS INC 5.5% 02/19/2035                                                           | CUSIP: 98956PBC5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121125.63    | 0.00%             | 2035-02-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 12/01/2048#ZT1546                                                                  | CUSIP: 3132ADWF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34018 | PA      | $32548.83     | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 01/01/2052#QD4529                                                                    | CUSIP: 3133B2A66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    777734 | PA      | $668260.80    | 0.02%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2054#CB9281                                                                  | CUSIP: 3140QVJ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    596145 | PA      | $562672.79    | 0.02%             | 2054-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | CROWN CASTLE INC 5.2% 09/01/2034                                                                  | CUSIP: 22822VBG5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    330000 | PA      | $321850.75    | 0.01%             | 2034-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.625% 08/15/2029                                                                       | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2954000 | PA      | $2697255.87   | 0.10%             | 2029-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                     | VENTAS RLTY LTD PARTNERSHIP 4% 03/01/2028                                                         | CUSIP: 92277GAM9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    184000 | PA      | $181069.66    | 0.01%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC 3.875% 09/16/2046                                                                | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    374000 | PA      | $267855.62    | 0.01%             | 2046-09-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                  | HALLIBURTON CO 5% 11/15/2045                                                                      | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    410000 | PA      | $351624.22    | 0.01%             | 2045-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                               | CIGNA GROUP (THE) 4.125% 11/15/2025                                                               | CUSIP: 125523AG5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     99000 | PA      | $98749.29     | 0.00%             | 2025-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 6.5% 09/15/2037                                                                 | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    670000 | PA      | $692726.17    | 0.02%             | 2037-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DEERE and CO                                                                    | DEERE and CO 2.875% 09/07/2049                                                                    | CUSIP: 244199BG9<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    190000 | PA      | $122059.29    | 0.00%             | 2049-09-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 4.8% 04/01/2026                                                                     | CUSIP: 548661EP8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300573.61    | 0.01%             | 2026-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP NEW                                                                | CHEVRON CORP NEW 2.954% 05/16/2026                                                                | CUSIP: 166764BL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    231000 | PA      | $228157.09    | 0.01%             | 2026-05-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC.                                                          | TEXAS INSTRUMENTS INC 2.9% 11/03/2027                                                             | CUSIP: 882508BC7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    160000 | PA      | $155405.07    | 0.01%             | 2027-11-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                       | TRANSCANADA PIPELINES LTD 4.25% 05/15/2028                                                        | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    320000 | PA      | $317477.53    | 0.01%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 09/01/2054#                                                                        | CUSIP: 3132DWMK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    271725 | PA      | $269256.75    | 0.01%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                               | PERU REPUBLIC OF 1.862% 12/01/2032                                                                | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    420000 | PA      | $328860.00    | 0.01%             | 2032-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                            | PARKER-HANNIFIN CORP 4% 06/14/2049                                                                | CUSIP: 701094AP9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    160000 | PA      | $122572.33    | 0.00%             | 2049-06-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                               | LYB INTERNATIONAL FINANCE III LLC 3.625% 04/01/2051                                               | CUSIP: 50249AAJ2<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    110000 | PA      | $71149.35     | 0.00%             | 2051-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 04/01/2053#SD8316                                                                  | CUSIP: 3132DWGZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    320643 | PA      | $318632.74    | 0.01%             | 2053-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 7.953%/VAR 11/15/2033                                                    | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $227336.49    | 0.01%             | 2033-11-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 1.5% 04/01/2052#MA4576                                                                  | CUSIP: 31418ECN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    690671 | PA      | $510425.41    | 0.02%             | 2052-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.5% 06/30/2027                                                                         | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    856000 | PA      | $798454.06    | 0.03%             | 2027-06-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                              | CANADIAN IMPERIAL BK OF COMM 5.986% 10/03/2028                                                    | CUSIP: 13607LWV1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    310000 | PA      | $324155.20    | 0.01%             | 2028-10-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                             | DOMINION ENERGY INC 7%/VAR 06/01/2054                                                             | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105082.50    | 0.00%             | 2054-06-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC                     | ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.9% 02/01/2046                       | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $90152.24     | 0.00%             | 2046-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                           | TIME WARNER CABLE LLC 7.3% 07/01/2038                                                             | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106565.80    | 0.00%             | 2038-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 2.299%/VAR 07/21/2032                                                 | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    110000 | PA      | $94377.64     | 0.00%             | 2032-07-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS CO                                                      | SOUTHERN CALIFORNIA GAS CO 3.75% 09/15/2042                                                       | CUSIP: 842434CK6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37665.12     | 0.00%             | 2042-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | SYNOPSYS INC 4.85% 04/01/2030                                                                     | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171639.47    | 0.01%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 08/01/2050#FM7147                                                                  | CUSIP: 3140XA5H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    309896 | PA      | $278748.69    | 0.01%             | 2050-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                             | KIMCO REALTY OP LLC 4.85% 03/01/2035                                                              | CUSIP: 49447BAB9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192008.56    | 0.01%             | 2035-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.75% 12/31/2028                                                                        | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8390000 | PA      | $8349033.22   | 0.29%             | 2028-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC 4.5% 04/15/2053                                                                       | CUSIP: 931142FE8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    110000 | PA      | $94573.50     | 0.00%             | 2053-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.25% 06/30/2029                                                                        | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1750000 | PA      | $1705634.77   | 0.06%             | 2029-06-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC T1Y+NA 08/09/2028                                                                    | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    590000 | PA      | $598719.49    | 0.02%             | 2028-08-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 1.5% 12/01/2051#                                                                        | CUSIP: 31418D7D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    267394 | PA      | $197612.01    | 0.01%             | 2051-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 10/01/2054#MA5496                                                                    | CUSIP: 31418FDA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    637759 | PA      | $617703.83    | 0.02%             | 2054-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                              | POLAND REPUBLIC OF 5.5% 04/04/2053                                                                | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    260000 | PA      | $236405.00    | 0.01%             | 2053-04-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                         | UDR INC 2.1% 06/15/2033                                                                           | CUSIP: 90265EAV2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78876.57     | 0.00%             | 2033-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 2.069%/VAR 06/01/2029                                                       | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    340000 | PA      | $316223.81    | 0.01%             | 2029-06-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 11/01/2031#BE7372                                                                    | CUSIP: 3140FTFN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    208896 | PA      | $197140.52    | 0.01%             | 2031-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 10/01/2053#SD8369                                                                  | CUSIP: 3132DWJN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    290761 | PA      | $298740.71    | 0.01%             | 2053-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                               | BERKSHIRE HATHAWAY ENERGY COMPANY 5.95% 05/15/2037                                                | CUSIP: 59562VAP2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    120000 | PA      | $125286.29    | 0.00%             | 2037-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MSWF COMMERCIAL MORTGAGE TRUST 23-2                                             | MSWF COMMERCIAL MORTGAGE TRUST 23-2 6.014% 12/15/2056                                             | CUSIP: 55361AAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $190022.92    | 0.01%             | 2056-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4% 10/20/2052#MA8346                                                                      | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1709502 | PA      | $1578313.63   | 0.06%             | 2052-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 08/01/2033#BJ7058                                                                  | CUSIP: 3140H8ZY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26794 | PA      | $26052.68     | 0.00%             | 2033-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                           | PFIZER INVESTMENT ENTERPRISES PTE LTD 4.75% 05/19/2033                                            | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    360000 | PA      | $353991.52    | 0.01%             | 2033-05-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 08/20/2051#MA7534                                                                    | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2435702 | PA      | $2043001.39   | 0.07%             | 2051-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LN MTG CORP MTN                                                        | FHLMC 30YR 5.5% 01/01/2055#QX3510                                                                 | CUSIP: 31425X3U1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    274210 | PA      | $271633.82    | 0.01%             | 2055-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK41                                                                 | BANK 2022-BNK41 3.91626% 04/15/2065                                                               | CUSIP: 06540MBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    950000 | PA      | $881011.67    | 0.03%             | 2065-04-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                            | DUKE ENERGY OHIO INC 3.65% 02/01/2029                                                             | CUSIP: 26442EAF7<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    210000 | PA      | $205097.39    | 0.01%             | 2029-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 2.7% 08/20/2027                                                          | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    140000 | PA      | $133214.82    | 0.00%             | 2027-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 05/01/2054#SD8432                                                                    | CUSIP: 3132DWLM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    705405 | PA      | $712799.95    | 0.03%             | 2054-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS and CHEMICALS INC                                                  | AIR PRODUCTS and CHEMICALS INC 2.05% 05/15/2030                                                   | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35631.97     | 0.00%             | 2030-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST STRATEGIC FD LTD OBLIG REV                                          | MI STRAT FND 3.225% 9/1/2047                                                                      | CUSIP: 594698SJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $72626.77     | 0.00%             | 2047-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP 5% 03/01/2033                                                                             | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485234.40    | 0.02%             | 2033-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 04/01/2052#SD8205                                                                  | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1007293 | PA      | $823298.03    | 0.03%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP                                                                      | SYSCO CORP 2.4% 02/15/2030                                                                        | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135465.80    | 0.00%             | 2030-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYSTEMS INC                                                      | CADENCE DESIGN SYSTEMS INC 4.7% 09/10/2034                                                        | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87511.25     | 0.00%             | 2034-09-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | PFIZER INC 4.3% 06/15/2043                                                                        | CUSIP: 717081DE0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    106000 | PA      | $89270.60     | 0.00%             | 2043-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                          | BOARDWALK PIPELINES LP 5.625% 08/01/2034                                                          | CUSIP: 096630AK4<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119025.62    | 0.00%             | 2034-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 06/01/2052#FS6120                                                                    | CUSIP: 3140XMYS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1238937 | PA      | $1055445.80   | 0.04%             | 2052-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 11/01/2032#BJ3110                                                                    | CUSIP: 3140H4N42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4186 | PA      | $4049.89      | 0.00%             | 2032-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                     | HONEYWELL INTL INC 2.7% 08/15/2029                                                                | CUSIP: 438516BU9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    210000 | PA      | $196131.15    | 0.01%             | 2029-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 02/20/2051#MA7193                                                                    | CUSIP: 36179V7E4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1020267 | PA      | $856091.58    | 0.03%             | 2051-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 12/01/2034#CA4890                                                                    | CUSIP: 3140QCNG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183021 | PA      | $174635.30    | 0.01%             | 2034-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 5.2% 01/15/2033                                                                  | CUSIP: 87264ACV5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150567.19    | 0.01%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 5.7% 02/15/2055                                                               | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94026.74     | 0.00%             | 2055-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | MICRON TECHNOLOGY INC 5.327% 02/06/2029                                                           | CUSIP: 595112BN2<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    310000 | PA      | $314588.07    | 0.01%             | 2029-02-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                           | MIDAMERICAN ENERGY CO 5.35% 01/15/2034                                                            | CUSIP: 595620AX3<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204773.71    | 0.01%             | 2034-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PAYPAL HLDGS INC                                                                | PAYPAL HLDGS INC 2.85% 10/01/2029                                                                 | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    420000 | PA      | $392758.04    | 0.01%             | 2029-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                           | REPUBLIC SERVICES INC 3.95% 05/15/2028                                                            | CUSIP: 760759AT7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    750000 | PA      | $743131.50    | 0.03%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN INC                                                              | BROOKFIELD FIN INC 5.968% 03/04/2054                                                              | CUSIP: 11271LAL6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $96659.56     | 0.00%             | 2054-03-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 1.5% 11/01/2051#                                                                        | CUSIP: 3132DWCM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    102373 | PA      | $75656.78     | 0.00%             | 2051-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 5.15% 07/01/2033                                                                    | CUSIP: 548661EQ6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    320000 | PA      | $322180.98    | 0.01%             | 2033-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 3.65% 04/05/2029                                                                    | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    620000 | PA      | $601362.05    | 0.02%             | 2029-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOSTON PPTY LTD PARTNERSHIP                                                     | BOSTON PPTYS LTD PARTNERSHIP 3.4% 06/21/2029                                                      | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    230000 | PA      | $215798.11    | 0.01%             | 2029-06-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIBANK CR CARD ISSUANCE TR                                                    | CITIBANK CR CARD ISSUANCE TR 18-A7 A7 3.96% 10/15/2030                                            | CUSIP: 17305EGS8<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $246775.00    | 0.01%             | 2030-10-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 03/20/2051#MA7254                                                                      | CUSIP: 36179WBX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1384402 | PA      | $1112747.31   | 0.04%             | 2051-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                              | PANAMA REPUBLIC OF 4.5% 05/15/2047                                                                | CUSIP: 698299BG8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    240000 | PA      | $157500.00    | 0.01%             | 2047-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LAUDER ESTEE COS INC                                                            | LAUDER ESTEE COS INC 3.125% 12/01/2049                                                            | CUSIP: 29736RAM2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    130000 | PA      | $79649.32     | 0.00%             | 2049-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 4.25% 09/24/2027                                                                        | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89410.68     | 0.00%             | 2027-09-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PAYPAL HLDGS INC                                                                | PAYPAL HLDGS INC 5.15% 06/01/2034                                                                 | CUSIP: 70450YAP8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    260000 | PA      | $259564.04    | 0.01%             | 2034-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 08/47#MA4653                                                                           | CUSIP: 36179TE27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12366 | PA      | $11517.15     | 0.00%             | 2047-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                  | DEUTSCHE BANK AG NEW YORK BNCH 5.403%/VAR 09/11/2035                                              | CUSIP: 251526CY3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146380.99    | 0.01%             | 2035-09-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 2.85% 05/15/2040                                                                  | CUSIP: 459200KK6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    110000 | PA      | $79049.33     | 0.00%             | 2040-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 12/01/2053#RJ0473                                                                    | CUSIP: 3142GQQ39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    947154 | PA      | $966118.69    | 0.03%             | 2053-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TPK AUTH TPK REV                                                  | NEW JERSEY ST TPK AUTH TPK REVBUILD AMERICA BONDS-TAXABLE-A-ISSUER SUBSIDY                        | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    140000 | PA      | $156439.51    | 0.01%             | 2041-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 7.75% 05/14/2038                                                      | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    120000 | PA      | $140496.66    | 0.00%             | 2038-05-14      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 04/01/2053#MA4978                                                                    | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    361277 | PA      | $350847.59    | 0.01%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | COREBRIDGE FINANCIAL INC 3.9% 04/05/2032                                                          | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    210000 | PA      | $193299.88    | 0.01%             | 2032-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2025-1                                                  | CARMAX AUTO OWNER TRUST 2025-1 4.84% 01/15/2030                                                   | CUSIP: 14319WAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    220000 | PA      | $221875.79    | 0.01%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 11/01/2053#FS7252                                                                    | CUSIP: 3140XPBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    463158 | PA      | $449317.27    | 0.02%             | 2053-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FHLM 30YR 5.5% 04/01/2054#RJ1263                                                                  | CUSIP: 3142GRMM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    606697 | PA      | $602134.69    | 0.02%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                    | QUALCOMM INC 4.5% 05/20/2052                                                                      | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    180000 | PA      | $148097.11    | 0.01%             | 2052-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 3M CO                                                                           | 3M CO 2.25% 09/19/2026                                                                            | CUSIP: 88579YAV3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    330000 | PA      | $320889.04    | 0.01%             | 2026-09-19      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS CO                                                      | SOUTHERN CALIFORNIA GAS CO 5.2% 06/01/2033                                                        | CUSIP: 842434CZ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    310000 | PA      | $309171.96    | 0.01%             | 2033-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 5.05% 03/25/2048                                                                  | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $208438.17    | 0.01%             | 2048-03-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTL INC 4.875% 02/15/2028                                                          | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172304.79    | 0.01%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                     | TARGET CORP 3.9% 11/15/2047                                                                       | CUSIP: 87612EBG0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    270000 | PA      | $203780.02    | 0.01%             | 2047-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 01/01/2051#MA4237                                                                    | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2120180 | PA      | $1659694.88   | 0.06%             | 2051-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 06/01/2053#                                                                          | CUSIP: 3132DWHH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    474615 | PA      | $480665.49    | 0.02%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                | MERCK and CO INC 3.7% 02/10/2045                                                                  | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    322000 | PA      | $248186.52    | 0.01%             | 2045-02-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                               | TELUS CORPORATION 4.3% 06/15/2049                                                                 | CUSIP: 87971MBK8<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $75151.12     | 0.00%             | 2049-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 2.85% 02/14/2030                                                            | CUSIP: 455780CQ7<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $184850.00    | 0.01%             | 2030-02-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                  | BURLINGTON NORTHN SANTA FE LLC 5.75% 05/01/2040                                                   | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102209.31    | 0.00%             | 2040-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 12/01/2051#RA6510                                                                    | CUSIP: 3133KNGT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    361375 | PA      | $285371.48    | 0.01%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 2.57% 07/25/2026                                                   | CUSIP: 3137BRQJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    328988 | PA      | $322829.83    | 0.01%             | 2026-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 12/01/2051#CB2350                                                                    | CUSIP: 3140QMTG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1580388 | PA      | $1242573.04   | 0.04%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 02/01/2052#BU1350                                                                    | CUSIP: 3140M2QC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    837096 | PA      | $714427.12    | 0.03%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUS                                               | HONDA AUTO RECEIVABLES OWNER TRUS 4.57% 09/21/2029                                                | CUSIP: 43814VAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    510000 | PA      | $513428.78    | 0.02%             | 2029-09-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 2.45% 11/15/2029                                                                       | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    720000 | PA      | $651242.79    | 0.02%             | 2029-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                      | ECOLAB INC 5.5% 12/08/2041                                                                        | CUSIP: 278865AM2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99694.61     | 0.00%             | 2041-12-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2048#BH9215                                                                  | CUSIP: 3140GYGZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52136 | PA      | $47059.06     | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                      | DCP MIDSTREAM OPER LP 5.6% 04/01/2044                                                             | CUSIP: 23311VAF4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     80000 | PA      | $70433.70     | 0.00%             | 2044-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 4.2% 03/01/2029                                                       | CUSIP: 694308KB2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194350.73    | 0.01%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                            | DUKE ENERGY CORP NEW 2.45% 06/01/2030                                                             | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179673.10    | 0.01%             | 2030-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC 3.9% 04/15/2028                                                                       | CUSIP: 931142FB4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99791.01     | 0.00%             | 2028-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.625% 05/31/2027                                                                       | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3110000 | PA      | $3033464.83   | 0.11%             | 2027-05-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| 3M CO                                                                           | 3M CO 3.25% 08/26/2049                                                                            | CUSIP: 88579YBK6<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $66397.79     | 0.00%             | 2049-08-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 05/01/2053#SD8324                                                                  | CUSIP: 3132DWG98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    672944 | PA      | $667672.93    | 0.02%             | 2053-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                            | DUKE ENERGY OHIO INC 4.3% 02/01/2049                                                              | CUSIP: 26442EAG5<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     65000 | PA      | $50551.26     | 0.00%             | 2049-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 11/01/2050#SD8106                                                                    | CUSIP: 3132DWAF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1989762 | PA      | $1558845.94   | 0.05%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 10/31/2027                                                                       | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7580000 | PA      | $7621157.05   | 0.27%             | 2027-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                     | HONEYWELL INTL INC 5.25% 03/01/2054                                                               | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    120000 | PA      | $110967.05    | 0.00%             | 2054-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 1.375% 03/15/2031                                                                  | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    460000 | PA      | $385336.70    | 0.01%             | 2031-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.75% 02/15/2028  | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $146399.79    | 0.01%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 05/01/2052#BU8845                                                                  | CUSIP: 3140MAZK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    768903 | PA      | $683932.38    | 0.02%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6% 06/01/2055 #TBA                                                                        | CUSIP: 21H060663<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1650000 | PA      | $1666026.12   | 0.06%             | 2055-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 01/01/2053#                                                                        | CUSIP: 3132DWF40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    309906 | PA      | $293304.46    | 0.01%             | 2053-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                       | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC 5.584% 10/01/2034 144A                                  | CUSIP: 83007CAE2<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144382.21    | 0.01%             | 2034-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2% 11/15/2041                                                         | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3170000 | PA      | $2136406.63   | 0.08%             | 2041-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 07/01/2052#MA4654                                                                  | CUSIP: 31418EE48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    177451 | PA      | $157674.98    | 0.01%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE CO LLC                                           | TRANSCONTINENTAL GAS LINE LLC 3.25% 05/15/2030                                                    | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1029618.76   | 0.04%             | 2030-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                                     | REVVITY INC 2.25% 09/15/2031                                                                      | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84090.68     | 0.00%             | 2031-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BOSTON PPTY LTD PARTNERSHIP                                                     | BOSTON PPTYS LTD PARTNERSHIP 4.5% 12/01/2028                                                      | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    280000 | PA      | $275995.94    | 0.01%             | 2028-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                   | WESTLAKE CORP 3.375% 06/15/2030                                                                   | CUSIP: 960413AW2<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    210000 | PA      | $196081.86    | 0.01%             | 2030-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                            | KRAFT HEINZ FOODS CO 4.375% 06/01/2046                                                            | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39472.17     | 0.00%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.25% 06/30/2028                                                                        | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3624000 | PA      | $3350642.80   | 0.12%             | 2028-06-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 2.739%/VAR 10/15/2030                                                       | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    570000 | PA      | $525425.16    | 0.02%             | 2030-10-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.625% 05/31/2028                                                                       | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13510000 | PA      | $13417118.75  | 0.47%             | 2028-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                      | FIDELITY NATL INFORMN SVCS INC 2.25% 03/01/2031                                                   | CUSIP: 31620MBT2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172927.27    | 0.01%             | 2031-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 5.59%/VAR 11/26/2035                                                     | CUSIP: 539439BA6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199921.23    | 0.01%             | 2035-11-26      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | CISCO SYSTEMS INC 5.35% 02/26/2064                                                                | CUSIP: 17275RBV3<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93667.39     | 0.00%             | 2064-02-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 4.45% 05/06/2044                                                                        | CUSIP: 037833AT7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89557.82     | 0.00%             | 2044-05-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 4.55% 02/20/2048                                                          | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    159000 | PA      | $133211.27    | 0.00%             | 2048-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 11/20/2045#MA3247                                                                      | CUSIP: 36179RTC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26088 | PA      | $26268.34     | 0.00%             | 2045-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 06/30/2028                                                                           | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9110000 | PA      | $9145585.94   | 0.32%             | 2028-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 5.65% 03/02/2053                                                                        | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    460000 | PA      | $437884.57    | 0.02%             | 2053-03-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC 2.45% 02/04/2032                                                                 | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    520000 | PA      | $441302.71    | 0.02%             | 2032-02-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 03/01/2049#CA3240                                                                    | CUSIP: 3140QAS68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163163 | PA      | $160734.78    | 0.01%             | 2049-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 5.125% 07/20/2045                                                                 | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    760000 | PA      | $651825.54    | 0.02%             | 2045-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                | LPL HOLDINGS INC 6.75% 11/17/2028                                                                 | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     80000 | PA      | $84961.91     | 0.00%             | 2028-11-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                               | LAM RESEARCH CORP 4% 03/15/2029                                                                   | CUSIP: 512807AU2<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207055.75    | 0.01%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 12/01/2054#DC7360                                                                    | CUSIP: 3140AVFA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1267410 | PA      | $1228644.02   | 0.04%             | 2054-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3% 11/15/2045                                                         | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     76000 | PA      | $56617.03     | 0.00%             | 2045-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 02/01/2054#MA5272                                                                    | CUSIP: 31418E2E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    217358 | PA      | $219720.97    | 0.01%             | 2054-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                   | MARRIOTT INTERNATIONAL INC/MD 5.5% 04/15/2037                                                     | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244010.62    | 0.01%             | 2037-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL CORP                                                    | SOUTHERN CO GAS CAP 5.75% 09/15/2033                                                              | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102973.39    | 0.00%             | 2033-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 4.8% 12/05/2034                                                                    | CUSIP: 023135AP1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231691.70    | 0.01%             | 2034-12-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                       | ADOBE INC 4.95% 04/04/2034                                                                        | CUSIP: 00724PAG4<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161066.80    | 0.01%             | 2034-04-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP 4.729% 02/28/2030                                                               | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    220000 | PA      | $221339.52    | 0.01%             | 2030-02-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 06/01/2052#BW1905                                                                  | CUSIP: 3140MTDK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    435118 | PA      | $388121.86    | 0.01%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2024-C26                                                           | BBCMS MTG TR 2024-C26 VAR 05/15/2057                                                              | CUSIP: 05555AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1885000 | PA      | $1965799.21   | 0.07%             | 2057-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                   | APPLOVIN CORP 5.125% 12/01/2029                                                                   | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150996.17    | 0.01%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                     | CANADIAN PAC RY CO 1.75% 12/02/2026                                                               | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $192262.43    | 0.01%             | 2026-12-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 5.441%/VAR 02/22/2034                                                  | CUSIP: 606822CX0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    240000 | PA      | $243819.03    | 0.01%             | 2034-02-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 1.723% 06/25/2031                                                  | CUSIP: 3137H1YS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    650000 | PA      | $557958.38    | 0.02%             | 2031-06-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2048#MA3536                                                                    | CUSIP: 31418C4W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    196672 | PA      | $182931.90    | 0.01%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                    | AUTOZONE INC 5.4% 07/15/2034                                                                      | CUSIP: 053332BK7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50383.36     | 0.00%             | 2034-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 3.5% 10/20/2052#MA8345                                                                    | CUSIP: 36179XHW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    589792 | PA      | $526750.26    | 0.02%             | 2052-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 11/01/2051#SD8177                                                                    | CUSIP: 3132DWCN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1582388 | PA      | $1234255.78   | 0.04%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 4% 03/01/2048                                                                        | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $112744.00    | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                | BRIXMOR OPERATING PARTNERSHIP LP 5.5% 02/15/2034                                                  | CUSIP: 11120VAM5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    190000 | PA      | $189459.15    | 0.01%             | 2034-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                                                   | JEFFERIES FINANCIAL GROUP INC 2.75% 10/15/2032                                                    | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    240000 | PA      | $199111.66    | 0.01%             | 2032-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 07/01/2052#FS6631                                                                  | CUSIP: 3140XNLM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    316066 | PA      | $257838.80    | 0.01%             | 2052-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                             | COMMONSPIRIT HEALTH 3.91% 10/01/2050                                                              | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $106459.58    | 0.00%             | 2050-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.375% 01/31/2026                                                                       | CUSIP: 91282CBH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4225000 | PA      | $4117765.87   | 0.15%             | 2026-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                                                       | BAXTER INTERNATIONAL INC 2.539% 02/01/2032                                                        | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    330000 | PA      | $282990.11    | 0.01%             | 2032-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2052#BW8591                                                                    | CUSIP: 3140N1RM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    573662 | PA      | $526280.46    | 0.02%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                | MERCK and CO INC 2.35% 06/24/2040                                                                 | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    210000 | PA      | $143393.84    | 0.01%             | 2040-06-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 3.375% 12/15/2041                                                              | CUSIP: 24703DBF7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    215000 | PA      | $155847.30    | 0.01%             | 2041-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 4.8% 02/01/2049                                                         | CUSIP: 29379VBU6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     56000 | PA      | $47277.78     | 0.00%             | 2049-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC 4% 09/15/2027                                                       | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1149677.62   | 0.04%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                                                           | NYU LANGONE HOSPITALS 3.38% 07/01/2055                                                            | CUSIP: 62954RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $117926.21    | 0.00%             | 2055-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LAUDER ESTEE COS INC                                                            | LAUDER ESTEE COS INC 2.375% 12/01/2029                                                            | CUSIP: 29736RAP5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    220000 | PA      | $201145.07    | 0.01%             | 2029-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 12/01/2034#QN1099                                                                    | CUSIP: 3133G7GG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29074 | PA      | $27669.65     | 0.00%             | 2034-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE CO LLC                                           | TRANSCONTINENTAL GAS LINE LLC 4.6% 03/15/2048                                                     | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $155100.86    | 0.01%             | 2048-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                      | NASDAQ INC 5.95% 08/15/2053                                                                       | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    168000 | PA      | $166714.71    | 0.01%             | 2053-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN CORP                                                     | BERKSHIRE HATHAWAY FIN CORP 1.45% 10/15/2030                                                      | CUSIP: 084664CW9<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    900000 | PA      | $781372.32    | 0.03%             | 2030-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC                                                | REINSURANCE GRP OF AMERICA INC 3.9% 05/15/2029                                                    | CUSIP: 759351AN9<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116922.97    | 0.00%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 4.21%/VAR 04/20/2028                                                               | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    575000 | PA      | $570675.56    | 0.02%             | 2028-04-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                   | MCKESSON CORP 5.25% 05/30/2035                                                                    | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120279.94    | 0.00%             | 2035-05-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 4.563% 06/15/2048                                                                       | CUSIP: 031162CD0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    120000 | PA      | $99264.53     | 0.00%             | 2048-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                             | PRUDENTIAL FINL INC T5Y+NA 09/01/2052                                                             | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    230000 | PA      | $229605.02    | 0.01%             | 2052-09-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                            | FREEPORT-MCMORAN INC 5.45% 03/15/2043                                                             | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    260000 | PA      | $240086.83    | 0.01%             | 2043-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MICROSOFT CORP 3.75% 02/12/2045                                                                   | CUSIP: 594918BD5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82652.03     | 0.00%             | 2045-02-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                           | NORTHROP GRUMMAN CORP 3.85% 04/15/2045                                                            | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    230000 | PA      | $177672.26    | 0.01%             | 2045-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                  | US BANCORP DEL 4.967%/VAR 07/22/2033                                                              | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145913.49    | 0.01%             | 2033-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 09/01/2050#FP0045                                                                    | CUSIP: 3140XTBP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1446696 | PA      | $1136102.48   | 0.04%             | 2050-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                          | PUGET SOUND ENERGY INC 4.223% 06/15/2048                                                          | CUSIP: 745332CH7<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     70000 | PA      | $54545.82     | 0.00%             | 2048-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                                    | DISCOVERY COMMUNICATIONS LLC 5% 09/20/2037                                                        | CUSIP: 25470DAS8<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    340000 | PA      | $267701.33    | 0.01%             | 2037-09-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 4.1% 04/24/2028                                                             | CUSIP: 455780CF1<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    240000 | PA      | $238560.00    | 0.01%             | 2028-04-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                          | SEMPRA 6.875%/VAR 10/01/2054                                                                      | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243740.38    | 0.01%             | 2054-10-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP 3.75% 11/01/2046                                                                         | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    200000 | PA      | $149129.88    | 0.01%             | 2046-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 4.85% 02/01/2049                                                                        | CUSIP: 682680BZ5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    130000 | PA      | $102368.75    | 0.00%             | 2049-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                            | DUKE ENERGY OHIO INC 2.125% 06/01/2030                                                            | CUSIP: 26442EAH3<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    210000 | PA      | $187388.72    | 0.01%             | 2030-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA 5.538%/VAR 03/14/2030                                                          | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $409403.50    | 0.01%             | 2030-03-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 05/01/2037#CB3440                                                                  | CUSIP: 3140QNZE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    227944 | PA      | $211667.10    | 0.01%             | 2037-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                                            | KITE REALTY GROUP LP 5.5% 03/01/2034                                                              | CUSIP: 49803XAE3<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69635.69     | 0.00%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                                                        | SIXTH STREET LENDING PAR 6.5% 03/11/2029                                                          | CUSIP: 829932AB8<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133351.93    | 0.00%             | 2029-03-11      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TR 2023-2                                                     | CARMAX AUTO OWNER TR 2023-2 5.05% 01/18/2028                                                      | CUSIP: 142921AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    399762 | PA      | $400930.33    | 0.01%             | 2028-01-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | PFIZER INC 4% 03/15/2049                                                                          | CUSIP: 717081EV1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $230896.49    | 0.01%             | 2049-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                       | TORONTO DOMINION BANK 4.456% 06/08/2032                                                           | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $96891.11     | 0.00%             | 2032-06-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 11/01/2051#BQ7453                                                                  | CUSIP: 3140KTH73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21997 | PA      | $17944.42     | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DTE ELEC CO                                                                     | DTE ELEC CO 5.2% 03/01/2034                                                                       | CUSIP: 23338VAV8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110319.67    | 0.00%             | 2034-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK NA SALT LAKE                                                  | MORGAN STANLEY BK NA SALT LAKE 4.754% 04/21/2026                                                  | CUSIP: 61690U4T4<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1713935.15   | 0.06%             | 2026-04-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 3.5% 09/15/2053                                                                      | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1009000 | PA      | $670464.74    | 0.02%             | 2053-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 12/20/2049#MA6339                                                                    | CUSIP: 36179VBG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    102370 | PA      | $92035.97     | 0.00%             | 2049-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 1.75% 08/15/2041                                                      | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6137000 | PA      | $3986412.99   | 0.14%             | 2041-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                                                   | MARTIN MARIETTA MATERIALS INC 2.5% 03/15/2030                                                     | CUSIP: 573284AV8<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    110000 | PA      | $100018.22    | 0.00%             | 2030-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 03/15/2028                                                                       | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9070000 | PA      | $9074960.20   | 0.32%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 5.6% 07/15/2041                                                             | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    325000 | PA      | $325888.87    | 0.01%             | 2041-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC                                              | JOHNSON CTLS INTL PLC STEP 07/02/2044                                                             | CUSIP: 478375AL2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    170000 | PA      | $142061.20    | 0.01%             | 2044-07-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 5.597%/VAR 05/17/2028                                                           | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    390000 | PA      | $395793.78    | 0.01%             | 2028-05-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 11/20/2051#MA7704                                                                      | CUSIP: 36179WRZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2533185 | PA      | $2036901.67   | 0.07%             | 2051-11-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                              | ESSEX PORTFOLIO LP 2.65% 03/15/2032                                                               | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    320000 | PA      | $274351.98    | 0.01%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                              | VALERO ENERGY CORP 6.625% 06/15/2037                                                              | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209945.15    | 0.01%             | 2037-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER and LIGHT                                                         | ALABAMA POWER CO 3.45% 10/01/2049                                                                 | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    330000 | PA      | $227383.76    | 0.01%             | 2049-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                               | CBRE SERVICES INC 5.95% 08/15/2034                                                                | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103353.87    | 0.00%             | 2034-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES CORP                                                     | CENTERPOINT ENERGY RES CORP 5.4% 03/01/2033                                                       | CUSIP: 15189YAH9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11089.28     | 0.00%             | 2033-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                  | BURLINGTON NORTHN SANTA FE LLC 2.875% 06/15/2052                                                  | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $171879.72    | 0.01%             | 2052-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 5.25% 03/16/2037                                                       | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    102000 | PA      | $100048.35    | 0.00%             | 2037-03-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                | WILLIAMS COS INC 4.85% 03/01/2048                                                                 | CUSIP: 96949LAE5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41968.31     | 0.00%             | 2048-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                  | DEUTSCHE BANK AG NEW YORK BNCH 4.1% 01/13/2026                                                    | CUSIP: 251526BZ1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    154000 | PA      | $153200.60    | 0.01%             | 2026-01-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                                    | ASSURANT INC 4.9% 03/27/2028                                                                      | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100192.83    | 0.00%             | 2028-03-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | MASTERCARD INC 4.875% 03/09/2028                                                                  | CUSIP: 57636QAW4<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    210000 | PA      | $214203.55    | 0.01%             | 2028-03-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                                       | MYLAN INC 5.2% 04/15/2048                                                                         | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |     74000 | PA      | $55831.93     | 0.00%             | 2048-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 3.328%/VAR 04/22/2052                                                       | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    320000 | PA      | $217275.18    | 0.01%             | 2052-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP 3.02%/VAR 11/18/2036                                                         | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    180000 | PA      | $155487.45    | 0.01%             | 2036-11-18      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY SOUTHN CALIF                                                         | UNIVERSITY SOUTHN CALIF 2.945% 10/01/2051                                                         | CUSIP: 914886AF3<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    350000 | PA      | $219144.94    | 0.01%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                  | SALESFORCE INC 1.95% 07/15/2031                                                                   | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86616.56     | 0.00%             | 2031-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP 4.043% 08/26/2027                                                            | CUSIP: 961214FC2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    230000 | PA      | $229486.75    | 0.01%             | 2027-08-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 10/01/2053#DA1581                                                                    | CUSIP: 3140A1XK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29738 | PA      | $30089.09     | 0.00%             | 2053-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| 3M CO                                                                           | 3M CO 2.875% 10/15/2027                                                                           | CUSIP: 88579YAY7<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    210000 | PA      | $202554.93    | 0.01%             | 2027-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                | ISRAEL STATE OF 5.625% 02/19/2035                                                                 | CUSIP: 46514Y8B6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    350000 | PA      | $345630.60    | 0.01%             | 2035-02-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUN PWR REV                                                            | AMERICAN MUN PWR-OHIO INC TAXABLE-COMB HYDROELEC PROJS-B                                          | CUSIP: 02765UEJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $197458.91    | 0.01%             | 2041-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 11/30#G16390                                                                         | CUSIP: 3128MFKB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29598 | PA      | $28972.52     | 0.00%             | 2030-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARCHER DANIELS MIDLAND CO                                                       | ARCHER DANIELS MIDLAND CO 3.25% 03/27/2030                                                        | CUSIP: 039482AB0<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    330000 | PA      | $312183.99    | 0.01%             | 2030-03-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.25% 02/15/2054                                                      | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29973000 | PA      | $26770806.37  | 0.94%             | 2054-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTL LLC                                                               | HUNTSMAN INTL LLC 4.5% 05/01/2029                                                                 | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112279.47    | 0.00%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING NEW                                                               | OWENS CORNING NEW 4.3% 07/15/2047                                                                 | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    110000 | PA      | $86542.57     | 0.00%             | 2047-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 06/20/2052#MA8097                                                                    | CUSIP: 36179W7J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     93976 | PA      | $78809.81     | 0.00%             | 2052-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 03/01/2037#MA4567                                                                    | CUSIP: 31418ECD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1001854 | PA      | $905024.09    | 0.03%             | 2037-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 1.7% 05/15/2027                                                                   | CUSIP: 459200KH3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    800000 | PA      | $761100.62    | 0.03%             | 2027-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                  | VIRGINIA ELECTRIC AND POWER CO 6% 05/15/2037                                                      | CUSIP: 927804FB5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123725.32    | 0.00%             | 2037-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                        | DUKE ENERGY PROGRESS LLC 3.45% 03/15/2029                                                         | CUSIP: 26442UAH7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    600000 | PA      | $580449.70    | 0.02%             | 2029-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CONSOLIDATED EDISON CO OF NY 3.95% 04/01/2050                                                     | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    245000 | PA      | $185062.22    | 0.01%             | 2050-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | NORFOLK SOUTHERN CORP 2.9% 06/15/2026                                                             | CUSIP: 655844BS6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    370000 | PA      | $364271.00    | 0.01%             | 2026-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 2.375% 03/15/2051                                                                  | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    250000 | PA      | $136765.57    | 0.00%             | 2051-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 5.875% 01/30/2042                                                                   | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100449.59    | 0.00%             | 2042-01-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 0.7% 02/08/2026                                                                         | CUSIP: 037833EB2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2439125.53   | 0.09%             | 2026-02-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 3.5% 09/01/2030                                                                           | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    270000 | PA      | $251839.93    | 0.01%             | 2030-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 08/01/2053#                                                                        | CUSIP: 3132DWH48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    362792 | PA      | $372975.72    | 0.01%             | 2053-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.5% 11/15/2025                                                                         | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2900000 | PA      | $2901529.29   | 0.10%             | 2025-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                            | DUKE ENERGY CORP NEW 5% 08/15/2052                                                                | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84445.67     | 0.00%             | 2052-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                             | ABBOTT LABORATORIES 4.75% 04/15/2043                                                              | CUSIP: 002824BN9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    170000 | PA      | $158000.69    | 0.01%             | 2043-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC 5.6% 05/15/2053                                                                | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146717.68    | 0.01%             | 2053-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                                                            | ARES MANAGEMENT CORP 5.6% 10/11/2054                                                              | CUSIP: 03990BAB7<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91372.39     | 0.00%             | 2054-10-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 03/01/2033#G18683                                                                  | CUSIP: 3128MMXM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    151382 | PA      | $144043.39    | 0.01%             | 2033-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 05/01/2035#FM3340                                                                  | CUSIP: 3140X6WA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126119 | PA      | $122631.85    | 0.00%             | 2035-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 3.109%/VAR 04/22/2041                                                       | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    220000 | PA      | $164377.28    | 0.01%             | 2041-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 07/01/2052#QE6058                                                                  | CUSIP: 3133BFWT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    132873 | PA      | $125848.13    | 0.00%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 11/20/2050#MA6995                                                                    | CUSIP: 36179VXY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    574128 | PA      | $481742.30    | 0.02%             | 2050-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2048#FM9750                                                                    | CUSIP: 3140XDZQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    725981 | PA      | $650161.47    | 0.02%             | 2048-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                         | PHILIPPINES REPUBLIC OF 3% 02/01/2028                                                             | CUSIP: 718286CC9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $193040.00    | 0.01%             | 2028-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                      | UNUM GROUP 4% 06/15/2029                                                                          | CUSIP: 91529YAN6<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97113.31     | 0.00%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KANSAS ST DEV FIN AUTH REV                                                      | KS ST DEV FI 4.927% 4/15/45                                                                       | CUSIP: 485429Z72<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $129431.50    | 0.00%             | 2045-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                                       | AETNA INC 4.75% 03/15/2044                                                                        | CUSIP: 00817YAP3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81639.28     | 0.00%             | 2044-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP 6.82% 11/17/2033                                                             | CUSIP: 961214FP3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $108836.73    | 0.00%             | 2033-11-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EXPORT IMPORT BANK KOREA                                                        | EXPORT IMPORT BANK KOREA 5.125% 09/18/2028                                                        | CUSIP: 302154DY2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | CORP              | KR        |    290000 | PA      | $296967.87    | 0.01%             | 2028-09-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | LOCKHEED MARTIN CORP 5.1% 11/15/2027                                                              | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    210000 | PA      | $215036.26    | 0.01%             | 2027-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC.                                                          | TEXAS INSTRUMENTS INC 3.875% 03/15/2039                                                           | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    210000 | PA      | $181771.66    | 0.01%             | 2039-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                            | ONTARIO PROVINCE CDA 2.5% 04/27/2026                                                              | CUSIP: 68323ADP6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    300000 | PA      | $295353.00    | 0.01%             | 2026-04-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MOODYS CORP                                                                     | MOODYS CORP 5% 08/05/2034                                                                         | CUSIP: 615369BA2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198813.48    | 0.01%             | 2034-08-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                  | SOLVENTUM CORP 6% 05/15/2064                                                                      | CUSIP: 83444MAT8<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    280000 | PA      | $267147.34    | 0.01%             | 2064-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP 5.7% 04/15/2040                                                                          | CUSIP: 913017BS7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162769.83    | 0.01%             | 2040-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES INC                                                       | TELEDYNE TECHNOLOGIES INC 2.75% 04/01/2031                                                        | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88977.33     | 0.00%             | 2031-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | BANK OF AMERICA NA 6% 10/15/2036                                                                  | CUSIP: 06050TJZ6<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259164.98    | 0.01%             | 2036-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST                            | AMERICAN AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST 3.15% 08/15/2033                             | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     94732 | PA      | $86757.90     | 0.00%             | 2033-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP 4.5% 06/01/2042                                                                          | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34602.56     | 0.00%             | 2042-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL INC.                                                    | RAYMOND JAMES FINANCIAL INC 4.95% 07/15/2046                                                      | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175493.40    | 0.01%             | 2046-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                   | APPLOVIN CORP 5.5% 12/01/2034                                                                     | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300133.29    | 0.01%             | 2034-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP 2.125% 04/15/2027                                                                     | CUSIP: 74340XBN0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    170000 | PA      | $163444.55    | 0.01%             | 2027-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 11/01/2054#SL0016                                                                  | CUSIP: 31427MAS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    684224 | PA      | $678618.68    | 0.02%             | 2054-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 5.7% 11/01/2054                                                                         | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    180000 | PA      | $160874.14    | 0.01%             | 2054-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                          | CENTERPOINT ENERGY INC 6.85%/VAR 02/15/2055                                                       | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152577.60    | 0.01%             | 2055-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.625% 04/30/2031                                                                       | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8070000 | PA      | $8301382.07   | 0.29%             | 2031-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                              | CANADIAN IMPERIAL BK OF COMM 3.6% 04/07/2032                                                      | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     85000 | PA      | $78027.10     | 0.00%             | 2032-04-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN INC                                                              | BROOKFIELD FIN INC 5.813% 03/03/2055                                                              | CUSIP: 11271LAP7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $94783.70     | 0.00%             | 2055-03-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                            | KRAFT HEINZ FOODS CO 5.5% 06/01/2050                                                              | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    590000 | PA      | $536147.79    | 0.02%             | 2050-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.25%/VAR 04/21/2034                                                               | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1478929.34   | 0.05%             | 2034-04-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 4.075%/VAR 04/23/2029                                                               | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    770000 | PA      | $757754.90    | 0.03%             | 2029-04-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 3.973%/VAR 05/22/2030                                                           | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    214000 | PA      | $206354.98    | 0.01%             | 2030-05-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 07/01/2035#SB8053                                                                  | CUSIP: 3132D55N8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73538 | PA      | $68470.48     | 0.00%             | 2035-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP                                                     | BLUE OWL CREDIT INCOME CORP 6.6% 09/15/2029                                                       | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    240000 | PA      | $245216.90    | 0.01%             | 2029-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYSTEMS INC                                                      | CADENCE DESIGN SYSTEMS INC 4.3% 09/10/2029                                                        | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178775.43    | 0.01%             | 2029-09-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 04/01/2037#CB3441                                                                  | CUSIP: 3140QNZF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87004 | PA      | $80437.72     | 0.00%             | 2037-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 4.6% 08/15/2045                                                                      | CUSIP: 20030NBQ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    180000 | PA      | $152341.64    | 0.01%             | 2045-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 07/20/2054#MA9779                                                                    | CUSIP: 36179Y2L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    542452 | PA      | $539412.20    | 0.02%             | 2054-07-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 03/01/2033#ZS8690                                                                    | CUSIP: 3132A9UP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8089 | PA      | $7798.95      | 0.00%             | 2033-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 4.75% 04/27/2032                                                     | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $186800.00    | 0.01%             | 2032-04-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 3.625% 04/01/2027                                                                 | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2358438.65   | 0.08%             | 2027-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL INC                                                       | BRIGHTHOUSE FINANCIAL INC 3.85% 12/22/2051                                                        | CUSIP: 10922NAH6<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |     65000 | PA      | $41200.80     | 0.00%             | 2051-12-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5% 09/20/2052#MA8269                                                                      | CUSIP: 36179XFJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    634807 | PA      | $619344.42    | 0.02%             | 2052-09-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FHLM 30YR 6% 01/01/2055#QX3614                                                                    | CUSIP: 31425YAQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2069085 | PA      | $2091162.30   | 0.07%             | 2055-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 03/01/2049#MA3616                                                                  | CUSIP: 31418DAS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21025 | PA      | $20117.32     | 0.00%             | 2049-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 3.07%/VAR 02/24/2028                                                                | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    610000 | PA      | $593564.93    | 0.02%             | 2028-02-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 02/20/2054#MA9485                                                                      | CUSIP: 36179YRE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    403024 | PA      | $370301.09    | 0.01%             | 2054-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 07/01/2051#FM9579                                                                    | CUSIP: 3140XDUD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58050 | PA      | $45442.37     | 0.00%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/49#CA4421                                                                         | CUSIP: 3140QB4F2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95255 | PA      | $82457.30     | 0.00%             | 2049-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 4.35% 01/25/2033                                                   | CUSIP: 3137H9UD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $490864.40    | 0.02%             | 2033-01-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 09/01/2036#MA4418                                                                    | CUSIP: 31418D4C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183970 | PA      | $166304.00    | 0.01%             | 2036-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 05/15/2035                                                                        | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1700000 | PA      | $1680875.00   | 0.06%             | 2035-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                                     | REVVITY INC 3.625% 03/15/2051                                                                     | CUSIP: 714046AJ8<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     45000 | PA      | $29613.64     | 0.00%             | 2051-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                               | LYB INTERNATIONAL FINANCE III LLC 2.25% 10/01/2030                                                | CUSIP: 50249AAG8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    140000 | PA      | $122315.19    | 0.00%             | 2030-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AM PIPELN/PAA FIN C                                                  | PLAINS ALL AM PIPELN/PAA FIN C 4.7% 06/15/2044                                                    | CUSIP: 72650RBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $72081.98     | 0.00%             | 2044-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JOHNSON and JOHNSON                                                             | JOHNSON and JOHNSON 2.1% 09/01/2040                                                               | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    590000 | PA      | $397129.34    | 0.01%             | 2040-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 11/20/2050#MA7000                                                                      | CUSIP: 36179VX54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38634 | PA      | $38414.08     | 0.00%             | 2050-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 09/01/2052#FS2805                                                                  | CUSIP: 3140XJDK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    246283 | PA      | $201142.55    | 0.01%             | 2052-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                | WILLIAMS COS INC 5.4% 03/02/2026                                                                  | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160797.31    | 0.01%             | 2026-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                                   | CALIFORNIA ST BUILD AMERICA BONDS-TAXABLE-VA                                                      | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    360000 | PA      | $425947.10    | 0.02%             | 2039-04-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 3.9% 02/20/2028                                                           | CUSIP: 110122DE5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    270000 | PA      | $268041.94    | 0.01%             | 2028-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP 4.75% 11/15/2048                                                                         | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    160000 | PA      | $138250.80    | 0.00%             | 2048-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO                                                           | UNIVERSITY OF CHICAGO 3% 10/01/2052                                                               | CUSIP: 91412NBG4<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    120000 | PA      | $78295.79     | 0.00%             | 2052-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LAUDER ESTEE COS INC                                                            | LAUDER ESTEE COS INC 1.95% 03/15/2031                                                             | CUSIP: 29736RAR1<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    330000 | PA      | $283265.82    | 0.01%             | 2031-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.625% 10/15/2027                              | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    270000 | PA      | $269294.66    | 0.01%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                          | KOREA DEVELOPMENT BANK 2% 10/25/2031                                                              | CUSIP: 500630DP0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | CORP              | KR        |    350000 | PA      | $302317.23    | 0.01%             | 2031-10-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                   | AEP TEXAS INC 3.8% 10/01/2047                                                                     | CUSIP: 00108WAF7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     80000 | PA      | $56611.80     | 0.00%             | 2047-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 5.15% 01/20/2063                                                               | CUSIP: 907818GD4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    320000 | PA      | $283824.22    | 0.01%             | 2063-01-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                            | DUKE ENERGY CORP NEW 5.45% 06/15/2034                                                             | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141284.00    | 0.00%             | 2034-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FIN CORP                                                          | CDW LLC / CDW FIN CORP 5.55% 08/22/2034                                                           | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $108358.15    | 0.00%             | 2034-08-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 04/20/2050#MA6599                                                                      | CUSIP: 36179VKL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    241416 | PA      | $211109.99    | 0.01%             | 2050-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                         | AEP TRANSMISSION CO LLC 2.75% 08/15/2051                                                          | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $58865.33     | 0.00%             | 2051-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NATWEST GROUP PLC 5.516%/VAR 09/30/2028                                                           | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    290000 | PA      | $294788.38    | 0.01%             | 2028-09-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WEST VA UNIV HEALTH SYS OBLIGATED GROUP                                         | WEST VA UNIV HEALTH SYS OBLIGATED GROUP 3.129% 06/01/2050                                         | CUSIP: 956708AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $43045.47     | 0.00%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                          | KOREA DEVELOPMENT BANK 1.625% 01/19/2031                                                          | CUSIP: 500630DH8<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | CORP              | KR        |    250000 | PA      | $214673.45    | 0.01%             | 2031-01-19      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PAYPAL HLDGS INC                                                                | PAYPAL HLDGS INC 5.05% 06/01/2052                                                                 | CUSIP: 70450YAM5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    160000 | PA      | $142358.48    | 0.01%             | 2052-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 04/01/2033#BJ5714                                                                  | CUSIP: 3140H7K48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19270 | PA      | $18263.64     | 0.00%             | 2033-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 4.2% 09/27/2029                                                                       | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492451.79    | 0.02%             | 2029-09-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 12/20/2051#MA7768                                                                      | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    395883 | PA      | $345443.53    | 0.01%             | 2051-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC                                      | SHIRE ACQ INV IRELAND DA 3.2% 09/23/2026                                                          | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |     14000 | PA      | $13789.41     | 0.00%             | 2026-09-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                | KILROY REALTY LP 4.75% 12/15/2028                                                                 | CUSIP: 49427RAN2<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127525.01    | 0.00%             | 2028-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAP CORP                                                               | NOVARTIS CAP CORP 4.4% 05/06/2044                                                                 | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    120000 | PA      | $104506.57    | 0.00%             | 2044-05-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | MICRON TECHNOLOGY INC 5.3% 01/15/2031                                                             | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100618.99    | 0.00%             | 2031-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 07/01/2050#                                                                          | CUSIP: 31418DQ96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    696050 | PA      | $599052.94    | 0.02%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 06/20/2050#MA6710                                                                      | CUSIP: 36179VN30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    656785 | PA      | $573924.79    | 0.02%             | 2050-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                   | HEWLETT PACKARD ENTERPRISE CO VAR 10/15/2025                                                      | CUSIP: 42824CAW9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1108000 | PA      | $1108223.88   | 0.04%             | 2025-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                             | EASTMAN CHEMICAL CO 4.5% 12/01/2028                                                               | CUSIP: 277432AW0<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    406000 | PA      | $404014.81    | 0.01%             | 2028-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 12/20/2054#MB0089                                                                      | CUSIP: 3618N5C31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    323704 | PA      | $296687.59    | 0.01%             | 2054-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 4.8% 07/15/2028                                                                  | CUSIP: 87264ADA0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353744.39    | 0.01%             | 2028-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                            | FREEPORT-MCMORAN INC 4.625% 08/01/2030                                                            | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    190000 | PA      | $186539.57    | 0.01%             | 2030-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                | GEORGIA POWER CO 4.65% 05/16/2028                                                                 | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171569.25    | 0.01%             | 2028-05-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                                  | WALT DISNEY CO 2.75% 09/01/2049                                                                   | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    160000 | PA      | $98220.78     | 0.00%             | 2049-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA S.A                                             | BANCO BILBAO VIZ ARGENTARIA SA 5.862%/VAR 09/14/2026                                              | CUSIP: 05946KAK7<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $400865.34    | 0.01%             | 2026-09-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                        | AMERICAN HOMES 4 RENT LP 3.375% 07/15/2051                                                        | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    270000 | PA      | $172596.14    | 0.01%             | 2051-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/01/2049#FM7075                                                                    | CUSIP: 3140XA2H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    315890 | PA      | $294117.83    | 0.01%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 6.4% 12/01/2030                                                                | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106312.84    | 0.00%             | 2030-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 04/01/2048#Q55141                                                                    | CUSIP: 3132XXWB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       845 | PA      | $787.93       | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 2.75% 06/01/2031                                                                     | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    401000 | PA      | $358867.25    | 0.01%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MID AMERICA APTS LP                                                             | MID AMERICA APTS LP 4.2% 06/15/2028                                                               | CUSIP: 59523UAP2<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    260000 | PA      | $257940.32    | 0.01%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 04/01/2037#                                                                        | CUSIP: 31418ECT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    292585 | PA      | $256961.52    | 0.01%             | 2037-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 03/01/2050#SD0506                                                                  | CUSIP: 3132DMR31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1005699 | PA      | $913103.52    | 0.03%             | 2050-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 03/46#MA3522                                                                           | CUSIP: 36179R4F3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15240 | PA      | $14256.53     | 0.00%             | 2046-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                          | SEMPRA 3.4% 02/01/2028                                                                            | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48608.38     | 0.00%             | 2028-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 10/01/2052#SD1683                                                                  | CUSIP: 3132DN2Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    361259 | PA      | $343261.68    | 0.01%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP 6% 02/20/2034                                                                    | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104032.67    | 0.00%             | 2034-02-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/46#BM5900                                                                         | CUSIP: 3140JARW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    323970 | PA      | $290172.92    | 0.01%             | 2046-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 6.561%/VAR 10/24/2034                                               | CUSIP: 38141GA53<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    110000 | PA      | $119785.39    | 0.00%             | 2034-10-24      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| VODAFONE GRP PLC                                                                | VODAFONE GROUP PLC 6.25% 11/30/2032                                                               | CUSIP: 92857WAB6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $107026.43    | 0.00%             | 2032-11-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                        | TUCSON ELECTRIC POWER CO 5.5% 04/15/2053                                                          | CUSIP: 898813AV2<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     90000 | PA      | $83195.23     | 0.00%             | 2053-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REGENCY CTRS LP                                                                 | REGENCY CTRS LP 3.7% 06/15/2030                                                                   | CUSIP: 75884RBA0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143588.01    | 0.01%             | 2030-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | LOCKHEED MARTIN CORP 3.9% 06/15/2032                                                              | CUSIP: 539830BR9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    160000 | PA      | $152021.39    | 0.01%             | 2032-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY GO                                                                | NEW YORK N Y TAXABLE-BUILD AMER BDS-F-1                                                           | CUSIP: 64966JAR7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    280000 | PA      | $294852.63    | 0.01%             | 2037-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 5.35% 11/15/2044                                                       | CUSIP: 571748CE0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    140000 | PA      | $133563.33    | 0.00%             | 2044-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 02/20/2050#MA6474                                                                      | CUSIP: 36179VFP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19438 | PA      | $16991.99     | 0.00%             | 2050-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 01/01/2035#SB8026                                                                  | CUSIP: 3132D54K5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    240107 | PA      | $224462.23    | 0.01%             | 2035-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.875% 05/31/2026                                                                       | CUSIP: 91282CKS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2910000 | PA      | $2929915.31   | 0.10%             | 2026-05-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 4.4% 03/15/2027                                                                | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169322.42    | 0.01%             | 2027-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                     | NUTRIEN LTD 3.95% 05/13/2050                                                                      | CUSIP: 67077MAX6<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $122893.89    | 0.00%             | 2050-05-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 5% 01/21/2044                                                         | CUSIP: 06051GFC8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    235000 | PA      | $216637.59    | 0.01%             | 2044-01-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES CORP                                                     | CENTERPOINT ENERGY RES CORP 5.4% 07/01/2034                                                       | CUSIP: 15189WAS9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160768.60    | 0.01%             | 2034-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 12/01/2054#SD8491                                                                    | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1259888 | PA      | $1220171.25   | 0.04%             | 2054-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 10/01/2050#                                                                        | CUSIP: 3132DV7L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1006486 | PA      | $828299.40    | 0.03%             | 2050-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DOLLAR GEN CORP NEW                                                             | DOLLAR GEN CORP NEW 5.45% 07/05/2033                                                              | CUSIP: 256677AP0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120427.24    | 0.00%             | 2033-07-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 09/01/2053#SD8364                                                                  | CUSIP: 3132DWJH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    810083 | PA      | $832821.28    | 0.03%             | 2053-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 4.836% 05/09/2028                                                                    | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    310000 | PA      | $310552.51    | 0.01%             | 2028-05-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                | ELI LILLY and CO 4.6% 08/14/2034                                                                  | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    290000 | PA      | $282709.56    | 0.01%             | 2034-08-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 3.961% 03/02/2028                                                      | CUSIP: 606822AV6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $98913.26     | 0.00%             | 2028-03-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC 4.8% 11/15/2029                                                               | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253477.91    | 0.01%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP 4.45% 04/15/2046                                                                      | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    125000 | PA      | $100378.10    | 0.00%             | 2046-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 10/01/2053#MA5167                                                                  | CUSIP: 31418EW55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    758545 | PA      | $779362.36    | 0.03%             | 2053-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 08/20/2051#MA7533                                                                      | CUSIP: 36179WLN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3295281 | PA      | $2648663.18   | 0.09%             | 2051-08-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 3.25% 11/15/2049                                                                       | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    180000 | PA      | $109749.79    | 0.00%             | 2049-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.75% 05/15/2055                                                      | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2150000 | PA      | $2094906.25   | 0.07%             | 2055-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                             | CONSUMERS ENERGY CO 4.35% 04/15/2049                                                              | CUSIP: 210518DD5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    210000 | PA      | $173250.22    | 0.01%             | 2049-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                          | SEMPRA 4.125%/VAR 04/01/2052                                                                      | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94398.79     | 0.00%             | 2052-04-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                           | COSTCO WHOLESALE CORP 1.6% 04/20/2030                                                             | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    240000 | PA      | $211993.11    | 0.01%             | 2030-04-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC.                                                          | TEXAS INSTRUMENTS INC 5.1% 05/23/2035                                                             | CUSIP: 882508CM4<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    360000 | PA      | $361417.21    | 0.01%             | 2035-05-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP 3.557% 08/15/2027                                                                | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1408450.52   | 0.05%             | 2027-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                         | KEYCORP 2.25% 04/06/2027                                                                          | CUSIP: 49326EEK5<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    280000 | PA      | $268004.25    | 0.01%             | 2027-04-06      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 10YR 3.5% 05/01/2029#MA3656                                                                  | CUSIP: 31418DB27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34315 | PA      | $33645.36     | 0.00%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 1.5% 10/01/2051#BU3311                                                                  | CUSIP: 3140M4VD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1022661 | PA      | $755775.48    | 0.03%             | 2051-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/01/2052#CB4020                                                                    | CUSIP: 3140QPPE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    571363 | PA      | $524885.03    | 0.02%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT and WHITE HLDGS                                                    | BAYLOR SCOTT and WHITE HLDGS 2.839% 11/15/2050                                                    | CUSIP: 072863AJ2<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    250000 | PA      | $152599.88    | 0.01%             | 2050-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 04/30/2030                                                                       | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15380000 | PA      | $15318720.24  | 0.54%             | 2030-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 02/01/2035#MA3931                                                                    | CUSIP: 31418DLM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32352 | PA      | $30789.06     | 0.00%             | 2035-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 3.35% 02/22/2032                                                                        | CUSIP: 031162DE7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    140000 | PA      | $127964.71    | 0.00%             | 2032-02-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 11/01/2052#QF3241                                                                    | CUSIP: 3133BQS64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    301975 | PA      | $277293.14    | 0.01%             | 2052-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 5.2% 02/10/2035                                                                   | CUSIP: 459200LJ8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    600000 | PA      | $596983.99    | 0.02%             | 2035-02-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INGREDION INC                                                                   | INGREDION INC 3.2% 10/01/2026                                                                     | CUSIP: 457187AB8<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |    270000 | PA      | $264931.04    | 0.01%             | 2026-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                           | DUPONT DE NEMOURS INC 5.319% 11/15/2038                                                           | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    368000 | PA      | $374780.26    | 0.01%             | 2038-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 3.875% 08/22/2037                                                                  | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    280000 | PA      | $249484.04    | 0.01%             | 2037-08-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 2.45% 10/29/2026                               | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $969194.44    | 0.03%             | 2026-10-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                | CENTENE CORP 2.625% 08/01/2031                                                                    | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    365000 | PA      | $309160.95    | 0.01%             | 2031-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                        | COOPERATIEVE RABOBANK UA 4.375% 08/04/2025                                                        | CUSIP: 21684AAC0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    290000 | PA      | $289623.51    | 0.01%             | 2025-08-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLINA HEALTH SYSTEM                                                            | ALLINA HEALTH SYSTEM 3.887% 04/15/2049                                                            | CUSIP: 01959LAC6<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |     40000 | PA      | $29612.50     | 0.00%             | 2049-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 5.8% 09/15/2062                                                                     | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46862.03     | 0.00%             | 2062-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP NEW                                                                | ENTERGY CORP NEW 2.4% 06/15/2031                                                                  | CUSIP: 29364GAP8<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    120000 | PA      | $104544.17    | 0.00%             | 2031-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                               | HEALTHPEAK OP LLC 3% 01/15/2030                                                                   | CUSIP: 42250PAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    320000 | PA      | $296086.73    | 0.01%             | 2030-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                     | VIATRIS INC 2.7% 06/22/2030                                                                       | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    428000 | PA      | $374364.62    | 0.01%             | 2030-06-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 12/01/2035#MA4206                                                                    | CUSIP: 31418DU83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1694092 | PA      | $1541474.26   | 0.05%             | 2035-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                  | CANADIAN NATL RESOURCES LTD 5% 12/15/2029 144A                                                    | CUSIP: 136385BB6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $398419.41    | 0.01%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP 4.742% 03/16/2032                                                                | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    170000 | PA      | $166272.47    | 0.01%             | 2032-03-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                               | SOUTHERN POWER CO 5.25% 07/15/2043                                                                | CUSIP: 843646AJ9<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     90000 | PA      | $81909.25     | 0.00%             | 2043-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARCHER DANIELS MIDLAND CO                                                       | ARCHER DANIELS MIDLAND CO 3.75% 09/15/2047                                                        | CUSIP: 039483BM3<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    200000 | PA      | $148145.22    | 0.01%             | 2047-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                            | SHELL FINANCE US INC 2.375% 11/07/2029                                                            | CUSIP: 822905AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $295134.44    | 0.01%             | 2029-11-07      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CONSOLIDATED EDISON CO OF NY 6.75% 04/01/2038                                                     | CUSIP: 209111EU3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    110000 | PA      | $122422.28    | 0.00%             | 2038-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HOLDINGS SCA                                                   | MEDTRONIC GLOBAL HOLDINGS SCA 4.5% 03/30/2033                                                     | CUSIP: 58507LBC2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $293155.36    | 0.01%             | 2033-03-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 09/01/2048#BM2007                                                                    | CUSIP: 3140J6GR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    150469 | PA      | $140098.37    | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 2.525%/VAR 11/19/2041                                                       | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    340000 | PA      | $232068.73    | 0.01%             | 2041-11-19      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                                    | HUNTINGTON BANCSHARES INC/OH 2.55% 02/04/2030                                                     | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    310000 | PA      | $280177.52    | 0.01%             | 2030-02-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 4.65% 03/15/2030                                                       | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401641.56    | 0.01%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FREDDIE MAC POOL 30YR 3% 03/50#QA8169                                                             | CUSIP: 3133A3CE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    221383 | PA      | $191708.25    | 0.01%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BN35                                                                  | BANK 2021-BN35 2.285% 06/15/2064                                                                  | CUSIP: 06540CBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $598776.92    | 0.02%             | 2064-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                 | NXP B V/NXP FDG LLC/NXP USA INC 3.25% 05/11/2041                                                  | CUSIP: 62954HAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    190000 | PA      | $135043.09    | 0.00%             | 2041-05-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 05/01/2054#MA5352                                                                    | CUSIP: 31418E5N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1890848 | PA      | $1831979.94   | 0.06%             | 2054-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CONSOLIDATED EDISON CO OF NY 4.65% 12/01/2048                                                     | CUSIP: 209111FT5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    385000 | PA      | $320752.48    | 0.01%             | 2048-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | PFIZER INC 3.45% 03/15/2029                                                                       | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97237.60     | 0.00%             | 2029-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.75% 04/30/2027                                                                        | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1920000 | PA      | $1878825.00   | 0.07%             | 2027-04-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                  | US BANCORP DEL 2.491%/VAR 11/03/2036                                                              | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $166488.31    | 0.01%             | 2036-11-03      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 4.3% 02/15/2030                                                                      | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    720000 | PA      | $712413.24    | 0.03%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY NOTRE DAME DU LAC                                                    | UNIVERSITY NOTRE DAME DU LAC 3.394% 02/15/2048                                                    | CUSIP: 914748AA6<br>LEI: XV74408A6JGDG5126L34 | Long             | DBT              | CORP              | US        |    110000 | PA      | $78548.17     | 0.00%             | 2048-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 09/01/2050#MA4119                                                                    | CUSIP: 31418DSH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    310038 | PA      | $243281.94    | 0.01%             | 2050-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 09/01/2049#FM3102                                                                    | CUSIP: 3140X6NU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    161432 | PA      | $149901.76    | 0.01%             | 2049-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORP NEW                                                           | DEVON ENERGY CORP NEW 5.75% 09/15/2054                                                            | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    110000 | PA      | $95621.04     | 0.00%             | 2054-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                               | CF INDUSTRIES INC 5.375% 03/15/2044                                                               | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    240000 | PA      | $216133.59    | 0.01%             | 2044-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2020-GC45                                                        | GS MTG SECS TR 2020-GC45 2.9106% 02/13/2053                                                       | CUSIP: 36258YBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $276331.05    | 0.01%             | 2053-02-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | CISCO SYSTEMS INC 5.05% 02/26/2034                                                                | CUSIP: 17275RBT8<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302294.40    | 0.01%             | 2034-02-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 5.615%/VAR 04/24/2036                                                  | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $203143.23    | 0.01%             | 2036-04-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                      | MATTEL INC 5.45% 11/01/2041                                                                       | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43375.26     | 0.00%             | 2041-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                       | INVITATION HOMES OPERATING PARTNERSHIP LP 2.3% 11/15/2028                                         | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    170000 | PA      | $157781.69    | 0.01%             | 2028-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS and ELECTRIC CO                                                   | SAN DIEGO GAS and ELECTRIC CO 4.15% 05/15/2048                                                    | CUSIP: 797440BW3<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    220000 | PA      | $167093.01    | 0.01%             | 2048-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY IND INC                                                             | DUKE ENERGY IND INC 6.12% 10/15/2035                                                              | CUSIP: 693627AY7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73617.37     | 0.00%             | 2035-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 10/01/2034#SB8010                                                                  | CUSIP: 3132D53T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66813 | PA      | $62626.42     | 0.00%             | 2034-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 03/01/2055#SD8516                                                                    | CUSIP: 3132DWN90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    971694 | PA      | $981803.49    | 0.03%             | 2055-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                     | CENCORA INC 4.85% 12/15/2029                                                                      | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90692.50     | 0.00%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMEREN ILL CO                                                                   | AMEREN ILL CO 4.5% 03/15/2049                                                                     | CUSIP: 02361DAT7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    210000 | PA      | $172962.73    | 0.01%             | 2049-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                  | CITIBANK NA 4.838% 08/06/2029                                                                     | CUSIP: 17325FBK3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    510000 | PA      | $516257.59    | 0.02%             | 2029-08-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC 2.95% 03/01/2027                                                              | CUSIP: 375558BM4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    430000 | PA      | $421742.00    | 0.01%             | 2027-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 08/01/2049#BN7677                                                                    | CUSIP: 3140JQQ71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15086 | PA      | $13998.70     | 0.00%             | 2049-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                           | INTERNATIONAL BK RECON and DEVEL 3.625% 09/21/2029                                                | CUSIP: 459058KL6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2711096.99   | 0.10%             | 2029-09-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 6.95%/VAR 11/30/2054                                                                 | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133020.03    | 0.00%             | 2054-11-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 01/01/2036#                                                                          | CUSIP: 3132D56V9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18516 | PA      | $16807.62     | 0.00%             | 2036-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                  | VIRGINIA ELECTRIC AND POWER CO 5.45% 04/01/2053                                                   | CUSIP: 927804GL2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73863.25     | 0.00%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                        | AES CORP 2.45% 01/15/2031                                                                         | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85508.82     | 0.00%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NATIONAL ASSOCIATION                                           | WELLS FARGO BK NATL ASSN 5.45% 08/07/2026                                                         | CUSIP: 94988J6D4<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    800000 | PA      | $808858.08    | 0.03%             | 2026-08-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                           | NORTHROP GRUMMAN CORP 3.25% 01/15/2028                                                            | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97309.22     | 0.00%             | 2028-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 3.187% 11/15/2036 144A                                                               | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    220000 | PA      | $178940.36    | 0.01%             | 2036-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 11/01/2047#BJ0973                                                                  | CUSIP: 3140H2CK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12901 | PA      | $11644.63     | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                        | TOTALENERGIES CAPITAL SA 3.883% 10/11/2028                                                        | CUSIP: 89152UAH5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    470000 | PA      | $465469.52    | 0.02%             | 2028-10-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6.5% 03/20/2055#MB0261                                                                    | CUSIP: 3618N5JF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1775005 | PA      | $1818867.17   | 0.06%             | 2055-03-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                | SOUTHERN COMPANY 6.375%/VAR 03/15/2055                                                            | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40652.64     | 0.00%             | 2055-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                             | KIMBERLY-CLARK CORP 6.625% 08/01/2037                                                             | CUSIP: 494368BC6<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    140000 | PA      | $159137.11    | 0.01%             | 2037-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.875% 08/15/2045                                                     | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    268000 | PA      | $195922.66    | 0.01%             | 2045-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 3% 08/15/2026                                                                     | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37268.26     | 0.00%             | 2026-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3% 02/15/2047                                                         | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     83000 | PA      | $61001.76     | 0.00%             | 2047-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NATWEST GROUP PLC 3.032%/VAR 11/28/2035                                                           | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $177280.04    | 0.01%             | 2035-11-28      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 01/01/2052#BU1452                                                                    | CUSIP: 3140M2TJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    806780 | PA      | $628528.52    | 0.02%             | 2052-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC 4.75% 08/15/2034                                                               | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    230000 | PA      | $227444.56    | 0.01%             | 2034-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                             | PRUDENTIAL FINL INC 3% 03/10/2040                                                                 | CUSIP: 74432QCJ2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    110000 | PA      | $81004.46     | 0.00%             | 2040-03-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                        | VISA INC 2.7% 04/15/2040                                                                          | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    120000 | PA      | $89108.16     | 0.00%             | 2040-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4% 02/01/2038#FS6194                                                                    | CUSIP: 3140XM3C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    320967 | PA      | $311955.73    | 0.01%             | 2038-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 11/01/2053#DA3831                                                                  | CUSIP: 3140A4HH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    439517 | PA      | $436074.77    | 0.02%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP 4.758% 09/06/2049                                                                | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    260000 | PA      | $208735.20    | 0.01%             | 2049-09-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| S and P GLOBAL INC                                                              | S and P GLOBAL INC 3.9% 03/01/2062                                                                | CUSIP: 78409VBM5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    250000 | PA      | $181431.66    | 0.01%             | 2062-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FUNDING INC                                                           | BLACKROCK FUNDING INC 5.25% 03/14/2054                                                            | CUSIP: 09290DAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $56141.16     | 0.00%             | 2054-03-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                       | TRANSCANADA PIPELINES LTD 6.1% 06/01/2040                                                         | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $171391.06    | 0.01%             | 2040-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 1.75% 08/21/2030                                                                  | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    735000 | PA      | $625081.32    | 0.02%             | 2030-08-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 4.2% 01/31/2050                                                         | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    370000 | PA      | $283236.80    | 0.01%             | 2050-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                | ELI LILLY and CO 2.25% 05/15/2050                                                                 | CUSIP: 532457BY3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    685000 | PA      | $379092.04    | 0.01%             | 2050-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP 4.65% 03/01/2068                                                                         | CUSIP: 126408HL0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    280000 | PA      | $223213.11    | 0.01%             | 2068-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 08/01/2036#BQ7425                                                                    | CUSIP: 3140KTHB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    720899 | PA      | $650998.36    | 0.02%             | 2036-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 3.45% 04/13/2029                                                                   | CUSIP: 023135CG9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97823.39     | 0.00%             | 2029-04-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 11/15/2034                                                                        | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16370000 | PA      | $16208857.81  | 0.57%             | 2034-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                                                       | BAXTER INTERNATIONAL INC 3.95% 04/01/2030                                                         | CUSIP: 071813BY4<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    140000 | PA      | $135406.66    | 0.00%             | 2030-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC 4.45% 08/15/2052                                                               | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    480000 | PA      | $396958.56    | 0.01%             | 2052-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 12/20/2050#MA7052                                                                    | CUSIP: 36179VZR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    176525 | PA      | $148119.34    | 0.01%             | 2050-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 08/01/2037#MA4767                                                                    | CUSIP: 31418EJM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    886071 | PA      | $800431.17    | 0.03%             | 2037-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                       | UNITED PARCEL SERVICE INC 5.95% 05/14/2055                                                        | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119423.00    | 0.00%             | 2055-05-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP 1.2% 08/05/2025                                                             | CUSIP: 89788MAA0<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    850000 | PA      | $844905.60    | 0.03%             | 2025-08-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 06/01/2052#CB3906                                                                  | CUSIP: 3140QPKU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84897 | PA      | $75594.63     | 0.00%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 05/01/2054#RJ2271                                                                    | CUSIP: 3142GSQZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     71879 | PA      | $72632.97     | 0.00%             | 2054-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 1.5% 01/01/2052#BT6590                                                                  | CUSIP: 3140LVKC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    378291 | PA      | $279567.88    | 0.01%             | 2052-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                | ISRAEL STATE OF 5.5% 03/12/2034                                                                   | CUSIP: 46514BRL3<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $197221.60    | 0.01%             | 2034-03-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.5% 01/31/2030                                                                         | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5650000 | PA      | $5540310.56   | 0.20%             | 2030-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                          | CONOCOPHILLIPS CO 3.8% 03/15/2052                                                                 | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69995.25     | 0.00%             | 2052-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/01/2044#FM1130                                                                    | CUSIP: 3140X4HG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    529091 | PA      | $473642.18    | 0.02%             | 2044-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 5.5% 08/03/2035                                                                       | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150693.53    | 0.01%             | 2035-08-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 1.8% 01/13/2031                                                       | CUSIP: 02665WDT5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    140000 | PA      | $118728.91    | 0.00%             | 2031-01-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY IND INC                                                             | DUKE ENERGY IND INC 6.35% 08/15/2038                                                              | CUSIP: 263901AA8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    170000 | PA      | $181898.80    | 0.01%             | 2038-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLS PASS THRU TR 2021-1A                                             | AMERICAN AIRLS PASS THRU TR 2021-1A 2.875% 01/11/2036                                             | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    181848 | PA      | $158232.64    | 0.01%             | 2036-01-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/01/2049#CA4406                                                                    | CUSIP: 3140QB3Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121065 | PA      | $105291.50    | 0.00%             | 2049-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | NORFOLK SOUTHERN CORP 5.55% 03/15/2034                                                            | CUSIP: 655844CT3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    230000 | PA      | $236609.77    | 0.01%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                           | AON NORTH AMERICA INC 5.45% 03/01/2034                                                            | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $303327.55    | 0.01%             | 2034-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 6.75% 01/15/2053                                                      | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    340000 | PA      | $338567.55    | 0.01%             | 2053-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC.                                                          | TEXAS INSTRUMENTS INC 5.05% 05/18/2063                                                            | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    210000 | PA      | $185421.43    | 0.01%             | 2063-05-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                           | PFIZER INVESTMENT ENTERPRISES PTE LTD 5.3% 05/19/2053                                             | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    878000 | PA      | $804747.70    | 0.03%             | 2053-05-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 5.198%/VAR 01/23/2030                                                      | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    720000 | PA      | $731768.51    | 0.03%             | 2030-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                     | CUMMINS INC 1.5% 09/01/2030                                                                       | CUSIP: 231021AT3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    190000 | PA      | $163582.73    | 0.01%             | 2030-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | NORFOLK SOUTHERN CORP 3.8% 08/01/2028                                                             | CUSIP: 655844BZ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     72000 | PA      | $70773.88     | 0.00%             | 2028-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.875% 09/30/2026                                                                       | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6070000 | PA      | $5823169.16   | 0.21%             | 2026-09-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 04/01/2053#RA8728                                                                    | CUSIP: 3133KQVV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1543232 | PA      | $1506398.41   | 0.05%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUN CMNTYS OPER LTD PRTNRSHP                                                    | SUN CMNTYS OPER LTD PRTNRSHP 2.7% 07/15/2031                                                      | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87112.27     | 0.00%             | 2031-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 02/01/2050#                                                                          | CUSIP: 31418DLT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    598617 | PA      | $515384.63    | 0.02%             | 2050-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | ASIAN DEVELOPMENT BANK 4.5% 08/25/2028                                                            | CUSIP: 045167FZ1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |    630000 | PA      | $640752.76    | 0.02%             | 2028-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                                         | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 4.8% 03/15/2030                                           | CUSIP: 15189XBG2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252438.70    | 0.01%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 4.9% 02/22/2029                                                           | CUSIP: 110122EF1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    560000 | PA      | $570468.15    | 0.02%             | 2029-02-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER CO                                                       | POTOMAC ELECTRIC POWER CO 4.15% 03/15/2043                                                        | CUSIP: 737679DE7<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    110000 | PA      | $88880.88     | 0.00%             | 2043-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN CORP                                                     | BERKSHIRE HATHAWAY FIN CORP 3.85% 03/15/2052                                                      | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    270000 | PA      | $202380.35    | 0.01%             | 2052-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 07/47#MA4587                                                                           | CUSIP: 36179TCY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     82483 | PA      | $76875.35     | 0.00%             | 2047-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 04/35#MA3985                                                                         | CUSIP: 31418DNB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22183 | PA      | $21090.08     | 0.00%             | 2035-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP 1.267%/VAR 03/02/2027                                                       | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    950000 | PA      | $924410.39    | 0.03%             | 2027-03-02      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 05/01/2051#SD8147                                                                  | CUSIP: 3132DWBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1779461 | PA      | $1458312.04   | 0.05%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.25% 11/30/2026                                                                        | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    429000 | PA      | $411990.82    | 0.01%             | 2026-11-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                         | PHILIPPINES REPUBLIC OF 2.65% 12/10/2045                                                          | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    610000 | PA      | $386191.00    | 0.01%             | 2045-12-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CONSOLIDATED EDISON CO OF NY 3.35% 04/01/2030                                                     | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    270000 | PA      | $257256.00    | 0.01%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 12/01/2050#MA4208                                                                    | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8950463 | PA      | $7012090.80   | 0.25%             | 2050-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 04/20/2050#MA6602                                                                    | CUSIP: 36179VKP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    127228 | PA      | $122006.26    | 0.00%             | 2050-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 3.887%/VAR 01/10/2028                                                               | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138165.35    | 0.00%             | 2028-01-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4% 05/01/2035#MA4067                                                                    | CUSIP: 31418DQV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34544 | PA      | $33801.02     | 0.00%             | 2035-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                               | EVERSOURCE ENERGY 5.95% 07/15/2034                                                                | CUSIP: 30040WAZ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113277.75    | 0.00%             | 2034-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AMERICA INC                                               | AMCOR FLEXIBLES NORTH AMERICA INC 5.5% 03/17/2035 144A                                            | CUSIP: 02344AAE8<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148448.04    | 0.01%             | 2035-03-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                      | BP CAP MARKETS AMERICA INC 3.001% 03/17/2052                                                      | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    200000 | PA      | $122173.09    | 0.00%             | 2052-03-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 04/01/2048#MA3333                                                                    | CUSIP: 31418CV35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95929 | PA      | $89407.64     | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DTE ELEC CO                                                                     | DTE ELEC CO 3.25% 04/01/2051                                                                      | CUSIP: 23338VAP1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    240000 | PA      | $160198.60    | 0.01%             | 2051-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 10/01/2048#FS0098                                                                    | CUSIP: 3140XFDC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    657272 | PA      | $662692.06    | 0.02%             | 2048-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | NORFOLK SOUTHERN CORP 4.55% 06/01/2053                                                            | CUSIP: 655844CP1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     80000 | PA      | $65538.46     | 0.00%             | 2053-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 02/15/2027                                                                       | CUSIP: 91282CKA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17430000 | PA      | $17472213.37  | 0.62%             | 2027-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 4.3% 03/25/2028                                                                   | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $988910.85    | 0.03%             | 2028-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 05/01/2029#ZK6913                                                                    | CUSIP: 3131XAVE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66546 | PA      | $65456.51     | 0.00%             | 2029-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO                                                                 | DOW CHEMICAL CO 3.6% 11/15/2050                                                                   | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    290000 | PA      | $189473.07    | 0.01%             | 2050-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KAISER FNDTN HOSPS                                                              | KAISER FNDTN HOSPS 4.15% 05/01/2047                                                               | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    460000 | PA      | $366555.46    | 0.01%             | 2047-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRINITY HEALTH CORP                                                             | TRINITY HEALTH CORP 4.125% 12/01/2045                                                             | CUSIP: 896516AA9<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |     80000 | PA      | $63885.19     | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 1.474% 07/08/2025                                                    | CUSIP: 86562MCA6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    650000 | PA      | $648021.51    | 0.02%             | 2025-07-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 12/01/2049#FM3155                                                                    | CUSIP: 3140X6QH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59582 | PA      | $58806.53     | 0.00%             | 2049-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.45% 04/15/2027                               | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    219000 | PA      | $225364.58    | 0.01%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 11/20/2048#MA5596                                                                    | CUSIP: 36179UGD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25611 | PA      | $24615.55     | 0.00%             | 2048-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 3.459% 09/15/2026                                                                    | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    432000 | PA      | $426610.39    | 0.02%             | 2026-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL                           | JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 7.25% 11/15/2053                            | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    170000 | PA      | $187455.43    | 0.01%             | 2053-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 5.6% 04/01/2034                                                                           | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    700000 | PA      | $703893.90    | 0.02%             | 2034-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 03/01/2054#CB8159                                                                    | CUSIP: 3140QUB54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    643909 | PA      | $657349.72    | 0.02%             | 2054-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                           | MIDAMERICAN ENERGY CO 3.65% 08/01/2048                                                            | CUSIP: 595620AS4<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    280000 | PA      | $203561.93    | 0.01%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                  | TARGA RES CORP 6.125% 03/15/2033                                                                  | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257489.43    | 0.01%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INDIANA UNIVERSITY HEALTH INC OBLIGATED GROUP                                   | INDIANA UNIVERSITY HEALTH INC OBLIGATED GROUP 2.852% 11/01/2051                                   | CUSIP: 455170AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $121420.72    | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 2.95% 09/11/2049                                                                        | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    180000 | PA      | $117734.75    | 0.00%             | 2049-09-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                             | GLOBAL PAYMENTS INC 3.2% 08/15/2029                                                               | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102895.29    | 0.00%             | 2029-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                         | CRH AMER FIN INC 5.4% 05/21/2034                                                                  | CUSIP: 12636YAE2<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201847.02    | 0.01%             | 2034-05-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 02/01/2054#DA5369                                                                  | CUSIP: 3140A56F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    918323 | PA      | $912852.06    | 0.03%             | 2054-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SAN ANTONIO TX ELEC and GAS REV                                                 | SAN ANTONIO TX ELEC and GAS REVENUE TXBL                                                          | CUSIP: 796253Z21<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $277792.14    | 0.01%             | 2042-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                       | TRANSCANADA PIPELINES LTD 4.875% 05/15/2048                                                       | CUSIP: 89352HAY5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $68190.85     | 0.00%             | 2048-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 5.4% 03/15/2055                                                        | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140140.05    | 0.00%             | 2055-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4.5% 08/20/2052#MA8201                                                                    | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    485919 | PA      | $462823.85    | 0.02%             | 2052-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                            | KRAFT HEINZ FOODS CO 5% 06/04/2042                                                                | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88191.89     | 0.00%             | 2042-06-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                              | CONAGRA BRANDS INC 5.3% 11/01/2038                                                                | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    121000 | PA      | $113388.51    | 0.00%             | 2038-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                                  | WALT DISNEY CO 3.8% 05/13/2060                                                                    | CUSIP: 254687GA8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     60000 | PA      | $42633.45     | 0.00%             | 2060-05-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | CROWN CASTLE INC 2.25% 01/15/2031                                                                 | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86090.09     | 0.00%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 03/01/2052#MA4563                                                                  | CUSIP: 31418EB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2917745 | PA      | $2385692.68   | 0.08%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 5.75% 02/01/2033                                                               | CUSIP: 24703DBL4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113844.00    | 0.00%             | 2033-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 1.5% 11/01/2037#SB0908                                                                  | CUSIP: 3132CXAH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    501063 | PA      | $440056.66    | 0.02%             | 2037-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP 3.95% 08/16/2025                                                                         | CUSIP: 913017DD8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79835.83     | 0.00%             | 2025-08-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FREDDIE MAC 6.75% 03/15/2031                                                                      | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    870000 | PA      | $986991.47    | 0.03%             | 2031-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP 2020-1 CLASS AA PASS THROUGH TRUST                                   | FEDEX CORP 2020-1 CLASS AA PASS THROUGH TRUST 1.875% 08/20/2035                                   | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    189843 | PA      | $161755.27    | 0.01%             | 2035-08-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                     | HONEYWELL INTL INC 5% 02/15/2033                                                                  | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    440000 | PA      | $440883.96    | 0.02%             | 2033-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP 1.878%/VAR 11/02/2027                                                  | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    360000 | PA      | $346248.57    | 0.01%             | 2027-11-02      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                                            | BANK OF MONTREAL QUE 2.65% 03/08/2027                                                             | CUSIP: 06368FAJ8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    460000 | PA      | $446447.88    | 0.02%             | 2027-03-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 06/01/2049#SD0067                                                                  | CUSIP: 3132DMCC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     92295 | PA      | $93619.88     | 0.00%             | 2049-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 03/01/2048#Q54557                                                                  | CUSIP: 3132XXB32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    180994 | PA      | $163584.18    | 0.01%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 12/01/2053#MA5217                                                                  | CUSIP: 31418EYP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171199 | PA      | $175897.36    | 0.01%             | 2053-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.75% 05/15/2028                                                                        | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15870000 | PA      | $15822897.84  | 0.56%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC 4.95% 10/01/2044                                                                       | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    180000 | PA      | $149974.17    | 0.01%             | 2044-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                               | EXPEDIA GROUP INC 2.95% 03/15/2031                                                                | CUSIP: 30212PBH7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    170000 | PA      | $152689.86    | 0.01%             | 2031-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE CO                                                        | MOLSON COORS BEVERAGE CO 3% 07/15/2026                                                            | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    254000 | PA      | $249737.67    | 0.01%             | 2026-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                   | WESTLAKE CORP 3.6% 08/15/2026                                                                     | CUSIP: 960413AT9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    858000 | PA      | $845862.26    | 0.03%             | 2026-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP 2.5% 05/15/2051                                                                          | CUSIP: 126408HT3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    110000 | PA      | $61856.00     | 0.00%             | 2051-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 05/20/2054#MA9666                                                                    | CUSIP: 36179YW34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    583517 | PA      | $551042.05    | 0.02%             | 2054-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO 4.125% 03/01/2048                                                   | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    285000 | PA      | $201510.45    | 0.01%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                            | PARKER-HANNIFIN CORP 4.25% 09/15/2027                                                             | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169721.95    | 0.01%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP 6.123%/VAR 10/28/2033                                                       | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    370000 | PA      | $386805.62    | 0.01%             | 2033-10-28      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                        | VISA INC 2.05% 04/15/2030                                                                         | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    430000 | PA      | $387849.41    | 0.01%             | 2030-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP INC                                                   | PRINCIPAL FINL GROUP INC 5.5% 03/15/2053                                                          | CUSIP: 74251VAU6<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46960.38     | 0.00%             | 2053-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 10/50#SD8100                                                                         | CUSIP: 3132DV7M1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    854203 | PA      | $735167.21    | 0.03%             | 2050-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 10/20/2048#MA5530                                                                      | CUSIP: 36179UEB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7505 | PA      | $7398.58      | 0.00%             | 2048-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 4.7% 02/19/2046                                                                   | CUSIP: 459200JH5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    204000 | PA      | $175096.10    | 0.01%             | 2046-02-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 03/01/2049#MA3617                                                                    | CUSIP: 31418DAT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18503 | PA      | $18262.11     | 0.00%             | 2049-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS and ELECTRIC CO                                                   | BALTIMORE GAS and ELECTRIC CO 3.75% 08/15/2047                                                    | CUSIP: 059165EJ5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    210000 | PA      | $154087.75    | 0.01%             | 2047-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 04/01/2052#QE0454                                                                  | CUSIP: 3133B9QF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     74571 | PA      | $66609.71     | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV                          | MA SCH BLDG 3.395% 10/15/2040                                                                     | CUSIP: 576000XQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $206634.98    | 0.01%             | 2040-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                            | KEURIG DR PEPPER INC 3.8% 05/01/2050                                                              | CUSIP: 49271VAK6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    430000 | PA      | $307533.69    | 0.01%             | 2050-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 01/01/2051#CA8780                                                                    | CUSIP: 3140QGXJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    261390 | PA      | $204781.75    | 0.01%             | 2051-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                           | UBER TECHNOLOGIES INC 4.8% 09/15/2034                                                             | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106147.27    | 0.00%             | 2034-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 12/01/2034#BK0494                                                                  | CUSIP: 3140HDRQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    303352 | PA      | $283586.52    | 0.01%             | 2034-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP 3.734% 09/25/2040                                                                | CUSIP: 05526DBT1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38344.54     | 0.00%             | 2040-09-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                       | ALIBABA GROUP HOLDING LTD 4% 12/06/2037                                                           | CUSIP: 01609WAU6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    140000 | PA      | $121571.80    | 0.00%             | 2037-12-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                                  | GE HEALTHCARE TECHNOLOGIES INC 5.905% 11/22/2032                                                  | CUSIP: 36267VAK9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    230000 | PA      | $241466.33    | 0.01%             | 2032-11-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                                                     | ILLINOIS ST TXBL                                                                                  | CUSIP: 452151LF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    705882 | PA      | $701880.07    | 0.02%             | 2033-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MOUNT SINAI HOSP NEW YORK                                                       | MOUNT SINAI HOSP NEW YORK 3.737% 07/01/2049                                                       | CUSIP: 623115AE2<br>LEI: 549300IJEDK5LH7YPT15 | Long             | DBT              | CORP              | US        |    130000 | PA      | $83128.45     | 0.00%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 4.457%/VAR 04/22/2039                                                              | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $226637.55    | 0.01%             | 2039-04-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 05/48#G08814                                                                         | CUSIP: 3128MJ3Y4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32852 | PA      | $30627.90     | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                            | WEC ENERGY GROUP INC 4.75% 01/15/2028                                                             | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201867.10    | 0.01%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 01/01/2049#BM5152                                                                  | CUSIP: 3140J9WN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60202 | PA      | $61066.62     | 0.00%             | 2049-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 05/46#AS7125                                                                       | CUSIP: 3138WG4K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6300 | PA      | $5316.55      | 0.00%             | 2046-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5.5% 12/20/2052#MA8491                                                                    | CUSIP: 36179XNG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1034548 | PA      | $1033276.57   | 0.04%             | 2052-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 07/01/2050#                                                                        | CUSIP: 31418DQ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117642 | PA      | $96814.86     | 0.00%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 11/01/2050#BQ7835                                                                  | CUSIP: 3140KTV51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94258 | PA      | $90040.98     | 0.00%             | 2050-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 10/20/2048#MA5531                                                                    | CUSIP: 36179UEC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8515 | PA      | $8672.29      | 0.00%             | 2048-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                                    | GALLAGHER (ARTHUR J.) and CO 5.75% 03/02/2053                                                     | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95698.63     | 0.00%             | 2053-03-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 07/20/2053#MA9015                                                                    | CUSIP: 36179YAQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1091259 | PA      | $1034106.91   | 0.04%             | 2053-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                           | JACKSON FINANCIAL INC 3.125% 11/23/2031                                                           | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     64000 | PA      | $55573.46     | 0.00%             | 2031-11-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                      | FIDELITY NATL INFORMN SVCS INC 5.625% 07/15/2052                                                  | CUSIP: 31620MBZ8<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92988.93     | 0.00%             | 2052-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP 3.1% 06/15/2050                                                               | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    120000 | PA      | $75893.26     | 0.00%             | 2050-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP 4.15% 02/15/2050                                                                       | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    250000 | PA      | $184495.22    | 0.01%             | 2050-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                          | INTERNATIONAL PAPER CO 4.4% 08/15/2047                                                            | CUSIP: 460146CQ4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39010.76     | 0.00%             | 2047-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | EUROPEAN INVESTMENT BANK 1.25% 02/14/2031                                                         | CUSIP: 298785JL1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |    630000 | PA      | $540837.62    | 0.02%             | 2031-02-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 1.512%/VAR 07/20/2027                                                              | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    470000 | PA      | $453485.74    | 0.02%             | 2027-07-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 2.95% 10/01/2026                                                            | CUSIP: 46625HRV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    190000 | PA      | $186593.87    | 0.01%             | 2026-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                          | CONOCOPHILLIPS CO 5.7% 09/15/2063                                                                 | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    230000 | PA      | $211791.81    | 0.01%             | 2063-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                                                         | CBOE GLOBAL MARKETS INC 1.625% 12/15/2030                                                         | CUSIP: 12503MAC2<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |    130000 | PA      | $111040.03    | 0.00%             | 2030-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FHLM 30YR 5.5% 11/01/2053#QH6935                                                                  | CUSIP: 3133CKV47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25937 | PA      | $25757.77     | 0.00%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | SIMON PROPERTY GROUP LP 4.25% 10/01/2044                                                          | CUSIP: 828807CT2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    120000 | PA      | $96374.82     | 0.00%             | 2044-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                    | STRYKER CORP 4.625% 09/11/2034                                                                    | CUSIP: 863667BF7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290229.73    | 0.01%             | 2034-09-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 06/01/2055 #TBA                                                                        | CUSIP: 21H030666<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    300000 | PA      | $261448.95    | 0.01%             | 2055-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO 5.284%/VAR 07/26/2035                                                         | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    420000 | PA      | $418402.54    | 0.01%             | 2035-07-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                                   | CME GROUP INC 4.15% 06/15/2048                                                                    | CUSIP: 12572QAH8<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81990.97     | 0.00%             | 2048-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 10/01/2051#RA6136                                                                  | CUSIP: 3133KMY90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    852810 | PA      | $695700.88    | 0.02%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) LTD                                                     | RIO TINTO FINANCE (USA) LTD 2.75% 11/02/2051                                                      | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    390000 | PA      | $228793.41    | 0.01%             | 2051-11-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                               | NATIONAL RURAL UTL COOP FIN 4.15% 12/15/2032                                                      | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    340000 | PA      | $321373.80    | 0.01%             | 2032-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 12/31/2029                                                                       | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5560000 | PA      | $5541321.85   | 0.20%             | 2029-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 7.399%/VAR 11/13/2034                                                           | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    310000 | PA      | $341467.70    | 0.01%             | 2034-11-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2023-B39 C MTG TR                                                     | BENCHMARK 2023-B39 A5 MTG TR 5.75359% 07/15/2056                                                  | CUSIP: 081925AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $519958.60    | 0.02%             | 2056-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                              | ESSEX PORTFOLIO LP 5.375% 04/01/2035                                                              | CUSIP: 29717PBB2<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89625.30     | 0.00%             | 2035-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 04/01/2053#RA8883                                                                  | CUSIP: 3133KQ2Q8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1361991 | PA      | $1353450.79   | 0.05%             | 2053-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 04/01/2054#DB2163                                                                  | CUSIP: 3140ABMM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    371692 | PA      | $368548.19    | 0.01%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                                          | IPALCO ENTERPRISES INC 5.75% 04/01/2034                                                           | CUSIP: 462613AR1<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69073.60     | 0.00%             | 2034-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 06/01/2052#FS8874                                                                    | CUSIP: 3140XQ2G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    248204 | PA      | $211638.13    | 0.01%             | 2052-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PROCTER and GAMBLE CO                                                           | PROCTER and GAMBLE CO 2.85% 08/11/2027                                                            | CUSIP: 742718EV7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    140000 | PA      | $136458.07    | 0.00%             | 2027-08-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP 1.953% 11/20/2028                                                            | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    170000 | PA      | $157468.98    | 0.01%             | 2028-11-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                              | ATHENE HOLDING LTD 4.125% 01/12/2028                                                              | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88485.21     | 0.00%             | 2028-01-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PPL ELEC UTILS CORP                                                             | PPL ELEC UTILS CORP 3% 10/01/2049                                                                 | CUSIP: 69351UAW3<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     70000 | PA      | $44816.97     | 0.00%             | 2049-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 08/01/2032#BH5036                                                                  | CUSIP: 3140GTS27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17796 | PA      | $16931.94     | 0.00%             | 2032-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                | EXXON MOBIL CORP 3.452% 04/15/2051                                                                | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    610000 | PA      | $420636.14    | 0.01%             | 2051-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 4% 05/01/2039#ZA6860                                                                    | CUSIP: 31329QTR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     84767 | PA      | $80858.05     | 0.00%             | 2039-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 07/01/2036#FM7857                                                                    | CUSIP: 3140XBWT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27923 | PA      | $25215.17     | 0.00%             | 2036-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 08/01/2051#SD2230                                                                    | CUSIP: 3132DPPP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    104296 | PA      | $81708.74     | 0.00%             | 2051-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                             | ABBOTT LABORATORIES 5.3% 05/27/2040                                                               | CUSIP: 002824AY6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    390000 | PA      | $390039.79    | 0.01%             | 2040-05-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 05/20/2054#MA9667                                                                      | CUSIP: 36179YW42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    478504 | PA      | $464867.42    | 0.02%             | 2054-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                               | UNION ELECTRIC CO 2.625% 03/15/2051                                                               | CUSIP: 906548CS9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    140000 | PA      | $80523.67     | 0.00%             | 2051-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP 6% 01/15/2039                                                                          | CUSIP: 695114CL0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    330000 | PA      | $332506.24    | 0.01%             | 2039-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                             | DOMINION ENERGY INC 5.25% 08/01/2033                                                              | CUSIP: 257469AJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    230000 | PA      | $227462.04    | 0.01%             | 2033-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 2.987% 10/30/2056                                                      | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    802000 | PA      | $469618.29    | 0.02%             | 2056-10-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 4.101% 03/01/2028                                                             | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128867.67    | 0.00%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP 4.54% 08/15/2047                                                                 | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    128000 | PA      | $101043.81    | 0.00%             | 2047-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FUNDING INC                                                           | BLACKROCK FUNDING INC 4.6% 07/26/2027                                                             | CUSIP: 09290DAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $90746.32     | 0.00%             | 2027-07-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                             | OTIS WORLDWIDE CORP 2.565% 02/15/2030                                                             | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    220000 | PA      | $200636.06    | 0.01%             | 2030-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                   | HEWLETT PACKARD ENTERPRISE CO 5.25% 07/01/2028                                                    | CUSIP: 42824CBP3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142650.18    | 0.01%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 11/20/2049#MA6287                                                                      | CUSIP: 36179U6Y3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26306 | PA      | $26016.64     | 0.00%             | 2049-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/01/2046#FM8703                                                                    | CUSIP: 3140XCU55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96246 | PA      | $86297.18     | 0.00%             | 2046-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 3.2% 03/01/2029                                                                         | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    320000 | PA      | $302749.89    | 0.01%             | 2029-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 04/20/2050#MA6600                                                                    | CUSIP: 36179VKM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    149005 | PA      | $133869.81    | 0.00%             | 2050-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 5.8% 07/13/2028                                                      | CUSIP: 86562MDB3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $311080.59    | 0.01%             | 2028-07-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                         | MARATHON PETROLEUM CORP 5.7% 03/01/2035                                                           | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128574.35    | 0.00%             | 2035-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                              | ANALOG DEVICES INC 2.8% 10/01/2041                                                                | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $106818.27    | 0.00%             | 2041-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 04/01/2033#BK4390                                                                    | CUSIP: 3140HH2Y0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6794 | PA      | $6539.49      | 0.00%             | 2033-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2047#MA3007                                                                    | CUSIP: 31418CKV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204232 | PA      | $178388.08    | 0.01%             | 2047-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                        | WARNERMEDIA HOLDINGS INC 4.279% 03/15/2032                                                        | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    345000 | PA      | $292756.40    | 0.01%             | 2032-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP IND                                                       | LINCOLN NATIONAL CORP IND 3.8% 03/01/2028                                                         | CUSIP: 534187BH1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    230000 | PA      | $224818.13    | 0.01%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                          | CHUBB INA HOLDINGS INC 3.05% 12/15/2061                                                           | CUSIP: 171239AJ5<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     90000 | PA      | $53545.06     | 0.00%             | 2061-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 1% 09/10/2025                                                         | CUSIP: 02665WDN8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    240000 | PA      | $237661.66    | 0.01%             | 2025-09-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 01/15/2027                                                                           | CUSIP: 91282CJT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7640000 | PA      | $7640895.33   | 0.27%             | 2027-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 07/01/2051#RA5605                                                                  | CUSIP: 3133KMGN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    607702 | PA      | $497457.29    | 0.02%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 01/01/2051#FM5561                                                                  | CUSIP: 3140X9FB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    694955 | PA      | $570618.41    | 0.02%             | 2051-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                           | MIDAMERICAN ENERGY CO 4.25% 07/15/2049                                                            | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78965.54     | 0.00%             | 2049-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.125% 08/15/2053                                                     | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4510000 | PA      | $3943255.09   | 0.14%             | 2053-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAY AREA TOLL AU CA BRIDGE REV                                                  | BAY AREA TOLL AUTH CALIF TOLL BRDG REV BUILD AMERICA BONDS-SER S1                                 | CUSIP: 072024NV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $60987.16     | 0.00%             | 2050-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION INC                                                         | ROCKWELL AUTOMATION INC 4.2% 03/01/2049                                                           | CUSIP: 773903AJ8<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    170000 | PA      | $136435.26    | 0.00%             | 2049-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 5.95% 06/15/2041                                                                     | CUSIP: 65473QAX1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108739.80    | 0.00%             | 2041-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                              | ESSEX PORTFOLIO LP 3% 01/15/2030                                                                  | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    230000 | PA      | $212453.54    | 0.01%             | 2030-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.625% 05/15/2053                                                     | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6910000 | PA      | $5512614.47   | 0.19%             | 2053-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 09/01/2052#SD8244                                                                    | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    342980 | PA      | $314972.86    | 0.01%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 2.545%/VAR 11/08/2032                                                       | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $935900.50    | 0.03%             | 2032-11-08      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                               | ITALY REPUBLIC OF 1.25% 02/17/2026                                                                | CUSIP: 465410CA4<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1161000 | PA      | $1135589.19   | 0.04%             | 2026-02-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 5% 05/13/2034                                                                        | CUSIP: 191216DR8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    520000 | PA      | $528080.79    | 0.02%             | 2034-05-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                  | DEUTSCHE BANK AG NEW YORK BNCH 6.72%/VAR 01/18/2029                                               | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156540.79    | 0.01%             | 2029-01-18      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 08/01/2035#MA4099                                                                  | CUSIP: 31418DRV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    370908 | PA      | $345349.38    | 0.01%             | 2035-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.32%/VAR 07/19/2035                                                               | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    570000 | PA      | $566283.86    | 0.02%             | 2035-07-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 08/31/2030                                                                       | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    880000 | PA      | $885018.75    | 0.03%             | 2030-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 01/52#SD8188                                                                         | CUSIP: 3132DWCZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3546054 | PA      | $2762582.59   | 0.10%             | 2052-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 11/01/2043#AL9571                                                                    | CUSIP: 3138ERT59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68257 | PA      | $64787.99     | 0.00%             | 2043-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY COMPANY                                                             | PECO ENERGY COMPANY 4.6% 05/15/2052                                                               | CUSIP: 693304BD8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    210000 | PA      | $173967.44    | 0.01%             | 2052-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                                                         | DEERE JOHN CAPITAL CORP 4.75% 06/08/2026                                                          | CUSIP: 24422EWX3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    730000 | PA      | $733177.67    | 0.03%             | 2026-06-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 2.804%/VAR 05/24/2032                                                           | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    340000 | PA      | $297482.49    | 0.01%             | 2032-05-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE CORP                                                   | WISCONSIN PUBLIC SERVICE CORP 2.85% 12/01/2051                                                    | CUSIP: 976843BN1<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $89426.99     | 0.00%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 12/15/2027                                                                           | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32340000 | PA      | $32445444.57  | 1.14%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 4.7% 09/27/2034                                                                       | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    600000 | PA      | $572280.62    | 0.02%             | 2034-09-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                | GENUINE PARTS CO 2.75% 02/01/2032                                                                 | CUSIP: 372460AC9<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85880.95     | 0.00%             | 2032-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | VICI PROPERTIES LP 6.125% 04/01/2054                                                              | CUSIP: 925650AG8<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    190000 | PA      | $181003.73    | 0.01%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                         | NATIONAL BANK OF CANADA 4.5% 10/10/2029                                                           | CUSIP: 63307A3B9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $247554.69    | 0.01%             | 2029-10-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                              | INGERSOLL RAND INC 5.4% 08/14/2028                                                                | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    220000 | PA      | $225903.47    | 0.01%             | 2028-08-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 4.375% 01/12/2026                                                                    | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $209494.50    | 0.01%             | 2026-01-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                               | ITALY REPUBLIC OF 3.875% 05/06/2051                                                               | CUSIP: 465410CC0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    200000 | PA      | $134800.00    | 0.00%             | 2051-05-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                  | DEUTSCHE BANK AG NEW YORK BNCH 2.311%/VAR 11/16/2027                                              | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    830000 | PA      | $798971.78    | 0.03%             | 2027-11-16      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.5% 02/28/2026                                                                         | CUSIP: 91282CBQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5602000 | PA      | $5449367.40   | 0.19%             | 2026-02-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                   | AEP TEXAS INC 4.15% 05/01/2049                                                                    | CUSIP: 00108WAJ9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    120000 | PA      | $88041.61     | 0.00%             | 2049-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | ALLY FINL INC 6.184%/VAR 07/26/2035                                                               | CUSIP: 02005NBV1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198922.04    | 0.01%             | 2035-07-26      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                                             | PUBLIC SVC ENTERPRISE GRP INC 6.125% 10/15/2033                                                   | CUSIP: 744573AX4<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52413.57     | 0.00%             | 2033-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP                                                                      | SYSCO CORP 6.6% 04/01/2050                                                                        | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    140000 | PA      | $147933.16    | 0.01%             | 2050-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.75% 07/31/2027                                                                        | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4190000 | PA      | $4091305.85   | 0.14%             | 2027-07-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                | CENTENE CORP 4.625% 12/15/2029                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    390000 | PA      | $375570.39    | 0.01%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2048#CA1051                                                                  | CUSIP: 3140Q8EZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78974 | PA      | $71283.26     | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 07/20/2053#MA9016                                                                      | CUSIP: 36179YAR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1517245 | PA      | $1480169.77   | 0.05%             | 2053-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 3.65% 06/01/2051                                                                     | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    520000 | PA      | $361550.13    | 0.01%             | 2051-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 3.125% 11/15/2029                                                                    | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    420000 | PA      | $392074.32    | 0.01%             | 2029-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                         | MARATHON PETROLEUM CORP 4.5% 04/01/2048                                                           | CUSIP: 56585ABE1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    280000 | PA      | $207407.57    | 0.01%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 4.5% 07/01/2040                                                       | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    130000 | PA      | $106501.05    | 0.00%             | 2040-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROVINCE CDA                                                   | BRITISH COLUMBIA PROVINCE CDA 4.9% 04/24/2029                                                     | CUSIP: 110709AL6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $513840.00    | 0.02%             | 2029-04-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                               | ARES CAPITAL CORP 3.875% 01/15/2026                                                               | CUSIP: 04010LAZ6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198673.01    | 0.01%             | 2026-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 08/20/2051#MA7535                                                                      | CUSIP: 36179WLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    608287 | PA      | $530594.93    | 0.02%             | 2051-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 6.05% 02/15/2063                                                           | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    440000 | PA      | $428759.57    | 0.02%             | 2063-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK NA SALT LAKE                                                  | MORGAN STANLEY BK NA SALT LAKE 4.952%/VAR 01/14/2028                                              | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    730000 | PA      | $734386.07    | 0.03%             | 2028-01-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | EUROPEAN INVESTMENT BANK 4.875% 02/15/2036                                                        | CUSIP: 298785DV5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $412899.80    | 0.01%             | 2036-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEV BANK                                                         | INTER AMERICAN DEV BANK 4% 01/12/2028                                                             | CUSIP: 4581X0EH7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1502753.30   | 0.05%             | 2028-01-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTL INC 4.625% 11/01/2029                                                          | CUSIP: 718172DN6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140472.52    | 0.00%             | 2029-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 2.8% 08/15/2041                                                                         | CUSIP: 031162DA5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $140885.25    | 0.00%             | 2041-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 1.6% 10/04/2026                                                                      | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    860000 | PA      | $826826.44    | 0.03%             | 2026-10-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.5% 04/30/2028                                                                         | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4370000 | PA      | $4326109.47   | 0.15%             | 2028-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 4.4% 10/15/2029                                                                         | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59040.30     | 0.00%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2024-D                                             | FORD CREDIT AUTO OWNER TRUST 2024-D 4.84% 08/15/2029                                              | CUSIP: 34535VAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    700000 | PA      | $703725.96    | 0.02%             | 2029-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 3.5% 07/01/2055 #TBA                                                                    | CUSIP: 01F032674<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1150000 | PA      | $1019860.71   | 0.04%             | 2055-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 08/01/2053#BX7341                                                                  | CUSIP: 3140NCEP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    489941 | PA      | $462776.91    | 0.02%             | 2053-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2050#BP2187                                                                    | CUSIP: 3140K9ND7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24764 | PA      | $21444.59     | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 09/01/2052#MA4731                                                                  | CUSIP: 31418EHH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    519402 | PA      | $461354.73    | 0.02%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 02/28/2029                                                                        | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7430000 | PA      | $7517360.53   | 0.27%             | 2029-02-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                              | REALTY INCOME CORP 4.9% 07/15/2033                                                                | CUSIP: 756109BT0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147275.19    | 0.01%             | 2033-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 02/01/2053#MA4919                                                                  | CUSIP: 31418EPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    888488 | PA      | $883472.37    | 0.03%             | 2053-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                   | ALLSTATE CORP 4.5% 06/15/2043                                                                     | CUSIP: 020002BA8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    180000 | PA      | $151839.66    | 0.01%             | 2043-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN KETTERING CANCER CTR                                             | MEMORIAL SLOAN KTTRNG CNCR CTR 2.955% 01/01/2050                                                  | CUSIP: 586054AD0<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    160000 | PA      | $101473.95    | 0.00%             | 2050-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                       | L3HARRIS TECHNOLOGIES INC 5.6% 07/31/2053                                                         | CUSIP: 502431AR0<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    170000 | PA      | $161818.74    | 0.01%             | 2053-07-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                        | TWDC ENTERPRISES 18 CORP 1.85% 07/30/2026                                                         | CUSIP: 25468PDM5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    470000 | PA      | $457399.25    | 0.02%             | 2026-07-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP 5.834% 02/20/2031                                                                | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104189.14    | 0.00%             | 2031-02-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                    | WP CAREY INC 2.4% 02/01/2031                                                                      | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    140000 | PA      | $121444.27    | 0.00%             | 2031-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                          | HP INC 2.2% 06/17/2025                                                                            | CUSIP: 40434LAA3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    190000 | PA      | $189817.59    | 0.01%             | 2025-06-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 5.625% 04/05/2034                                                                    | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100962.68    | 0.00%             | 2034-04-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                          | DIAMONDBACK ENERGY INC 4.25% 03/15/2052                                                           | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    160000 | PA      | $116596.25    | 0.00%             | 2052-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.375% 05/15/2041                                                     | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    433000 | PA      | $411941.99    | 0.01%             | 2041-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 08/20/2047#MA4652                                                                    | CUSIP: 36179TEZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    543186 | PA      | $490727.54    | 0.02%             | 2047-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                               | TRAVELERS COS INC 3.75% 05/15/2046                                                                | CUSIP: 89417EAL3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37903.29     | 0.00%             | 2046-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 5.25% 06/15/2049                                                                          | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    120000 | PA      | $103785.93    | 0.00%             | 2049-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 5.2% 02/22/2034                                                           | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    280000 | PA      | $282142.21    | 0.01%             | 2034-02-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 08/01/2052#QE7647                                                                    | CUSIP: 3133BHP83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    212382 | PA      | $206121.57    | 0.01%             | 2052-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 4.4% 11/01/2034                                                        | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    420000 | PA      | $393335.39    | 0.01%             | 2034-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                        | WARNERMEDIA HOLDINGS INC 5.141% 03/15/2052                                                        | CUSIP: 55903VBE2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    651000 | PA      | $422016.04    | 0.01%             | 2052-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                           | COSTCO WHOLESALE CORP 3% 05/18/2027                                                               | CUSIP: 22160KAM7<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    210000 | PA      | $205882.12    | 0.01%             | 2027-05-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | ROPER TECHNOLOGIES INC 1.75% 02/15/2031                                                           | CUSIP: 776743AL0<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |     60000 | PA      | $50855.14     | 0.00%             | 2031-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3% 11/15/2044                                                         | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    264000 | PA      | $198866.25    | 0.01%             | 2044-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                 | WEYERHAEUSER CO 6.95% 10/01/2027                                                                  | CUSIP: 962166AW4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157661.14    | 0.01%             | 2027-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| IDAHO ENERGY RES AUTH TRANSMISSION FACS REV                                     | IDAHO ENERGY RE 2.861% 9/1/2046                                                                   | CUSIP: 451174AX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $50241.71     | 0.00%             | 2046-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 05/20/2049#MA5933                                                                      | CUSIP: 36179USW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35478 | PA      | $34976.96     | 0.00%             | 2049-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                     | TEXTRON INC 4% 03/15/2026                                                                         | CUSIP: 883203BW0<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198870.39    | 0.01%             | 2026-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 08/01/2051#FM9148                                                                    | CUSIP: 3140XDEW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    349237 | PA      | $300678.63    | 0.01%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                | MERCK and CO INC 2.75% 12/10/2051                                                                 | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    150000 | PA      | $89891.01     | 0.00%             | 2051-12-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 07/01/2054#MA5419                                                                    | CUSIP: 31418FAV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    337012 | PA      | $326413.94    | 0.01%             | 2054-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 2.482%/VAR 09/21/2036                                                 | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    320000 | PA      | $267497.05    | 0.01%             | 2036-09-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 04/20/2055#MB0307                                                                      | CUSIP: 3618N5KV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    424377 | PA      | $411951.44    | 0.01%             | 2055-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5.5% 11/20/2052#MA8429                                                                    | CUSIP: 36179XLJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    240251 | PA      | $240105.74    | 0.01%             | 2052-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                          | DARDEN RESTAURANTS INC 4.55% 02/15/2048                                                           | CUSIP: 237194AM7<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78379.01     | 0.00%             | 2048-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 2.676%/VAR 06/19/2041                                                 | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1031967.67   | 0.04%             | 2041-06-19      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 3.625% 05/04/2027                                                            | CUSIP: 78016EZD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    410000 | PA      | $404509.83    | 0.01%             | 2027-05-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 04/20/2050#MA6601                                                                      | CUSIP: 36179VKN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     68311 | PA      | $63239.59     | 0.00%             | 2050-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                             | QUEBEC PROVINCE CDA 3.625% 04/13/2028                                                             | CUSIP: 748148SD6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    510000 | PA      | $504307.53    | 0.02%             | 2028-04-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 03/01/2054#QI1537                                                                  | CUSIP: 3133W7V69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37540 | PA      | $37305.03     | 0.00%             | 2054-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 02/01/2036#MA4260                                                                  | CUSIP: 31418DWW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1345290 | PA      | $1186539.85   | 0.04%             | 2036-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                         | SANTANDER HLDGS USA INC 4.5% 07/17/2025                                                           | CUSIP: 80282KAE6<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    406000 | PA      | $405766.39    | 0.01%             | 2025-07-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 4.8% 03/05/2030                                                       | CUSIP: 02665WFY2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    230000 | PA      | $230282.41    | 0.01%             | 2030-03-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                       | LEAR CORP 3.55% 01/15/2052                                                                        | CUSIP: 521865BD6<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     80000 | PA      | $49314.53     | 0.00%             | 2052-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                | FIRSTENERGY CORP STEP 07/15/2047                                                                  | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $123664.39    | 0.00%             | 2047-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 4.153% 03/07/2039                                                      | CUSIP: 606822BE3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    150000 | PA      | $134144.25    | 0.00%             | 2039-03-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET SPECIALTY LENDING INC                                              | SIXTH STREET SPECIALTY LENDING INC 6.125% 03/01/2029                                              | CUSIP: 83012AAC3<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81330.42     | 0.00%             | 2029-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                    | KREDITANSTALT FUR WIEDER(UNGTD 0% 06/29/2037                                                      | CUSIP: 500769CH5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $576644.56    | 0.02%             | 2037-06-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2048#BJ5511                                                                    | CUSIP: 3140H7DR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127562 | PA      | $118769.73    | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                    | CUBESMART LP 3% 02/15/2030                                                                        | CUSIP: 22966RAF3<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    210000 | PA      | $193325.27    | 0.01%             | 2030-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELL'S COMPANY                                                          | THE CAMPBELL'S COMPANY 4.8% 03/15/2048                                                            | CUSIP: 134429BH1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85286.11     | 0.00%             | 2048-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AHS HOSPITAL CORP                                                               | AHS HOSPITAL CORP 2.78% 07/01/2051                                                                | CUSIP: 001306AC3<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $149059.28    | 0.01%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 09/20/2053#MA9171                                                                    | CUSIP: 36179YFL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1143376 | PA      | $1141255.63   | 0.04%             | 2053-09-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP 1.625% 03/15/2031                                                                     | CUSIP: 74340XBS9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126969.33    | 0.00%             | 2031-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TJX COMPANIES INC                                                               | TJX COMPANIES INC NEW 1.6% 05/15/2031                                                             | CUSIP: 872540AW9<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $212855.35    | 0.01%             | 2031-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 10/20/2053#MA9241                                                                    | CUSIP: 36179YHS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1265196 | PA      | $1261663.72   | 0.04%             | 2053-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                  | VIRGINIA ELECTRIC AND POWER CO 2.4% 03/30/2032                                                    | CUSIP: 927804GG3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    110000 | PA      | $93803.98     | 0.00%             | 2032-03-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                        | KLA CORP 3.3% 03/01/2050                                                                          | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    110000 | PA      | $74303.29     | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4% 09/20/2052#MA8267                                                                      | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    498433 | PA      | $458936.48    | 0.02%             | 2052-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                   | WESTLAKE CORP 3.125% 08/15/2051                                                                   | CUSIP: 960413AZ5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     80000 | PA      | $47344.52     | 0.00%             | 2051-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.375% 08/15/2026                                                                       | CUSIP: 91282CHU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    210000 | PA      | $210689.06    | 0.01%             | 2026-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC T1Y+NA 08/09/2026                                                                    | CUSIP: 06738EBZ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $250222.38    | 0.01%             | 2026-08-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                              | CNA FINANCIAL CORP 3.45% 08/15/2027                                                               | CUSIP: 126117AU4<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    190000 | PA      | $185333.97    | 0.01%             | 2027-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                      | FEDEX CORP 4.25% 05/15/2030                                                                       | CUSIP: 31428XBZ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126162.91    | 0.00%             | 2030-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 04/20/2052#                                                                          | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    922966 | PA      | $774014.52    | 0.03%             | 2052-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 6.11% 01/29/2037                                                      | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    508000 | PA      | $526108.92    | 0.02%             | 2037-01-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 4% 10/01/2037#SB0750                                                                    | CUSIP: 3132CWZP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    275585 | PA      | $267847.61    | 0.01%             | 2037-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE                                  | BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE 5.55% 02/15/2054                                   | CUSIP: 0778FPAN9<br>LEI: 549300O5ZKB2MUUSKB97 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $220576.43    | 0.01%             | 2054-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.75% 06/30/2025                                                                        | CUSIP: 912828XZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    237000 | PA      | $236691.41    | 0.01%             | 2025-06-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | LOCKHEED MARTIN CORP 5.2% 02/15/2055                                                              | CUSIP: 539830CB3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27568.51     | 0.00%             | 2055-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                               | PERU REPUBLIC OF 6.55% 03/14/2037                                                                 | CUSIP: 715638AU6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    275000 | PA      | $292187.50    | 0.01%             | 2037-03-14      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                                                  | AON GLOBAL LTD 4.75% 05/15/2045                                                                   | CUSIP: 00185AAH7<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    140000 | PA      | $119709.46    | 0.00%             | 2045-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                          | CORP ANDINA DE FOMENTO 5% 01/22/2030                                                              | CUSIP: 219868CL8<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | VE        |    150000 | PA      | $153537.28    | 0.01%             | 2030-01-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 03/01/2033#G18680                                                                  | CUSIP: 3128MMXJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18439 | PA      | $17570.78     | 0.00%             | 2033-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC                                                      | CITIZENS FINANCIAL GRP INC 5.641%/VAR 05/21/2037                                                  | CUSIP: 174610BE4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68066.13     | 0.00%             | 2037-05-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3% 05/15/2047                                                         | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1607000 | PA      | $1177566.92   | 0.04%             | 2047-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 06/01/2047#BH4495                                                                  | CUSIP: 3140GS7H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20462 | PA      | $18494.90     | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 5.6% 12/01/2054                                                                | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116233.26    | 0.00%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.625% 08/15/2030                                                                       | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    644000 | PA      | $542720.94    | 0.02%             | 2030-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 04/01/2053#BX8432                                                                    | CUSIP: 3140NDLN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    288885 | PA      | $265362.71    | 0.01%             | 2053-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 11/01/2053#SD8373                                                                    | CUSIP: 3132DWJS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    889250 | PA      | $899752.61    | 0.03%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 02/20/2055#MB0203                                                                    | CUSIP: 3618N5GM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    745511 | PA      | $703961.88    | 0.02%             | 2055-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC 1.9% 08/15/2040                                                                      | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $65499.21     | 0.00%             | 2040-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | MICRON TECHNOLOGY INC 4.663% 02/15/2030                                                           | CUSIP: 595112BQ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118396.02    | 0.00%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                               | ATMOS ENERGY CORP 4.125% 10/15/2044                                                               | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    210000 | PA      | $170205.37    | 0.01%             | 2044-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 11/01/2044#AL9273                                                                    | CUSIP: 3138ERJT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61384 | PA      | $61690.29     | 0.00%             | 2044-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 1.25% 05/15/2050                                                      | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    238000 | PA      | $111181.33    | 0.00%             | 2050-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                       | BANK NEW YORK MELLON CORP 1.8% 07/28/2031                                                         | CUSIP: 06406RAW7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    170000 | PA      | $145474.49    | 0.01%             | 2031-07-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 4.25% 11/14/2028                                                                       | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     92000 | PA      | $91989.09     | 0.00%             | 2028-11-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                                                        | WASTE MANAGEMENT INC DEL 4.95% 03/15/2035                                                         | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138160.29    | 0.00%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 4.85% 07/15/2045                                                                     | CUSIP: 00206RJL7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    110000 | PA      | $94781.07     | 0.00%             | 2045-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 08/01/2049#BO1021                                                                  | CUSIP: 3140JVD33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    452614 | PA      | $406415.11    | 0.01%             | 2049-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC 3.7% 06/26/2028                                                                       | CUSIP: 931142EE9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138736.49    | 0.00%             | 2028-06-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 02/01/2052#RA6816                                                                    | CUSIP: 3133KNSD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    869628 | PA      | $676675.66    | 0.02%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP 5.5% 05/15/2054                                                                        | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    160000 | PA      | $143974.18    | 0.01%             | 2054-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                           | EVERGY KANSAS CENTRAL 5.25% 03/15/2035                                                            | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497302.38    | 0.02%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 1.7% 02/15/2031                                                                      | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    510000 | PA      | $431103.10    | 0.02%             | 2031-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 5.2% 02/10/2033                                                                        | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    540000 | PA      | $534237.12    | 0.02%             | 2033-02-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B12 MTG TR                                                       | BENCHMARK 2019-B12 MTG TR 3.1156% 08/15/2052                                                      | CUSIP: 08162FAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89000 | PA      | $82594.32     | 0.00%             | 2052-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 4.45% 04/01/2062                                                                    | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    270000 | PA      | $203365.04    | 0.01%             | 2062-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 4.8% 10/15/2034                                                                      | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    480000 | PA      | $467364.24    | 0.02%             | 2034-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 4.25% 04/01/2052                                                                    | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    140000 | PA      | $106224.52    | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                  | BURLINGTON NORTHN SANTA FE LLC 3.25% 06/15/2027                                                   | CUSIP: 12189LBA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $541072.47    | 0.02%             | 2027-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WACHOVIA CORP                                                                   | WACHOVIA CORP 5.5% 08/01/2035                                                                     | CUSIP: 929903AM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $348724.73    | 0.01%             | 2035-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 5/43#AT2722                                                                        | CUSIP: 3138WQAY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    239116 | PA      | $214088.19    | 0.01%             | 2043-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                       | ALIBABA GROUP HOLDING LTD 2.125% 02/09/2031                                                       | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    340000 | PA      | $299067.40    | 0.01%             | 2031-02-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                | LPL HOLDINGS INC 4.9% 04/03/2028                                                                  | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    230000 | PA      | $230312.46    | 0.01%             | 2028-04-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                            | VERISK ANALYTICS INC 5.25% 03/15/2035                                                             | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    260000 | PA      | $257541.78    | 0.01%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | PARAMOUNT GLOBAL 4.6% 01/15/2045                                                                  | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    110000 | PA      | $80955.31     | 0.00%             | 2045-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 02/01/2054#SD4695                                                                  | CUSIP: 3132DSGC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1047753 | PA      | $1085103.14   | 0.04%             | 2054-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 2.891% 04/06/2036                                                              | CUSIP: 907818FQ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    390000 | PA      | $317184.06    | 0.01%             | 2036-04-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 5.5% 04/01/2035                                                                | CUSIP: 24703TAP1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    220000 | PA      | $217136.57    | 0.01%             | 2035-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 5.785%/VAR 02/25/2036                                                                | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200438.89    | 0.01%             | 2036-02-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 4.95% 09/15/2052                                                                   | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    280000 | PA      | $248095.62    | 0.01%             | 2052-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                      | FEDEX CORP 4.05% 02/15/2048                                                                       | CUSIP: 31428XBQ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     80000 | PA      | $57206.02     | 0.00%             | 2048-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 1.65% 08/15/2028                                                                        | CUSIP: 031162DB3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    550000 | PA      | $504731.24    | 0.02%             | 2028-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                               | BERKSHIRE HATHAWAY ENERGY COMPANY 6.125% 04/01/2036                                               | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    110000 | PA      | $115586.85    | 0.00%             | 2036-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                              | DIAGEO CAPITAL PLC 5.5% 01/24/2033                                                                | CUSIP: 25243YBH1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206039.48    | 0.01%             | 2033-01-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 04/01/2053#RA8693                                                                  | CUSIP: 3133KQUS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    392836 | PA      | $371669.64    | 0.01%             | 2053-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 3.5% 08/20/2052#MA8199                                                                    | CUSIP: 36179XDC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    321725 | PA      | $287638.50    | 0.01%             | 2052-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 09/01/2049#                                                                        | CUSIP: 31418DFR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45522 | PA      | $40875.77     | 0.00%             | 2049-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP 4.7% 04/15/2048                                                                           | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    226000 | PA      | $177724.23    | 0.01%             | 2048-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                                                                       | WYETH LLC 6% 02/15/2036                                                                           | CUSIP: 983024AL4<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105909.96    | 0.00%             | 2036-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHURCH and DWIGHT INC                                                           | CHURCH and DWIGHT INC 3.95% 08/01/2047                                                            | CUSIP: 171340AL6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    150000 | PA      | $114481.60    | 0.00%             | 2047-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                       | BANK NEW YORK MELLON CORP 4.706%/VAR 02/01/2034                                                   | CUSIP: 06406RBP1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107179.29    | 0.00%             | 2034-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                                                        | WASTE MANAGEMENT INC DEL 4.95% 07/03/2031                                                         | CUSIP: 94106LBY4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71093.80     | 0.00%             | 2031-07-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 11/01/2050#BP7516                                                                    | CUSIP: 3140KFK61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    139543 | PA      | $109802.22    | 0.00%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                          | DIAMONDBACK ENERGY INC 5.15% 01/30/2030                                                           | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161926.35    | 0.01%             | 2030-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 5.6% 03/02/2043                                                                         | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242615.63    | 0.01%             | 2043-03-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 2.8% 08/12/2041                                                                        | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    220000 | PA      | $143435.66    | 0.01%             | 2041-08-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6.5% 09/20/2053#MA9173                                                                    | CUSIP: 36179YFN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    337729 | PA      | $345758.48    | 0.01%             | 2053-09-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 5.6% 11/30/2039                                                                   | CUSIP: 459200GS4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    540000 | PA      | $541687.64    | 0.02%             | 2039-11-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 2.5% 02/01/2031                                                       | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    445000 | PA      | $382570.21    | 0.01%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 3.564%/VAR 09/23/2035                                                                | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    240000 | PA      | $218687.33    | 0.01%             | 2035-09-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 5% 06/15/2052                                                                        | CUSIP: 65473PAM7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60023.33     | 0.00%             | 2052-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 3.05% 05/15/2041                                                           | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71192.36     | 0.00%             | 2041-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                             | ALEXANDRIA REAL EST EQUITS INC 3.95% 01/15/2027                                                   | CUSIP: 015271AJ8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    395000 | PA      | $391097.01    | 0.01%             | 2027-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 12/01/2054#DC7823                                                                    | CUSIP: 3140AVVR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    967318 | PA      | $977155.45    | 0.03%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 2% 09/01/2041#                                                                          | CUSIP: 3133KYVS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4499360 | PA      | $3798696.15   | 0.13%             | 2041-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 4.375% 05/13/2045                                                                       | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    510000 | PA      | $442734.16    | 0.02%             | 2045-05-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 12/01/2051#MA4493                                                                  | CUSIP: 31418D7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    861072 | PA      | $704862.44    | 0.02%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 09/01/2049#                                                                          | CUSIP: 31418DFQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    233028 | PA      | $201283.14    | 0.01%             | 2049-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENTAL DEL URUGUAY                                                  | URUGUAY REPUBLICA ORIENTAL DL 4.125% 11/20/2045                                                   | CUSIP: 760942AY8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    130000 | PA      | $107120.00    | 0.00%             | 2045-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 04/01/2043#AT2016                                                                  | CUSIP: 3138WPG24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    166367 | PA      | $148879.17    | 0.01%             | 2043-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 01/01/2049#ZT1595                                                                  | CUSIP: 3132ADXY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22769 | PA      | $21785.42     | 0.00%             | 2049-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 2.8% 01/15/2051                                                                      | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    120000 | PA      | $70274.16     | 0.00%             | 2051-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 02/01/2048#BH9277                                                                  | CUSIP: 3140GYJX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    164122 | PA      | $148138.84    | 0.01%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                         | KEYCORP 5.121%/VAR 04/04/2031                                                                     | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    310000 | PA      | $309340.02    | 0.01%             | 2031-04-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | CISCO SYSTEMS INC 5.5% 01/15/2040                                                                 | CUSIP: 17275RAF9<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    192000 | PA      | $194242.18    | 0.01%             | 2040-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 01/01/2035#CA5501                                                                  | CUSIP: 3140QDDF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22629 | PA      | $21862.20     | 0.00%             | 2035-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP                                     | PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP 2.7% 10/01/2051                                       | CUSIP: 743820AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $151385.30    | 0.01%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 4.55% 07/01/2030                                                      | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    753000 | PA      | $729159.95    | 0.03%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 03/01/2052#SD8199                                                                    | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42121 | PA      | $32814.93     | 0.00%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                          | FEDERAL HOME LOAN BANKS 0.9% 02/26/2027                                                           | CUSIP: 3130AL5A8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   3290000 | PA      | $3115773.54   | 0.11%             | 2027-02-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 2.65% 07/15/2026                                                                      | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97904.82     | 0.00%             | 2026-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 10/01/2049#MA3818                                                                    | CUSIP: 31418DG48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13633 | PA      | $13416.87     | 0.00%             | 2049-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                                                     | LENNAR CORP 4.75% 11/29/2027                                                                      | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100343.97    | 0.00%             | 2027-11-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 5.375% 07/15/2040                                                                     | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    270000 | PA      | $255789.34    | 0.01%             | 2040-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 5.55% 01/21/2045                                                     | CUSIP: 91086QBE7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    560000 | PA      | $482641.60    | 0.02%             | 2045-01-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                                         | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 4.25% 02/01/2049                                          | CUSIP: 15189XAT5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    185000 | PA      | $145644.07    | 0.01%             | 2049-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 5.3% 10/01/2029                                                                | CUSIP: 24703TAG1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91831.72     | 0.00%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                            | SHELL FINANCE US INC 4.375% 05/11/2045                                                            | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $132284.87    | 0.00%             | 2045-05-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP 5.153%/VAR 08/05/2032                                                       | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160883.16    | 0.01%             | 2032-08-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 4.35% 01/17/2027                                                         | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1525387.91   | 0.05%             | 2027-01-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                       | DUKE ENERGY CAROLINAS LLC 3.75% 06/01/2045                                                        | CUSIP: 26442CAP9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    150000 | PA      | $113402.73    | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                               | INTL FIN CORP 0.75% 08/27/2030                                                                    | CUSIP: 45950KCU2<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84522.08     | 0.00%             | 2030-08-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 09/01/2046#FM8575                                                                    | CUSIP: 3140XCQ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    317060 | PA      | $283833.83    | 0.01%             | 2046-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 12/01/2049#QA5533                                                                  | CUSIP: 3133A0EE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    422875 | PA      | $379315.49    | 0.01%             | 2049-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP 6.1% 03/15/2034                                                                          | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    500000 | PA      | $532693.15    | 0.02%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                                   | CA ST 3.50% 4/1/2028                                                                              | CUSIP: 13063DGC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $171995.34    | 0.01%             | 2028-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                             | ALEXANDRIA REAL EST EQUITS INC 5.625% 05/15/2054                                                  | CUSIP: 015271BD0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134905.77    | 0.00%             | 2054-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 05/01/2054#SD7570                                                                    | CUSIP: 3132DVMT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2391363 | PA      | $2449498.75   | 0.09%             | 2054-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PROCTER and GAMBLE CO                                                           | PROCTER and GAMBLE CO 4.55% 01/29/2034                                                            | CUSIP: 742718GG8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    280000 | PA      | $277236.73    | 0.01%             | 2034-01-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 07/01/2053#FS8468                                                                  | CUSIP: 3140XQMS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    853954 | PA      | $853402.72    | 0.03%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                        | NIKE INC 3.375% 03/27/2050                                                                        | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    260000 | PA      | $178500.10    | 0.01%             | 2050-03-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | PFIZER INC 2.55% 05/28/2040                                                                       | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    120000 | PA      | $83757.28     | 0.00%             | 2040-05-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                                                   | MARTIN MARIETTA MATERIALS INC 5.15% 12/01/2034                                                    | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89318.42     | 0.00%             | 2034-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 12/20/2049#MA6340                                                                      | CUSIP: 36179VBH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    124508 | PA      | $115420.20    | 0.00%             | 2049-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 5.202%/VAR 04/25/2029                                                 | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203234.25    | 0.01%             | 2029-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I LP                       | Phillips Edison Grocery Center Operating Partnership I LP 4.95% 01/15/2035                        | CUSIP: 71845JAC2<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104736.43    | 0.00%             | 2035-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | PFIZER INC 2.7% 05/28/2050                                                                        | CUSIP: 717081FA6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $60162.42     | 0.00%             | 2050-05-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | PFIZER INC 7.2% 03/15/2039                                                                        | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    230000 | PA      | $268178.89    | 0.01%             | 2039-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                  | DEUTSCHE BANK AG NEW YORK BNCH 3.729%/VAR 01/14/2032                                              | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    520000 | PA      | $468382.61    | 0.02%             | 2032-01-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                             | NOMURA HOLDINGS INC 1.851% 07/16/2025                                                             | CUSIP: 65535HAR0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    666000 | PA      | $663586.37    | 0.02%             | 2025-07-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                    | WP CAREY INC 2.45% 02/01/2032                                                                     | CUSIP: 92936UAJ8<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    130000 | PA      | $109282.36    | 0.00%             | 2032-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                             | ALEXANDRIA REAL EST EQUITS INC 2% 05/18/2032                                                      | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    370000 | PA      | $298564.02    | 0.01%             | 2032-05-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CONSOLIDATED EDISON CO OF NY 3.85% 06/15/2046                                                     | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74942.96     | 0.00%             | 2046-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2040#AE1789                                                                    | CUSIP: 31419B7B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11772 | PA      | $11224.38     | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 03/01/2050#SD8049                                                                  | CUSIP: 3132DV5J0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    149754 | PA      | $123663.13    | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 10/20/2049#MA6221                                                                    | CUSIP: 36179U4E9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14515 | PA      | $13964.77     | 0.00%             | 2049-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                              | DIAGEO CAPITAL PLC 2.125% 04/29/2032                                                              | CUSIP: 25243YBE8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $167984.85    | 0.01%             | 2032-04-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.375% 08/15/2043                                                     | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4130000 | PA      | $3862840.63   | 0.14%             | 2043-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 12/01/2051#CB2347                                                                    | CUSIP: 3140QMTD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1178470 | PA      | $932827.98    | 0.03%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 05/01/2053#                                                                        | CUSIP: 31418ESA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    263499 | PA      | $270895.08    | 0.01%             | 2053-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                         | MARATHON PETROLEUM CORP 6.5% 03/01/2041                                                           | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50785.94     | 0.00%             | 2041-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                  | US BANCORP DEL 2.677%/VAR 01/27/2033                                                              | CUSIP: 91159HJD3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    190000 | PA      | $163844.09    | 0.01%             | 2033-01-27      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN CORP                                                     | BERKSHIRE HATHAWAY FIN CORP 5.75% 01/15/2040                                                      | CUSIP: 084664BL4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    160000 | PA      | $169477.83    | 0.01%             | 2040-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 01/20/2050#MA6410                                                                    | CUSIP: 36179VDP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    577712 | PA      | $519392.36    | 0.02%             | 2050-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 02/01/2029#ZS8517                                                                    | CUSIP: 3132A9PA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33342 | PA      | $32606.10     | 0.00%             | 2029-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                             | SCHWAB CHARLES CORP 2.9% 03/03/2032                                                               | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    310000 | PA      | $273812.22    | 0.01%             | 2032-03-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 04/01/2045#FM2986                                                                    | CUSIP: 3140X6J85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2511914 | PA      | $2368045.63   | 0.08%             | 2045-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2021 C10                                                           | BBCMS MTG TR 2021 C10 2.492% 07/15/2054 144A                                                      | CUSIP: 05551VBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $397258.70    | 0.01%             | 2054-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                          | COMMONWEALTH EDISON CO 3% 03/01/2050                                                              | CUSIP: 202795JS0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    200000 | PA      | $125178.34    | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                               | EVERSOURCE ENERGY 1.65% 08/15/2030                                                                | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85686.47     | 0.00%             | 2030-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.875% 05/15/2043                                                     | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7160000 | PA      | $6269887.42   | 0.22%             | 2043-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 3.785%/VAR 03/17/2033                                                               | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91783.36     | 0.00%             | 2033-03-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 2.25% 11/15/2030                                                       | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    140000 | PA      | $124106.87    | 0.00%             | 2030-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 08/01/2053#FS5638                                                                    | CUSIP: 3140XMHQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1350819 | PA      | $1322376.99   | 0.05%             | 2053-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                | CENTENE CORP 2.5% 03/01/2031                                                                      | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    110000 | PA      | $93398.56     | 0.00%             | 2031-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 03/01/2035#FM3387                                                                  | CUSIP: 3140X6XR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25936 | PA      | $25218.46     | 0.00%             | 2035-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OHIO POWER CO                                                                   | OHIO POWER CO 4% 06/01/2049                                                                       | CUSIP: 677415CR0<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $145683.15    | 0.01%             | 2049-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                            | PARKER-HANNIFIN CORP 3.25% 06/14/2029                                                             | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    210000 | PA      | $200966.43    | 0.01%             | 2029-06-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3% 07/15/2025                                                                           | CUSIP: 91282CEY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    910000 | PA      | $908471.48    | 0.03%             | 2025-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                         | ENTERGY MISSISSIPPI LLC 5% 09/01/2033                                                             | CUSIP: 29366WAD8<br>LEI: FKUZOUT82DOBGXFS6K20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98702.89     | 0.00%             | 2033-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 2% 07/01/2055 #TBA                                                                      | CUSIP: 01F020679<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  14100000 | PA      | $10966053.63  | 0.39%             | 2055-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 05/01/2052#SD7328                                                                    | CUSIP: 3132DVD93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2586094 | PA      | $2042194.96   | 0.07%             | 2052-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | CROWN CASTLE INC 3.3% 07/01/2030                                                                  | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    480000 | PA      | $443846.52    | 0.02%             | 2030-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | METLIFE INC 4.6% 05/13/2046                                                                       | CUSIP: 59156RBR8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    272000 | PA      | $236481.48    | 0.01%             | 2046-05-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP 4.322%/VAR 11/23/2031                                                        | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    270000 | PA      | $267222.26    | 0.01%             | 2031-11-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 11/20/2048#MA5597                                                                      | CUSIP: 36179UGE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7043 | PA      | $6943.17      | 0.00%             | 2048-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 06/01/2053#SD3269                                                                    | CUSIP: 3132DQT22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65202 | PA      | $63365.47     | 0.00%             | 2053-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 5% 04/01/2040#QO3454                                                                    | CUSIP: 3133WMZT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    398696 | PA      | $399547.66    | 0.01%             | 2040-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                | WILLIAMS COS INC 5.65% 03/15/2033                                                                 | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    230000 | PA      | $235504.59    | 0.01%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 5.3% 04/15/2047                                                                | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42497.94     | 0.00%             | 2047-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                         | PIEDMONT NATURAL GAS CO 2.5% 03/15/2031                                                           | CUSIP: 720186AN5<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    220000 | PA      | $193092.58    | 0.01%             | 2031-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 3.6% 04/01/2040                                                                       | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    610000 | PA      | $476491.58    | 0.02%             | 2040-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.75% 11/15/2043                                                      | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18010000 | PA      | $17657538.72  | 0.62%             | 2043-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP 4.125% 03/01/2027                                                                         | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59536.37     | 0.00%             | 2027-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                              | SOUTHWEST GAS CORP 3.18% 08/15/2051                                                               | CUSIP: 845011AD7<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $61466.59     | 0.00%             | 2051-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                          | MOTOROLA SOLUTIONS INC 2.3% 11/15/2030                                                            | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    330000 | PA      | $290027.24    | 0.01%             | 2030-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ORANGE                                                                          | ORANGE 5.375% 01/13/2042                                                                          | CUSIP: 35177PAX5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    270000 | PA      | $255745.56    | 0.01%             | 2042-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                        | BHP BILLITON FIN USA LTD 5.5% 09/08/2053                                                          | CUSIP: 055451BF4<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     50000 | PA      | $48004.63     | 0.00%             | 2053-09-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                               | SUNCOR ENERGY INC 7.15% 02/01/2032                                                                | CUSIP: 867229AC0<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $97322.02     | 0.00%             | 2032-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 5.335%/VAR 09/10/2035                                                                | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    520000 | PA      | $505675.28    | 0.02%             | 2035-09-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 07/01/2050#CA6399                                                                  | CUSIP: 3140QEDD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    519382 | PA      | $430515.27    | 0.02%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SHERWIN WILLIAMS CO                                                             | SHERWIN WILLIAMS CO 4% 12/15/2042                                                                 | CUSIP: 824348AQ9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     60000 | PA      | $46830.03     | 0.00%             | 2042-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DR HORTON INC                                                                   | DR HORTON INC 5% 10/15/2034                                                                       | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116735.13    | 0.00%             | 2034-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 05/01/2033#CA1799                                                                  | CUSIP: 3140Q87M1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83378 | PA      | $81072.95     | 0.00%             | 2033-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4% 08/20/2052#MA8200                                                                      | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    988243 | PA      | $910551.42    | 0.03%             | 2052-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                             | PRUDENTIAL FINL INC 4.5%/VAR 09/15/2047                                                           | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195880.22    | 0.01%             | 2047-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                  | BURLINGTON NORTHN SANTA FE LLC 5.2% 04/15/2054                                                    | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $315664.13    | 0.01%             | 2054-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD NEW YORK BRANCH                                     | NATIONAL AUSTRALIA BANK LTD NEW YORK BRH 4.944% 01/12/2028                                        | CUSIP: 63253QAB0<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254726.77    | 0.01%             | 2028-01-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 6% 12/20/2052#MA8492                                                                      | CUSIP: 36179XNH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1062929 | PA      | $1078467.46   | 0.04%             | 2052-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 07/01/2038#CB6791                                                                  | CUSIP: 3140QSRM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    223075 | PA      | $205891.20    | 0.01%             | 2038-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 3.25% 02/01/2035                                                                        | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82300.05     | 0.00%             | 2035-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SELECTIVE INSURANCE GROUP INC                                                   | SELECTIVE INSURANCE GROUP INC 5.9% 04/15/2035                                                     | CUSIP: 816300AJ6<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45072.26     | 0.00%             | 2035-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCES CO                                                    | PIONEER NATURAL RESOURCES CO 1.9% 08/15/2030                                                      | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    210000 | PA      | $183892.78    | 0.01%             | 2030-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 2.05% 09/11/2026                                                                        | CUSIP: 037833DN7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    290000 | PA      | $282503.55    | 0.01%             | 2026-09-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                  | US BANCORP DEL 3.9% 04/26/2028                                                                    | CUSIP: 91159HHS2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    550000 | PA      | $545007.22    | 0.02%             | 2028-04-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 11/01/2053#BY8663                                                                    | CUSIP: 3140NRTV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40006 | PA      | $40503.84     | 0.00%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 1.15% 08/13/2026                                                   | CUSIP: 693475BB0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    400000 | PA      | $384964.24    | 0.01%             | 2026-08-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                | PUGET ENERGY INC 4.1% 06/15/2030                                                                  | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    253000 | PA      | $240925.98    | 0.01%             | 2030-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                           | RIO TINTO FIN USA PLC 5.75% 03/14/2055                                                            | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    105000 | PA      | $102083.96    | 0.00%             | 2055-03-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 5.45% 09/06/2034                                                         | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95736.48     | 0.00%             | 2034-09-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP 2.875% 11/15/2029                                                                     | CUSIP: 74340XBY6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    370000 | PA      | $345292.87    | 0.01%             | 2029-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 6.5% 12/20/2052#MA8493                                                                    | CUSIP: 36179XNJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    226539 | PA      | $232331.94    | 0.01%             | 2052-12-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 12/20/2054#MB0087                                                                      | CUSIP: 3618N5CZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    269073 | PA      | $234496.40    | 0.01%             | 2054-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                   | HEWLETT PACKARD ENTERPRISE CO 1.75% 04/01/2026                                                    | CUSIP: 42824CBK4<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    180000 | PA      | $175782.89    | 0.01%             | 2026-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP 4.7% 04/15/2050                                                                       | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    110000 | PA      | $89666.50     | 0.00%             | 2050-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 3.95% 02/15/2027                                                        | CUSIP: 29379VBL6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    214000 | PA      | $212734.68    | 0.01%             | 2027-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 02/01/2051#CA8820                                                                    | CUSIP: 3140QGYS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    927582 | PA      | $727568.16    | 0.03%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                       | UNITED PARCEL SERVICE INC 5.25% 05/14/2035                                                        | CUSIP: 911312CJ3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199869.76    | 0.01%             | 2035-05-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS CO                                                      | SOUTHERN CALIFORNIA GAS CO 5.05% 09/01/2034                                                       | CUSIP: 842434DB5<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98599.84     | 0.00%             | 2034-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 07/01/2049#SD8001                                                                  | CUSIP: 3132DV3J2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    188004 | PA      | $168813.91    | 0.01%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 3.5% 05/15/2029                                                                   | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    520000 | PA      | $501519.56    | 0.02%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO                                                                 | DOW CHEMICAL CO 5.15% 02/15/2034                                                                  | CUSIP: 260543DJ9<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    220000 | PA      | $215315.46    | 0.01%             | 2034-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.625% 08/15/2043                                                     | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     86000 | PA      | $72559.14     | 0.00%             | 2043-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                             | CONSUMERS ENERGY CO 3.1% 08/15/2050                                                               | CUSIP: 210518DF0<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    200000 | PA      | $130955.35    | 0.00%             | 2050-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                               | UNION ELECTRIC CO 4% 04/01/2048                                                                   | CUSIP: 906548CN0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75839.80     | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 10/20/2051#MA7651                                                                    | CUSIP: 36179WQC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     70470 | PA      | $63091.36     | 0.00%             | 2051-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 5.425%/VAR 08/15/2035                                                 | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    600000 | PA      | $587911.13    | 0.02%             | 2035-08-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                         | PHILIPPINES REPUBLIC OF 3.95% 01/20/2040                                                          | CUSIP: 718286BZ9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    300000 | PA      | $253722.00    | 0.01%             | 2040-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELL'S COMPANY                                                          | THE CAMPBELL'S COMPANY 5.4% 03/21/2034                                                            | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159579.54    | 0.01%             | 2034-03-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                      | FEDEX CORP 5.25% 05/15/2050                                                                       | CUSIP: 31428XCA2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    178000 | PA      | $153425.53    | 0.01%             | 2050-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                          | CHUBB INA HOLDINGS INC 2.85% 12/15/2051                                                           | CUSIP: 171239AH9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    155000 | PA      | $96386.37     | 0.00%             | 2051-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 04/01/2051#QC0302                                                                    | CUSIP: 3133AJKP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    727393 | PA      | $565999.34    | 0.02%             | 2051-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 5.3% 06/25/2054                                                                    | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187068.16    | 0.01%             | 2054-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                  | VIRGINIA ELECTRIC AND POWER CO 4.6% 12/01/2048                                                    | CUSIP: 927804GA6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    208000 | PA      | $170723.02    | 0.01%             | 2048-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2043#AU9992                                                                    | CUSIP: 3138XAC61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34050 | PA      | $32175.50     | 0.00%             | 2043-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                               | ARES CAPITAL CORP 5.95% 07/15/2029                                                                | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    190000 | PA      | $193386.87    | 0.01%             | 2029-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 5.939%/VAR 08/18/2034                                              | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207199.79    | 0.01%             | 2034-08-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                               | GENERAL MILLS INC 3% 02/01/2051                                                                   | CUSIP: 370334CP7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    110000 | PA      | $68160.92     | 0.00%             | 2051-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 09/46#BC2843                                                                         | CUSIP: 3140EXER0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72673 | PA      | $68209.15     | 0.00%             | 2046-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 6.858% 05/01/2054                                                                       | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     70000 | PA      | $74655.62     | 0.00%             | 2054-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 3.5% 06/01/2055 #TBA                                                                    | CUSIP: 01F032666<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1475000 | PA      | $1308370.43   | 0.05%             | 2055-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                                                          | OREILLY AUTOMOTIVE INC 4.35% 06/01/2028                                                           | CUSIP: 67103HAG2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149817.45    | 0.01%             | 2028-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                               | GENERAL MILLS INC 4.2% 04/17/2028                                                                 | CUSIP: 370334CG7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199050.58    | 0.01%             | 2028-04-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOSTON PPTY LTD PARTNERSHIP                                                     | BOSTON PPTYS LTD PARTNERSHIP 3.65% 02/01/2026                                                     | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129000.52    | 0.00%             | 2026-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                        | WARNERMEDIA HOLDINGS INC 3.755% 03/15/2027                                                        | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    180000 | PA      | $174486.90    | 0.01%             | 2027-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 3.102%/VAR 02/24/2033                                               | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    140000 | PA      | $123645.59    | 0.00%             | 2033-02-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                    | NEXTERA ENERGY CAP HLDGS INC 3% 01/15/2052                                                        | CUSIP: 65339KCA6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    110000 | PA      | $66441.30     | 0.00%             | 2052-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.125% 11/15/2041                                                     | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    229000 | PA      | $183996.13    | 0.01%             | 2041-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                               | BERKSHIRE HATHAWAY ENERGY COMPANY 4.5% 02/01/2045                                                 | CUSIP: 084659AF8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    180000 | PA      | $150950.36    | 0.01%             | 2045-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                  | EPR PPTYS 4.75% 12/15/2026                                                                        | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129227.72    | 0.00%             | 2026-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 03/01/2048#BK1693                                                                  | CUSIP: 3140HE3B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12212 | PA      | $11711.75     | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 08/01/2034#MA3739                                                                  | CUSIP: 31418DEM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31470 | PA      | $30403.44     | 0.00%             | 2034-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 1.406% 08/25/2030                                                  | CUSIP: 3137FX3Q9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    710000 | PA      | $613163.03    | 0.02%             | 2030-08-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | SYNOPSYS INC 5.7% 04/01/2055                                                                      | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    170000 | PA      | $162294.31    | 0.01%             | 2055-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELEC and GAS CO                                                  | PUBLIC SERVICE ELEC and GAS CO 5.5% 03/01/2055                                                    | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95963.21     | 0.00%             | 2055-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6.5% 06/01/2055 #TBA                                                                      | CUSIP: 21H062669<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -975000 | PA      | $-995849.11   | -0.04%            | 2055-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATIONAL RAILWAY CO                                                    | CANADIAN NATIONAL RAILWAY CO 2.75% 03/01/2026                                                     | CUSIP: 136375CJ9<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $148079.33    | 0.01%             | 2026-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.5% 02/15/2030                                                                         | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    724000 | PA      | $648630.47    | 0.02%             | 2030-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CAPTIAL ONE MULTI-ASSET EXECUT                                                  | CAPITAL ONE MULTI-ASST EXEC TR 2.06% 08/15/2028                                                   | CUSIP: 14041NFV8<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-CBDO         | CORP              | US        |    111000 | PA      | $107939.10    | 0.00%             | 2028-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 12/20/2050#MA7051                                                                      | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10045797 | PA      | $8074557.67   | 0.28%             | 2050-12-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 2.8% 09/15/2041                                                                     | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    370000 | PA      | $250771.27    | 0.01%             | 2041-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 2.561%/VAR 05/01/2032                                                               | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    600000 | PA      | $524080.16    | 0.02%             | 2032-05-01      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER CO                                                            | MISSISSIPPI POWER CO 3.95% 03/30/2028                                                             | CUSIP: 605417CB8<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118771.12    | 0.00%             | 2028-03-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENTAL DEL URUGUAY                                                  | URUGUAY REPUBLICA ORIENTAL DL 4.375% 10/27/2027                                                   | CUSIP: 760942BB7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    140000 | PA      | $139860.00    | 0.00%             | 2027-10-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 07/01/2048#CA2058                                                                  | CUSIP: 3140Q9JC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87560 | PA      | $83834.21     | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| M and T BANK CORP                                                               | M and T BANK CORP 5.053%/VAR 01/27/2034                                                           | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    190000 | PA      | $184104.03    | 0.01%             | 2034-01-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 5.5% 10/15/2032                                                               | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102815.84    | 0.00%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP 5.8% 01/15/2055                                                                        | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    270000 | PA      | $252437.58    | 0.01%             | 2055-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES INC                                                       | AVALONBAY COMMUNITIES INC 4.15% 07/01/2047                                                        | CUSIP: 05348EBB4<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     60000 | PA      | $46965.01     | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 06/01/2051#                                                                        | CUSIP: 31418DZW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1796058 | PA      | $1471912.99   | 0.05%             | 2051-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 2.75% 09/15/2051                                                                   | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    160000 | PA      | $95204.93     | 0.00%             | 2051-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO 3.65% 06/01/2051                                                    | CUSIP: 842400HF3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    110000 | PA      | $70267.57     | 0.00%             | 2051-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 2.25% 01/25/2032                                                   | CUSIP: 3137H6LZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1900000 | PA      | $1653513.76   | 0.06%             | 2032-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 03/01/2054#MA5296                                                                  | CUSIP: 31418E3E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    878725 | PA      | $871293.00    | 0.03%             | 2054-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 08/20/2048#MA5399                                                                    | CUSIP: 36179T7L3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    164210 | PA      | $158085.42    | 0.01%             | 2048-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 01/31/2026                                                                        | CUSIP: 91282CJV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1410000 | PA      | $1409435.45   | 0.05%             | 2026-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                               | CHILE REPUBLIC OF 5.65% 01/13/2037                                                                | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1000000 | PA      | $1013750.00   | 0.04%             | 2037-01-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC 3.4% 02/04/2041                                                                  | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    180000 | PA      | $130208.78    | 0.00%             | 2041-02-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                               | STORE CAPITAL LLC 4.5% 03/15/2028                                                                 | CUSIP: 862121AA8<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196284.46    | 0.01%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK and DECKER INC                                                    | STANLEY BLACK and DECKER INC 6% 03/06/2028                                                        | CUSIP: 854502AT8<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103645.58    | 0.00%             | 2028-03-06      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 3.718% 01/25/2031                                                  | CUSIP: 3137FL2L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    165000 | PA      | $158418.83    | 0.01%             | 2031-01-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 09/20/2050#MA6868                                                                      | CUSIP: 36179VTZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    140486 | PA      | $130056.67    | 0.00%             | 2050-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 3.3% 07/01/2025                                                                    | CUSIP: 58013MFN9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    280000 | PA      | $279638.19    | 0.01%             | 2025-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                   | SUTTER HEALTH 3.361% 08/15/2050                                                                   | CUSIP: 86944BAJ2<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    170000 | PA      | $113732.58    | 0.00%             | 2050-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                       | DUKE ENERGY CAROLINAS LLC 3.2% 08/15/2049                                                         | CUSIP: 26442CAZ7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    120000 | PA      | $78550.49     | 0.00%             | 2049-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                         | BANK OF NOVA SCOTIA 4.85% 02/01/2030                                                              | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $212239.01    | 0.01%             | 2030-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                              | CONAGRA BRANDS INC 4.85% 11/01/2028                                                               | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    510000 | PA      | $512192.58    | 0.02%             | 2028-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN INC                                                    | ANHEUSER-BUSCH INBEV FIN INC 4.9% 02/01/2046                                                      | CUSIP: 035242AN6<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90138.17     | 0.00%             | 2046-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                       | TORONTO DOMINION BANK 3.2% 03/10/2032                                                             | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $170176.93    | 0.01%             | 2032-03-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 4.663% 06/15/2051                                                                       | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82948.20     | 0.00%             | 2051-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                      | BP CAP MARKETS AMERICA INC 3.379% 02/08/2061                                                      | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    110000 | PA      | $68530.71     | 0.00%             | 2061-02-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.625% 08/31/2029                                                                       | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5210000 | PA      | $5147317.19   | 0.18%             | 2029-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 11/01/2054#                                                                        | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3280037 | PA      | $3249221.07   | 0.11%             | 2054-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER CO                                                      | SOUTHWESTERN ELEC POWER CO 3.25% 11/01/2051                                                       | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     65000 | PA      | $40168.73     | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.625% 07/31/2029                                                                       | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13410000 | PA      | $12746309.73  | 0.45%             | 2029-07-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                       | BANK NEW YORK MELLON CORP 4.975%/VAR 03/14/2030                                                   | CUSIP: 06406RBV8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152552.73    | 0.01%             | 2030-03-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 1.7% 08/05/2031                                                                         | CUSIP: 037833EJ5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    280000 | PA      | $240464.67    | 0.01%             | 2031-08-05      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5% 06/20/2053#MA8947                                                                      | CUSIP: 36179X5G7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    439896 | PA      | $429146.54    | 0.02%             | 2053-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 3.25% 02/05/2050                                                               | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    270000 | PA      | $181592.27    | 0.01%             | 2050-02-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                               | ATMOS ENERGY CORP 5.9% 11/15/2033                                                                 | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158445.12    | 0.01%             | 2033-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 01/01/2053#QF6552                                                                    | CUSIP: 3133BUH59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    240674 | PA      | $243892.79    | 0.01%             | 2053-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                         | DIGITAL REALTY TRUST LP 3.7% 08/15/2027                                                           | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    370000 | PA      | $364455.56    | 0.01%             | 2027-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 3M CO                                                                           | 3M CO 3.375% 03/01/2029                                                                           | CUSIP: 88579YBG5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105751.15    | 0.00%             | 2029-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 5.049%/VAR 07/23/2030                                               | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504271.31    | 0.02%             | 2030-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | SIMON PROPERTY GROUP LP 5.85% 03/08/2053                                                          | CUSIP: 828807DV6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126788.75    | 0.00%             | 2053-03-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                  | EPR PPTYS 4.5% 06/01/2027                                                                         | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207774.05    | 0.01%             | 2027-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                       | WRKCO INC 3.9% 06/01/2028                                                                         | CUSIP: 92940PAE4<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    170000 | PA      | $166496.88    | 0.01%             | 2028-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC T1Y+NA 08/09/2033                                                                    | CUSIP: 06738ECA1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204135.25    | 0.01%             | 2033-08-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 4.75% 03/15/2039                                                       | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    120000 | PA      | $111699.36    | 0.00%             | 2039-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                    | AUTOZONE INC 4.5% 02/01/2028                                                                      | CUSIP: 053332BC5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    240000 | PA      | $240652.55    | 0.01%             | 2028-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                         | SANTANDER HLDGS USA INC 7.66%/VAR 11/09/2031                                                      | CUSIP: 80282KBH8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    430000 | PA      | $473387.00    | 0.02%             | 2031-11-09      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 2.75% 02/01/2026                                                                        | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138110.56    | 0.00%             | 2026-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                               | TRAVELERS COS INC 2.55% 04/27/2050                                                                | CUSIP: 89417EAQ2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    360000 | PA      | $210412.57    | 0.01%             | 2050-04-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CONSOLIDATED EDISON CO OF NY 4.5% 05/15/2058                                                      | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    220000 | PA      | $170972.13    | 0.01%             | 2058-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 09/01/2051#CB1634                                                                    | CUSIP: 3140QLY83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    626768 | PA      | $534822.84    | 0.02%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SHERWIN WILLIAMS CO                                                             | SHERWIN WILLIAMS CO 4.5% 06/01/2047                                                               | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    200000 | PA      | $163752.90    | 0.01%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                         | DUKE ENERGY FLORIDA LLC 6.35% 09/15/2037                                                          | CUSIP: 341099CH0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107729.83    | 0.00%             | 2037-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 3.05% 08/12/2051                                                                       | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $28748.20     | 0.00%             | 2051-08-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL OF PHILADELPHIA/THE                                         | CHILDREN'S HOSPITAL OF PHILADELPHIA/THE 2.704% 07/01/2050                                         | CUSIP: 16877PAA8<br>LEI: 254900N2KNSY5WTR1Q61 | Long             | DBT              | CORP              | US        |     98000 | PA      | $58242.64     | 0.00%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.25% 05/15/2042                                                      | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6160000 | PA      | $4996818.78   | 0.18%             | 2042-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 06/01/2048#BK5011                                                                    | CUSIP: 3140HJR94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18623 | PA      | $17339.74     | 0.00%             | 2048-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.4% 04/01/2033   | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $645684.57    | 0.02%             | 2033-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SARL / JBS USA FOOD CO / JBS USA FOODS GROUP                        | JBS USA LUX SARL / JBS USA FOOD CO / JBS USA FOODS GROUP 6.375% 02/25/2055 144A                   | CUSIP: 472140AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $59646.00     | 0.00%             | 2055-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 6.7% 04/01/2053                                                       | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89130.33     | 0.00%             | 2053-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 03/01/2033#MA3312                                                                    | CUSIP: 31418CVE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84170 | PA      | $81153.71     | 0.00%             | 2033-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY IND INC                                                             | DUKE ENERGY IND INC 6.45% 04/01/2039                                                              | CUSIP: 263901AB6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    110000 | PA      | $118501.61    | 0.00%             | 2039-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 06/01/2047#Q48875                                                                    | CUSIP: 3132WN2H4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2189675 | PA      | $2032658.24   | 0.07%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                  | CANADIAN NATL RESOURCES LTD 3.85% 06/01/2027                                                      | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    152000 | PA      | $149832.55    | 0.01%             | 2027-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                               | CI FINL CORP 3.2% 12/17/2030                                                                      | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $191921.13    | 0.01%             | 2030-12-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAPTIAL ONE MULTI-ASSET EXECUT                                                  | CAPITAL ONE MULTI-ASST EXEC TR 1.39% 07/15/2030                                                   | CUSIP: 14041NFX4<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-CBDO         | CORP              | US        |    280000 | PA      | $255591.25    | 0.01%             | 2030-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                                           | RPM INTERNATIONAL INC 2.95% 01/15/2032                                                            | CUSIP: 749685AY9<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60887.21     | 0.00%             | 2032-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                        | TWDC ENTERPRISES 18 CORP 3.7% 12/01/2042                                                          | CUSIP: 25468PCX2<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    250000 | PA      | $194889.34    | 0.01%             | 2042-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP 4.45% 06/29/2029                                                         | CUSIP: 89236TKD6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    340000 | PA      | $340364.26    | 0.01%             | 2029-06-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP 5.711%/VAR 01/24/2035                                                       | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    270000 | PA      | $274351.25    | 0.01%             | 2035-01-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 6% 01/20/2053#MA8571                                                                      | CUSIP: 36179XQY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    260136 | PA      | $263938.52    | 0.01%             | 2053-01-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2053#CB6300                                                                    | CUSIP: 3140QSAA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2305235 | PA      | $2117354.95   | 0.07%             | 2053-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                               | BERKSHIRE HATHAWAY ENERGY COMPANY 4.45% 01/15/2049                                                | CUSIP: 084659AR2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80211.48     | 0.00%             | 2049-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 12/20/2045#MA3311                                                                      | CUSIP: 36179RVC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8333 | PA      | $7795.55      | 0.00%             | 2045-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 4.45% 02/15/2043                                                        | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84122.15     | 0.00%             | 2043-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 06/30/2031                                                                        | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6210000 | PA      | $6261911.75   | 0.22%             | 2031-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                                                         | DEERE JOHN CAPITAL CORP 2.8% 09/08/2027                                                           | CUSIP: 24422ETW9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    290000 | PA      | $280855.31    | 0.01%             | 2027-09-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 1.953%/VAR 02/04/2032                                                       | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $256840.26    | 0.01%             | 2032-02-04      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| DOLLAR GEN CORP NEW                                                             | DOLLAR GEN CORP NEW 5% 11/01/2032                                                                 | CUSIP: 256677AL9<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98361.86     | 0.00%             | 2032-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                  | VIRGINIA ELECTRIC AND POWER CO 4.625% 05/15/2052                                                  | CUSIP: 927804GJ7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81318.01     | 0.00%             | 2052-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 07/01/2050#CA6301                                                                    | CUSIP: 3140QEAB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116505 | PA      | $91747.50     | 0.00%             | 2050-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 3.224% 03/25/2027                                                  | CUSIP: 3137BXQY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $245349.28    | 0.01%             | 2027-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 5.25% 03/02/2033                                                                        | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    410000 | PA      | $413762.92    | 0.01%             | 2033-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | ASIAN DEVELOPMENT BANK 1.875% 01/24/2030                                                          | CUSIP: 045167ER0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |   1139000 | PA      | $1036920.34   | 0.04%             | 2030-01-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                      | BP CAP MARKETS AMERICA INC 4.812% 02/13/2033                                                      | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147227.45    | 0.01%             | 2033-02-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                              | ATHENE HOLDING LTD 6.65% 02/01/2033                                                               | CUSIP: 04686JAF8<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    210000 | PA      | $222722.02    | 0.01%             | 2033-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | GENERAL MOTORS CO 6.8% 10/01/2027                                                                 | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    330000 | PA      | $342066.93    | 0.01%             | 2027-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC INC                                                           | GOLUB CAPITAL BDC INC 6% 07/15/2029                                                               | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121399.37    | 0.00%             | 2029-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 3.5% 07/20/2052#MA8149                                                                    | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    406054 | PA      | $363413.08    | 0.01%             | 2052-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 08/01/2053#QG8209                                                                    | CUSIP: 3133C9DN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    386401 | PA      | $374854.45    | 0.01%             | 2053-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP 4.35% 04/15/2047                                                                         | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81390.74     | 0.00%             | 2047-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 04/20/2047#MA4383                                                                      | CUSIP: 36179S2Q9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     53776 | PA      | $50119.96     | 0.00%             | 2047-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 12/01/2053#SD6959                                                                    | CUSIP: 3132DUWU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1274939 | PA      | $1250784.01   | 0.04%             | 2053-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP 6.377%/VAR 06/08/2034                                                  | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156774.24    | 0.01%             | 2034-06-08      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                             | EMERSON ELECTRIC CO 2.8% 12/21/2051                                                               | CUSIP: 291011BS2<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    220000 | PA      | $133430.20    | 0.00%             | 2051-12-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 4.45% 05/14/2046                                                                       | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    280000 | PA      | $234722.29    | 0.01%             | 2046-05-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 2.6% 06/01/2050                                                                      | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    230000 | PA      | $138272.10    | 0.00%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/01/2046#BE2267                                                                    | CUSIP: 3140FMQV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23916 | PA      | $20927.00     | 0.00%             | 2046-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 2.831%/VAR 10/24/2051                                                 | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    140000 | PA      | $84552.02     | 0.00%             | 2051-10-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 4.1% 03/25/2061                                                                       | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    880000 | PA      | $614783.79    | 0.02%             | 2061-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 07/49#MA3692                                                                       | CUSIP: 31418DC67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    168685 | PA      | $151467.09    | 0.01%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 04/01/2054#SD8419                                                                    | CUSIP: 3132DWK85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    682006 | PA      | $660985.96    | 0.02%             | 2054-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 02/01/2052#SD8194                                                                  | CUSIP: 3132DWC76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3777741 | PA      | $3088867.78   | 0.11%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 3.85% 10/15/2030                                                            | CUSIP: 455780CS3<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    750000 | PA      | $722925.00    | 0.03%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC DEL                                                           | KINDER MORGAN INC DEL 5.2% 03/01/2048                                                             | CUSIP: 49456BAQ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    264000 | PA      | $229338.15    | 0.01%             | 2048-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 03/01/2035#MA3956                                                                    | CUSIP: 31418DME9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5610 | PA      | $5334.04      | 0.00%             | 2035-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.164%/VAR 04/20/2029                                                              | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    850000 | PA      | $861862.25    | 0.03%             | 2029-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                          | COMMONWEALTH EDISON CO 3.2% 11/15/2049                                                            | CUSIP: 202795JQ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    120000 | PA      | $78165.10     | 0.00%             | 2049-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.5% 09/30/2029                                                                         | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1460000 | PA      | $1434906.25   | 0.05%             | 2029-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 2.253% 01/25/2030                                                  | CUSIP: 3137FREH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    760000 | PA      | $696285.78    | 0.02%             | 2030-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 3.45% 03/25/2030                                                                     | CUSIP: 191216CT5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    160000 | PA      | $154731.40    | 0.01%             | 2030-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC 1.85% 09/15/2032                                                    | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    160000 | PA      | $130957.78    | 0.00%             | 2032-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                                    | DISCOVERY COMMUNICATIONS LLC 3.625% 05/15/2030                                                    | CUSIP: 25470DBJ7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    475000 | PA      | $420068.50    | 0.01%             | 2030-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 4.244%/VAR 04/24/2038                                                 | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    480000 | PA      | $425705.00    | 0.02%             | 2038-04-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 05/20/2052#MA8043                                                                      | CUSIP: 36179W5C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3870963 | PA      | $3376553.42   | 0.12%             | 2052-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/01/2048#BJ4582                                                                    | CUSIP: 3140H6CU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31391 | PA      | $29256.44     | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 3.2% 06/15/2026                                                           | CUSIP: 110122CN6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1626000 | PA      | $1607153.60   | 0.06%             | 2026-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 5.05% 07/15/2033                                                                 | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347016.59    | 0.01%             | 2033-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 02/01/2033#MA3282                                                                  | CUSIP: 31418CUG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17684 | PA      | $16833.27     | 0.00%             | 2033-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.5% 02/15/2046                                                       | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    329000 | PA      | $222936.06    | 0.01%             | 2046-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 3.369%/VAR 12/14/2046                                                    | CUSIP: 53944YAQ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $139560.73    | 0.00%             | 2046-12-14      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 08/01/2048#BK4764                                                                    | CUSIP: 3140HJJJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13997 | PA      | $13032.45     | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK and DECKER INC                                                    | STANLEY BLACK and DECKER INC 3% 05/15/2032                                                        | CUSIP: 854502AQ4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    190000 | PA      | $163473.40    | 0.01%             | 2032-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 2.5% 04/15/2027                                                                    | CUSIP: 437076CA8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    750000 | PA      | $727705.29    | 0.03%             | 2027-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 1.65% 06/01/2030                                                                     | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    240000 | PA      | $211331.49    | 0.01%             | 2030-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                              | ANHEUSER BUSCH INBEV WORLD INC 5.8% 01/23/2059                                                    | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    370000 | PA      | $369605.31    | 0.01%             | 2059-01-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP SA                                                       | TYCO ELECTRONICS GROUP SA 4.5% 02/13/2026                                                         | CUSIP: 902133AZ0<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $199954.29    | 0.01%             | 2026-02-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 3.7% 04/15/2046                                                                     | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    380000 | PA      | $275710.54    | 0.01%             | 2046-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 11/20/2047#MA4837                                                                    | CUSIP: 36179TLS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     99329 | PA      | $89704.82     | 0.00%             | 2047-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | PARAMOUNT GLOBAL 4.2% 05/19/2032                                                                  | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135199.43    | 0.00%             | 2032-05-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 5.625% 04/15/2053                                                                   | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    230000 | PA      | $215677.68    | 0.01%             | 2053-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP                                                     | BLUE OWL CREDIT INCOME CORP 5.8% 03/15/2030                                                       | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104001.79    | 0.00%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 1.47%/VAR 09/22/2027                                                        | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    360000 | PA      | $345717.89    | 0.01%             | 2027-09-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                     | VENTAS RLTY LTD PARTNERSHIP 5% 01/15/2035                                                         | CUSIP: 92277GBA4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125005.00    | 0.00%             | 2035-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 06/01/2046#AS7375                                                                    | CUSIP: 3138WHFR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28225 | PA      | $24732.43     | 0.00%             | 2046-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                                                                  | TR FINANCE LLC 5.85% 04/15/2040                                                                   | CUSIP: 87268LAB3<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110877.13    | 0.00%             | 2040-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 5.558% 07/09/2034                                                    | CUSIP: 86562MDP2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $203619.87    | 0.01%             | 2034-07-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 02/01/2052#BU1339                                                                  | CUSIP: 3140M2PZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20672 | PA      | $16902.27     | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 3.3% 02/15/2053                                                         | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $63859.43     | 0.00%             | 2053-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.875% 10/31/2028                                                                       | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3722000 | PA      | $3837585.56   | 0.14%             | 2028-10-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC 5.625% 04/15/2041                                                                     | CUSIP: 931142DB6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    169000 | PA      | $175490.52    | 0.01%             | 2041-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2021-C12                                                           | BBCMS MTG TR 2021-C12 A5 2.689% 11/15/2054                                                        | CUSIP: 05552XBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $260892.51    | 0.01%             | 2054-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 09/20/2050#MA6864                                                                      | CUSIP: 36179VTV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    446437 | PA      | $359113.53    | 0.01%             | 2050-09-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                               | ARES CAPITAL CORP 5.8% 03/08/2032                                                                 | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128110.62    | 0.00%             | 2032-03-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                  | PHILLIPS 66 CO 4.68% 02/15/2045                                                                   | CUSIP: 718547AM4<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80866.00     | 0.00%             | 2045-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.125% 07/01/2049 | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $160913.21    | 0.01%             | 2049-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                                   | CALIFORNIA ST BUILD AMERICA BONDS-TAXABLE-VA                                                      | CUSIP: 13063A5E0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    980000 | PA      | $1122766.11   | 0.04%             | 2034-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                                      | HPS CORPORATE LENDING FUND 6.25% 09/30/2029                                                       | CUSIP: 40440VAC9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101594.43    | 0.00%             | 2029-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                | ELI LILLY and CO 4.95% 02/27/2063                                                                 | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    210000 | PA      | $184896.34    | 0.01%             | 2063-02-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                              | CENOVUS ENERGY INC 5.4% 06/15/2047                                                                | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    171000 | PA      | $147145.97    | 0.01%             | 2047-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | GENERAL MOTORS CO 4.2% 10/01/2027                                                                 | CUSIP: 37045VAN0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88538.47     | 0.00%             | 2027-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                    | KREDITANSTALT FUR WIEDER(UNGTD 0.375% 07/18/2025                                                  | CUSIP: 500769JF2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    208000 | PA      | $206939.42    | 0.01%             | 2025-07-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 1.462%/VAR 06/09/2027                                                               | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290012.94    | 0.01%             | 2027-06-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AMERICA INC                                               | AMCOR FLEXIBLES NORTH AMERICA INC 2.69% 05/25/2031                                                | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    220000 | PA      | $194122.69    | 0.01%             | 2031-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP 6.051%/VAR 02/01/2035                                                  | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205246.74    | 0.01%             | 2035-02-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                           | REYNOLDS AMERICAN INC 5.7% 08/15/2035                                                             | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110352.79    | 0.00%             | 2035-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                                             | PUBLIC SVC ENTERPRISE GRP INC 5.85% 11/15/2027                                                    | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103076.11    | 0.00%             | 2027-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMEREN ILL CO                                                                   | AMEREN ILL CO 4.95% 06/01/2033                                                                    | CUSIP: 02361DBA7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209404.54    | 0.01%             | 2033-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                             | CARDINAL HEALTH INC 4.368% 06/15/2047                                                             | CUSIP: 14149YBM9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23746.98     | 0.00%             | 2047-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC 4.65% 08/15/2062                                                               | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82472.82     | 0.00%             | 2062-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 08/01/2046#BC1497                                                                    | CUSIP: 3140EVUX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66650 | PA      | $62597.86     | 0.00%             | 2046-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 6.184% 07/13/2043                                                    | CUSIP: 86562MCY4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     60000 | PA      | $62838.40     | 0.00%             | 2043-07-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                       | BANK NEW YORK MELLON CORP 5.188%/VAR 03/14/2035                                                   | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    260000 | PA      | $259833.93    | 0.01%             | 2035-03-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 06/01/2035#FM3869                                                                    | CUSIP: 3140X7JP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83446 | PA      | $79414.48     | 0.00%             | 2035-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | GENERAL MOTORS CO 5.95% 04/01/2049                                                                | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    260000 | PA      | $234627.11    | 0.01%             | 2049-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/01/2049#FM1675                                                                    | CUSIP: 3140X42H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    197399 | PA      | $170508.01    | 0.01%             | 2049-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                      | FISERV INC 5.45% 03/02/2028                                                                       | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153423.10    | 0.01%             | 2028-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 02/01/2048#G61896                                                                  | CUSIP: 31335CC93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6857 | PA      | $6197.59      | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP 3.8% 08/15/2029                                                               | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96512.38     | 0.00%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 06/01/2053#QG4497                                                                  | CUSIP: 3133C47J7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62406 | PA      | $61937.11     | 0.00%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 02/01/2047#AL9868                                                                  | CUSIP: 3138ER6E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77362 | PA      | $65164.78     | 0.00%             | 2047-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                           | GENERAL DYNAMICS CORP 2.625% 11/15/2027                                                           | CUSIP: 369550AZ1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    180000 | PA      | $173634.35    | 0.01%             | 2027-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 4.95% 05/15/2062                                                           | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    630000 | PA      | $517957.15    | 0.02%             | 2062-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON and CO                                                         | BECTON DICKINSON and CO 4.693% 02/13/2028                                                         | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130565.75    | 0.00%             | 2028-02-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                                               | ONEOK PARTNERS LP 6.65% 10/01/2036                                                                | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    350000 | PA      | $367805.82    | 0.01%             | 2036-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                    | NEXTERA ENERGY CAP HLDGS INC 1.875% 01/15/2027                                                    | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    300000 | PA      | $287769.76    | 0.01%             | 2027-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 6.875% 03/15/2039                                                                       | CUSIP: 097023AX3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    160000 | PA      | $171318.05    | 0.01%             | 2039-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.587%/VAR 01/18/2036                                                              | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009711.72   | 0.04%             | 2036-01-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 1.45% 06/01/2027                                                                     | CUSIP: 191216CU2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114230.86    | 0.00%             | 2027-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 04/20/2054#MA9602                                                                      | CUSIP: 36179YU36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    580098 | PA      | $532997.65    | 0.02%             | 2054-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                | WILLIAMS COS INC 3.75% 06/15/2027                                                                 | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    460000 | PA      | $453425.41    | 0.02%             | 2027-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN                       | TARGA RES P LP/TARGA RES P FIN 6.875% 01/15/2029                                                  | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    620000 | PA      | $631901.58    | 0.02%             | 2029-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 6.35% 02/09/2035                                                     | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    430000 | PA      | $428495.00    | 0.02%             | 2035-02-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                       | GATX CORP 6.9% 05/01/2034                                                                         | CUSIP: 361448BN2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    300000 | PA      | $327231.40    | 0.01%             | 2034-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                              | POLAND REPUBLIC OF 5.375% 02/12/2035                                                              | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    400000 | PA      | $398276.00    | 0.01%             | 2035-02-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 06/01/2051#QC3259                                                                    | CUSIP: 3133AMTQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20840 | PA      | $16215.85     | 0.00%             | 2051-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 4.45% 04/14/2046                                                                      | CUSIP: 713448DD7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    140000 | PA      | $120353.54    | 0.00%             | 2046-04-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 2.074% 01/25/2031                                                  | CUSIP: 3137FXYV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    180000 | PA      | $159331.05    | 0.01%             | 2031-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PILGRIMS PRIDE CORP NEW                                                         | PILGRIMS PRIDE CORP NEW 6.25% 07/01/2033                                                          | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    180000 | PA      | $186569.10    | 0.01%             | 2033-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 3.109%/VAR 04/22/2051                                                       | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     50000 | PA      | $32556.04     | 0.00%             | 2051-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 10/20/2049#MA6220                                                                      | CUSIP: 36179U4D1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42549 | PA      | $39443.22     | 0.00%             | 2049-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                               | TOYOTA MOTOR CORP 3.669% 07/20/2028                                                               | CUSIP: 892331AD1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    290000 | PA      | $285602.34    | 0.01%             | 2028-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                      | ONCOR ELEC DELIVERY CO LLC 4.6% 06/01/2052                                                        | CUSIP: 68233JCH5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122027.48    | 0.00%             | 2052-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                        | VISA INC 2.75% 09/15/2027                                                                         | CUSIP: 92826CAH5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    815000 | PA      | $792121.32    | 0.03%             | 2027-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                          | FEDERAL HOME LOAN BANKS 3.25% 06/09/2028                                                          | CUSIP: 3130AEB25<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    210000 | PA      | $206646.52    | 0.01%             | 2028-06-09      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 11/01/2051#CB2090                                                                  | CUSIP: 3140QMKC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    247660 | PA      | $202730.98    | 0.01%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NSTAR ELEC CO                                                                   | NSTAR ELEC CO 5.2% 03/01/2035                                                                     | CUSIP: 67021CAW7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207862.68    | 0.01%             | 2035-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 04/20/2051#MA7313                                                                      | CUSIP: 36179WDS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    220073 | PA      | $192102.64    | 0.01%             | 2051-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                | AMERICAN INTERNATIONAL GRP INC 4.85% 05/07/2030                                                   | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    280000 | PA      | $281075.31    | 0.01%             | 2030-05-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 4.9% 01/10/2034                                                       | CUSIP: 02665WEZ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    140000 | PA      | $136385.35    | 0.00%             | 2034-01-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 09/01/2053#SD8360                                                                  | CUSIP: 3132DWJD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    170238 | PA      | $160799.75    | 0.01%             | 2053-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 5.35% 01/31/2033                                                        | CUSIP: 29379VCD3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509708.59    | 0.02%             | 2033-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II SARL                                                       | DH EUROPE FINANCE II SARL 3.4% 11/15/2049                                                         | CUSIP: 23291KAK1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |     80000 | PA      | $55146.31     | 0.00%             | 2049-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                           | INTERNATIONAL BK RECON and DEVEL 4.75% 11/14/2033                                                 | CUSIP: 459058KY8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |    530000 | PA      | $544545.25    | 0.02%             | 2033-11-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                             | GLOBAL PAYMENTS INC 2.9% 05/15/2030                                                               | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    310000 | PA      | $280898.13    | 0.01%             | 2030-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                                                          | OREILLY AUTOMOTIVE INC 5% 08/19/2034                                                              | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97605.39     | 0.00%             | 2034-08-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA 6.35% 03/14/2034                                                               | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $206667.34    | 0.01%             | 2034-03-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP 2.1% 06/15/2030                                                               | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    120000 | PA      | $105464.97    | 0.00%             | 2030-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                                                                       | WYETH LLC 5.95% 04/01/2037                                                                        | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52387.32     | 0.00%             | 2037-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BARRICK NORTH AMERICA FINANCE LLC                                               | BARRICK NORTH AMER FIN LLC 5.7% 05/30/2041                                                        | CUSIP: 06849RAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    242000 | PA      | $236286.22    | 0.01%             | 2041-05-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                                           | RPM INTERNATIONAL INC 4.55% 03/01/2029                                                            | CUSIP: 749685AX1<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119069.10    | 0.00%             | 2029-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CONSOLIDATED EDISON CO OF NY 5.2% 03/01/2033                                                      | CUSIP: 209111GE7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    330000 | PA      | $333735.37    | 0.01%             | 2033-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2051#FM7460                                                                    | CUSIP: 3140XBJE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    541716 | PA      | $503363.54    | 0.02%             | 2051-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 08/01/2053#CB6841                                                                    | CUSIP: 3140QSS77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    794250 | PA      | $772252.23    | 0.03%             | 2053-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM CORP / BROADCOM CAYMAN FIN LTD                                         | BROADCOM CORP / BROADCOM CAYMAN FIN LTD 3.875% 01/15/2027                                         | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    770000 | PA      | $763562.19    | 0.03%             | 2027-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                     | PAYCHEX INC 5.6% 04/15/2035                                                                       | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122018.71    | 0.00%             | 2035-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 03/01/2050#BO8419                                                                  | CUSIP: 3140K4K90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48496 | PA      | $43454.86     | 0.00%             | 2050-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 6.625% 10/15/2036                                                              | CUSIP: 29273RAF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    280000 | PA      | $294705.87    | 0.01%             | 2036-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                               | EXPEDIA GROUP INC 3.8% 02/15/2028                                                                 | CUSIP: 30212PAP0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97937.56     | 0.00%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KAISER FNDTN HOSPS                                                              | KAISER FNDTN HOSPS 3.266% 11/01/2049                                                              | CUSIP: 48305QAE3<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    110000 | PA      | $73983.37     | 0.00%             | 2049-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                         | PHILIPPINES REPUBLIC OF 2.95% 05/05/2045                                                          | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    370000 | PA      | $247437.50    | 0.01%             | 2045-05-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT AND POWER CO(THE)                                             | CONNECTICUT LT and PWR CO 5.25% 01/15/2053                                                        | CUSIP: 207597EP6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    120000 | PA      | $109957.13    | 0.00%             | 2053-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 6% 06/15/2048                                                                  | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    330000 | PA      | $306412.70    | 0.01%             | 2048-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | ALLY FINL INC 2.2% 11/02/2028                                                                     | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91268.85     | 0.00%             | 2028-11-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                          | MOTOROLA SOLUTIONS INC 4.6% 02/23/2028                                                            | CUSIP: 620076BL2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110200.67    | 0.00%             | 2028-02-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 2.875% 10/15/2049                                                                     | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     80000 | PA      | $51162.19     | 0.00%             | 2049-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | STARBUCKS CORP 2.55% 11/15/2030                                                                   | CUSIP: 855244AZ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    400000 | PA      | $357650.63    | 0.01%             | 2030-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS                                                       | FEDERAL FARM CREDIT BANKS 3.8% 04/05/2032                                                         | CUSIP: 3133ENTX8<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $950057.30    | 0.03%             | 2032-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AB SVENSK EXPORTKREDIT                                                          | AB SVENSK EXPORTKREDIT 2.25% 03/22/2027                                                           | CUSIP: 87031CAE3<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | CORP              | SE        |    970000 | PA      | $938049.17    | 0.03%             | 2027-03-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 5.125% 06/15/2039                                                                         | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91709.34     | 0.00%             | 2039-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                     | CANADIAN PAC RY CO 2.45% 12/02/2031                                                               | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $173202.55    | 0.01%             | 2031-12-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | FIFTH THIRD BANCORP 6.339%/VAR 07/27/2029                                                         | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    290000 | PA      | $303351.76    | 0.01%             | 2029-07-27      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 07/01/2053#BY8169                                                                  | CUSIP: 3140NRCF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    560922 | PA      | $556756.79    | 0.02%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 08/01/2052#SD8238                                                                  | CUSIP: 3132DWEK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1404056 | PA      | $1329828.94   | 0.05%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 3.625% 03/19/2050                                                                     | CUSIP: 713448EU8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73347.49     | 0.00%             | 2050-03-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 4.6% 02/10/2048                                                      | CUSIP: 91087BAD2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    270000 | PA      | $191700.00    | 0.01%             | 2048-02-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS and ELECTRIC CO                                                   | BALTIMORE GAS and ELECTRIC CO 5.3% 06/01/2034                                                     | CUSIP: 059165ER7<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    230000 | PA      | $232103.45    | 0.01%             | 2034-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                         | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 8.5% 01/18/2031                                           | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $117697.59    | 0.00%             | 2031-01-18      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 6.1% 01/15/2029                                                       | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    860000 | PA      | $888499.89    | 0.03%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP 3.984% 09/25/2050                                                                | CUSIP: 05526DBU8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69828.08     | 0.00%             | 2050-09-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC 1.8% 09/22/2031                                                                       | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    240000 | PA      | $206769.09    | 0.01%             | 2031-09-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 08/01/2049#                                                                          | CUSIP: 3132DV3P8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75071 | PA      | $69709.24     | 0.00%             | 2049-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                     | EQUINOR ASA 2.375% 05/22/2030                                                                     | CUSIP: 29446MAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    310000 | PA      | $280481.04    | 0.01%             | 2030-05-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 09/01/2034#SB8006                                                                    | CUSIP: 3132D53P5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30498 | PA      | $29081.57     | 0.00%             | 2034-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP 5.2% 12/01/2047                                                                           | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169522.99    | 0.01%             | 2047-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 03/01/2054#QI0980                                                                    | CUSIP: 3133W7CR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    620455 | PA      | $627685.75    | 0.02%             | 2054-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP 3.462% 09/06/2029                                                                | CUSIP: 05526DBH7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    430000 | PA      | $408976.55    | 0.01%             | 2029-09-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP 1.684%/VAR 11/18/2027                                                           | CUSIP: 857477BQ5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    515000 | PA      | $495744.04    | 0.02%             | 2027-11-18      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                               | CHILE REPUBLIC OF 2.55% 07/27/2033                                                                | CUSIP: 168863DT2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1330000 | PA      | $1105562.50   | 0.04%             | 2033-07-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 5.766%/VAR 04/22/2035                                                       | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    440000 | PA      | $455044.10    | 0.02%             | 2035-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                                  | AMERICAN ELECTRIC POWER INC 6.95%/VAR 12/15/2054                                                  | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143155.46    | 0.01%             | 2054-12-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                        | TUCSON ELECTRIC POWER CO 1.5% 08/01/2030                                                          | CUSIP: 898813AS9<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85093.46     | 0.00%             | 2030-08-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 2% 08/20/2052#MA8196                                                                      | CUSIP: 36179XC95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    525479 | PA      | $424953.44    | 0.01%             | 2052-08-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                  | BURLINGTON NORTHN SANTA FE LLC 4.45% 03/15/2043                                                   | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    151000 | PA      | $130071.40    | 0.00%             | 2043-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 3.49% 05/15/2027                                                                     | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    442000 | PA      | $433149.29    | 0.02%             | 2027-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.1% 06/01/2029   | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $218610.24    | 0.01%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 06/01/2055 #TBA                                                                        | CUSIP: 21H020667<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    850000 | PA      | $682912.61    | 0.02%             | 2055-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE CO OF CO                                                         | PUBLIC SERVICE CO OF CO 6.25% 09/01/2037                                                          | CUSIP: 744448BZ3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    130000 | PA      | $137422.46    | 0.00%             | 2037-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5.5% 01/20/2053#MA8570                                                                    | CUSIP: 36179XQX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    214427 | PA      | $214096.90    | 0.01%             | 2053-01-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 4.2% 04/01/2043                                                                    | CUSIP: 437076BA9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    300000 | PA      | $249997.20    | 0.01%             | 2043-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | SIMON PROPERTY GROUP LP 3.375% 12/01/2027                                                         | CUSIP: 828807DE4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146550.20    | 0.01%             | 2027-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MICROSOFT CORP 3.5% 02/12/2035                                                                    | CUSIP: 594918BC7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    180000 | PA      | $165907.48    | 0.01%             | 2035-02-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                  | OMEGA HEALTHCARE INVESTORS INC 4.5% 04/01/2027                                                    | CUSIP: 681936BF6<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139669.78    | 0.00%             | 2027-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS and FRAGRANCES INC                                        | INTERNATIONAL FLAVS and FRAG INC 4.45% 09/26/2028                                                 | CUSIP: 459506AK7<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128838.20    | 0.00%             | 2028-09-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                      | UNUM GROUP 6% 06/15/2054                                                                          | CUSIP: 91529YAT3<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57676.92     | 0.00%             | 2054-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | LOCKHEED MARTIN CORP 4.8% 08/15/2034                                                              | CUSIP: 539830CD9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    390000 | PA      | $382856.25    | 0.01%             | 2034-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC 3.25% 07/08/2029                                                                      | CUSIP: 931142EN9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    220000 | PA      | $213221.38    | 0.01%             | 2029-07-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 03/20/2050#MA6542                                                                    | CUSIP: 36179VHT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    750174 | PA      | $674443.64    | 0.02%             | 2050-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | ASIAN DEVELOPMENT BANK 4.375% 03/06/2029                                                          | CUSIP: 045167GD9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |   1340000 | PA      | $1358865.39   | 0.05%             | 2029-03-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 06/01/2042#G08495                                                                  | CUSIP: 3128MJRR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    196000 | PA      | $181742.44    | 0.01%             | 2042-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 5.7% 04/01/2035                                                                | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498655.94    | 0.02%             | 2035-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.192%/VAR 04/17/2031                                                              | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    230000 | PA      | $233358.84    | 0.01%             | 2031-04-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                           | APPLIED MATERIALS INC 5.1% 10/01/2035                                                             | CUSIP: 038222AK1<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121936.88    | 0.00%             | 2035-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | MICRON TECHNOLOGY INC 5.8% 01/15/2035                                                             | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151172.92    | 0.01%             | 2035-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                               | BERKSHIRE HATHAWAY ENERGY COMPANY 5.15% 11/15/2043                                                | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68952.43     | 0.00%             | 2043-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 09/01/2051#QC7083                                                                  | CUSIP: 3133AR2Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2698185 | PA      | $2208699.16   | 0.08%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                              | SONOCO PRODUCTS CO 5% 09/01/2034                                                                  | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    270000 | PA      | $256583.08    | 0.01%             | 2034-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP 4.834% 04/24/2030                                                               | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    260000 | PA      | $262231.10    | 0.01%             | 2030-04-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                          | HP INC 2.65% 06/17/2031                                                                           | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    330000 | PA      | $285653.99    | 0.01%             | 2031-06-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                | AMERICAN INTERNATIONAL GRP INC 4.5% 07/16/2044                                                    | CUSIP: 026874DA2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    115000 | PA      | $97623.99     | 0.00%             | 2044-07-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 12/01/2048#SI2017                                                                    | CUSIP: 3133USG21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    216050 | PA      | $200956.96    | 0.01%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                  | FAIRFAX FINANCIAL HLDGS LTD 4.625% 04/29/2030                                                     | CUSIP: 303901BF8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $236491.30    | 0.01%             | 2030-04-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY COMPANY                                                             | PECO ENERGY COMPANY 4.9% 06/15/2033                                                               | CUSIP: 693304BF3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    230000 | PA      | $230007.09    | 0.01%             | 2033-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 08/01/2049#RA1827                                                                    | CUSIP: 3133KHA48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    116550 | PA      | $114814.93    | 0.00%             | 2049-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                | CENTENE CORP 4.25% 12/15/2027                                                                     | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    410000 | PA      | $400437.28    | 0.01%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                                           | KENTUCKY UTILITIES CO 5.125% 11/01/2040                                                           | CUSIP: 491674BG1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    170000 | PA      | $158691.15    | 0.01%             | 2040-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2048#MA3496                                                                  | CUSIP: 31418C3E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9316 | PA      | $8913.54      | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.125% 11/15/2028                                                                       | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    331000 | PA      | $322841.37    | 0.01%             | 2028-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                     | CANADIAN PAC RY CO 6.125% 09/15/2115                                                              | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $97925.86     | 0.00%             | 2115-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES CORP                                                     | CENTERPOINT ENERGY RES CORP 1.75% 10/01/2030                                                      | CUSIP: 15189YAF3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85933.96     | 0.00%             | 2030-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 5.333%/VAR 03/27/2036                                                               | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $986366.10    | 0.03%             | 2036-03-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                              | PANAMA REPUBLIC OF 6.4% 02/14/2035                                                                | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    480000 | PA      | $452760.00    | 0.02%             | 2035-02-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                              | POLAND REPUBLIC OF 4.875% 10/04/2033                                                              | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    260000 | PA      | $254670.00    | 0.01%             | 2033-10-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTL INC 4.9% 11/01/2034                                                            | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137285.70    | 0.00%             | 2034-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 4.75% 05/15/2046                                                                     | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    130000 | PA      | $110872.49    | 0.00%             | 2046-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS                                                       | FEDERAL FARM CREDIT BANKS 1.4% 03/10/2028                                                         | CUSIP: 3133EMSW3<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   2230000 | PA      | $2078969.50   | 0.07%             | 2028-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 01/01/2048#G08800                                                                  | CUSIP: 3128MJ3J7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    138293 | PA      | $124990.63    | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 5.4% 10/01/2047                                                                | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     80000 | PA      | $68976.26     | 0.00%             | 2047-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                                                       | AFLAC INC 3.6% 04/01/2030                                                                         | CUSIP: 001055BJ0<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    340000 | PA      | $327858.53    | 0.01%             | 2030-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                            | LXP INDUSTRIAL TRUST 6.75% 11/15/2028                                                             | CUSIP: 529043AF8<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    130000 | PA      | $136810.91    | 0.00%             | 2028-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                   | MCKESSON CORP 4.65% 05/30/2030                                                                    | CUSIP: 581557BW4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60084.31     | 0.00%             | 2030-05-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                  | DEUTSCHE BANK AG NEW YORK BNCH 4.999%/VAR 09/11/2030                                              | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149340.08    | 0.01%             | 2030-09-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 04/01/2033#ZS8694                                                                  | CUSIP: 3132A9UT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13995 | PA      | $13625.67     | 0.00%             | 2033-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 3.195% 07/18/2029                                                      | CUSIP: 606822BM5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    670000 | PA      | $633921.22    | 0.02%             | 2029-07-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | MICRON TECHNOLOGY INC 5.375% 04/15/2028                                                           | CUSIP: 595112CA9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306148.42    | 0.01%             | 2028-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 10/20/2050#MA6931                                                                    | CUSIP: 36179VVY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    857895 | PA      | $719847.60    | 0.03%             | 2050-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C1 MORTGAGE TRUST                                                      | BMO 2022-C1 MORTGAGE TRUST 3.374% 02/15/2055                                                      | CUSIP: 05609MCC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $270334.92    | 0.01%             | 2055-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 4.286% 07/26/2038                                                      | CUSIP: 606822BB9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    110000 | PA      | $99610.73     | 0.00%             | 2038-07-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 4.897%/VAR 07/25/2033                                                      | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294851.06    | 0.01%             | 2033-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                                   | BLACKROCK INC 3.25% 04/30/2029                                                                    | CUSIP: 09247XAP6<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    180000 | PA      | $173991.70    | 0.01%             | 2029-04-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS and ELECTRIC CO                                                   | SAN DIEGO GAS and ELECTRIC CO 5.35% 04/01/2053                                                    | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    170000 | PA      | $153762.73    | 0.01%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP 1.15% 08/13/2027                                                         | CUSIP: 89236THG3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    470000 | PA      | $439825.61    | 0.02%             | 2027-08-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                           | FLORIDA PWR and LT CO 2.875% 12/04/2051                                                           | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    190000 | PA      | $116427.44    | 0.00%             | 2051-12-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                     | CENCORA INC 5.15% 02/15/2035                                                                      | CUSIP: 03073EAY1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188377.58    | 0.01%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                       | KELLANOVA 3.25% 04/01/2026                                                                        | CUSIP: 487836BP2<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    290000 | PA      | $287146.87    | 0.01%             | 2026-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                            | KRAFT HEINZ FOODS CO 4.875% 10/01/2049                                                            | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    190000 | PA      | $158902.93    | 0.01%             | 2049-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 5.875% 12/16/2036                                                                  | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    290000 | PA      | $306259.20    | 0.01%             | 2036-12-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 6% 06/20/2053#MA8949                                                                      | CUSIP: 36179X5J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    224996 | PA      | $228285.10    | 0.01%             | 2053-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                      | MIZUHO FINL GROUP INC 5.778%/VAR 07/06/2029                                                       | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    430000 | PA      | $444020.21    | 0.02%             | 2029-07-06      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBLIGATED GRP                                                    | ORLANDO HEALTH OBLIGATED GRP 3.327% 10/01/2050                                                    | CUSIP: 686514AH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $46153.70     | 0.00%             | 2050-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 5.402%/VAR 08/11/2033                                                           | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    680000 | PA      | $685964.65    | 0.02%             | 2033-08-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/01/2051#FM9850                                                                    | CUSIP: 3140XD5L6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    905969 | PA      | $777312.93    | 0.03%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 4.5% 08/10/2033                                                        | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    300000 | PA      | $287492.51    | 0.01%             | 2033-08-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                | MARKEL GROUP INC 3.5% 11/01/2027                                                                  | CUSIP: 570535AR5<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292683.11    | 0.01%             | 2027-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/47#AS8650                                                                         | CUSIP: 3138WJTG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    403423 | PA      | $353004.19    | 0.01%             | 2047-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                       | WRKCO INC 4.9% 03/15/2029                                                                         | CUSIP: 92940PAD6<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140791.24    | 0.00%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 3.799% 04/06/2071                                                              | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    330000 | PA      | $218469.22    | 0.01%             | 2071-04-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                          | SEMPRA 4% 02/01/2048                                                                              | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    136000 | PA      | $98090.20     | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 4.3% 11/15/2032                                                                      | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    410000 | PA      | $391616.79    | 0.01%             | 2032-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                 | NEVADA POWER CO 3.125% 08/01/2050                                                                 | CUSIP: 641423CE6<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    150000 | PA      | $93066.45     | 0.00%             | 2050-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | CONSTELLATION BRANDS INC 4.5% 05/09/2047                                                          | CUSIP: 21036PAT5<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80949.18     | 0.00%             | 2047-05-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 3.95% 03/25/2051                                                                      | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $143023.80    | 0.01%             | 2051-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS and ELECTRIC CO                                                  | LOUISVILLE GAS and ELECTRIC CO 4.25% 04/01/2049                                                   | CUSIP: 546676AY3<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |     60000 | PA      | $46441.33     | 0.00%             | 2049-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 12/01/2036#MA4497                                                                    | CUSIP: 31418D7K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146314 | PA      | $132217.95    | 0.00%             | 2036-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FORD CR FLOORPLAN MAST OWN TR                                                   | FORD CR FLOORPLAN MAST OWN TR 4.06% 11/15/2030                                                    | CUSIP: 34528PAK2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    821000 | PA      | $810228.73    | 0.03%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | LOCKHEED MARTIN CORP 4.7% 05/15/2046                                                              | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    136000 | PA      | $118782.41    | 0.00%             | 2046-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 3.25% 04/16/2030                                                     | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $364800.00    | 0.01%             | 2030-04-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 07/20/2051#MA7471                                                                      | CUSIP: 36179WJQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1889207 | PA      | $1519677.84   | 0.05%             | 2051-07-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 6.2% 03/01/2055                                                                           | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    280000 | PA      | $273391.44    | 0.01%             | 2055-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 5.7% 02/10/2053                                                                        | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    120000 | PA      | $107685.29    | 0.00%             | 2053-02-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 04/01/2046#BC0791                                                                  | CUSIP: 3140EU2Z1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104690 | PA      | $95018.43     | 0.00%             | 2046-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                              | ANALOG DEVICES INC 1.7% 10/01/2028                                                                | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137747.28    | 0.00%             | 2028-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4.5% 11/20/2052#MA8427                                                                    | CUSIP: 36179XLG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1610851 | PA      | $1534288.49   | 0.05%             | 2052-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                      | ECOLAB INC 2.125% 08/15/2050                                                                      | CUSIP: 278865BG4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    150000 | PA      | $79020.13     | 0.00%             | 2050-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                                | KINDER MORGAN ENERGY PTNRS LP 6.95% 01/15/2038                                                    | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    200000 | PA      | $216173.31    | 0.01%             | 2038-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC.                                                          | TEXAS INSTRUMENTS INC 4.9% 03/14/2033                                                             | CUSIP: 882508CB8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    270000 | PA      | $272901.44    | 0.01%             | 2033-03-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                           | NORTHROP GRUMMAN CORP 5.25% 05/01/2050                                                            | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64446.52     | 0.00%             | 2050-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 7% 03/01/2029                                                                         | CUSIP: 713448EG9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109432.33    | 0.00%             | 2029-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 03/01/2053#SD8308                                                                  | CUSIP: 3132DWGR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    817028 | PA      | $812416.19    | 0.03%             | 2053-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 3.2% 11/02/2027                                                                         | CUSIP: 031162CQ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1167166.74   | 0.04%             | 2027-11-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                                             | UBS AG LON BRANCH 4.5% 06/26/2048                                                                 | CUSIP: 902674A26<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $175688.53    | 0.01%             | 2048-06-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 12/01/2048#BN0341                                                                    | CUSIP: 3140JGLX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    405957 | PA      | $400676.53    | 0.01%             | 2048-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | SIMON PROPERTY GROUP LP 6.25% 01/15/2034                                                          | CUSIP: 828807DW4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    160000 | PA      | $170754.36    | 0.01%             | 2034-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | PARAMOUNT GLOBAL 4.375% 03/15/2043                                                                | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72914.59     | 0.00%             | 2043-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C1                                     | CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C1 A4 3.209% 05/10/2049                                  | CUSIP: 17290YAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    480000 | PA      | $472164.86    | 0.02%             | 2049-05-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 5.05% 07/12/2029                                                                     | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203581.58    | 0.01%             | 2029-07-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 6.3% 03/01/2038                                                                    | CUSIP: 58013MEF7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107524.95    | 0.00%             | 2038-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH CAROLINA INC                                              | DOMINION ENERGY SOUTH CAROLINA INC 2.3% 12/01/2031                                                | CUSIP: 25731VAA2<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    230000 | PA      | $198660.05    | 0.01%             | 2031-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 07/01/2049#FM0020                                                                  | CUSIP: 3140X3AW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35689 | PA      | $32045.77     | 0.00%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                        | TWDC ENTERPRISES 18 CORP 4.125% 06/01/2044                                                        | CUSIP: 25468PDB9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    192000 | PA      | $156607.60    | 0.01%             | 2044-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                       | BANK NEW YORK MELLON CORP 4.414%/VAR 07/24/2026                                                   | CUSIP: 06406RBJ5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499640.18    | 0.02%             | 2026-07-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 04/20/2052#                                                                            | CUSIP: 36179W2V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2052760 | PA      | $1789934.84   | 0.06%             | 2052-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                               | ATMOS ENERGY CORP 2.85% 02/15/2052                                                                | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    100000 | PA      | $59907.09     | 0.00%             | 2052-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                       | ALIBABA GROUP HOLDING LTD 4.5% 11/28/2034                                                         | CUSIP: 01609WAR3<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    230000 | PA      | $218580.50    | 0.01%             | 2034-11-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB DE CV                                                        | GRUPO TELEVISA SAB DE CV 5% 05/13/2045                                                            | CUSIP: 40049JBA4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    100000 | PA      | $66985.00     | 0.00%             | 2045-05-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                     | CUMMINS INC 5.3% 05/09/2035                                                                       | CUSIP: 231021BA3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99878.30     | 0.00%             | 2035-05-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FINANCE BV                                                  | SHELL INTL FIN B V 5.5% 03/25/2040                                                                | CUSIP: 822582AN2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    190000 | PA      | $189043.47    | 0.01%             | 2040-03-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VF CORPORATION                                                                  | VF CORPORATION 2.8% 04/23/2027                                                                    | CUSIP: 918204BB3<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141013.44    | 0.00%             | 2027-04-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CONSOLIDATED EDISON CO OF NY 3.125% 11/15/2027                                                    | CUSIP: 209111FM0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1137963.04   | 0.04%             | 2027-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALBERTA PROVINCE CDA                                                            | ALBERTA PROVINCE CDA 3.3% 03/15/2028                                                              | CUSIP: 013051EA1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    225000 | PA      | $220513.50    | 0.01%             | 2028-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MOODYS CORP                                                                     | MOODYS CORP 2% 08/19/2031                                                                         | CUSIP: 615369AW5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    140000 | PA      | $119664.13    | 0.00%             | 2031-08-19      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 5% 10/31/2025                                                                           | CUSIP: 91282CJE2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3007078.11   | 0.11%             | 2025-10-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 09/01/2043#BM3704                                                                    | CUSIP: 3140J8DJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    237348 | PA      | $212469.93    | 0.01%             | 2043-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS LP                                                     | ENBRIDGE ENERGY PARTNERS LP 7.375% 10/15/2045                                                     | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    210000 | PA      | $233274.29    | 0.01%             | 2045-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 08/01/2050#MA4096                                                                  | CUSIP: 31418DRS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1666363 | PA      | $1371353.09   | 0.05%             | 2050-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                | PUGET ENERGY INC 5.725% 03/15/2035 144A                                                           | CUSIP: 745310AP7<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49505.67     | 0.00%             | 2035-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TR 2022-3                                                     | CARMAX AUTO OWNER TR 2022-3 3.97% 04/15/2027                                                      | CUSIP: 14318MAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    234905 | PA      | $234256.60    | 0.01%             | 2027-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 3.878%/VAR 01/24/2039                                                               | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    470000 | PA      | $394729.24    | 0.01%             | 2039-01-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOB SECURTZN CORP CALIF TOB SETTLEMENT REV                            | GOLDEN ST TOBAC 3.293% 6/1/2042                                                                   | CUSIP: 38122NB68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $43304.55     | 0.00%             | 2042-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                  | CANADIAN NATL RESOURCES LTD 6.25% 03/15/2038                                                      | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50183.02     | 0.00%             | 2038-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                     | CANADIAN PAC RY CO 3.5% 05/01/2050                                                                | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    260000 | PA      | $179400.69    | 0.01%             | 2050-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES FINANCING LTD                                                | TRANE TECHNOLOGIES FINANCING LTD 3.8% 03/21/2029                                                  | CUSIP: 456873AD0<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    180000 | PA      | $176853.36    | 0.01%             | 2029-03-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 4.9% 11/17/2045                                                            | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     97000 | PA      | $82777.56     | 0.00%             | 2045-11-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 10/31/2031                                                                       | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13820000 | PA      | $13818920.38  | 0.49%             | 2031-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                         | MANULIFE FINANCIAL CORP 4.15% 03/04/2026                                                          | CUSIP: 56501RAC0<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    510000 | PA      | $508421.70    | 0.02%             | 2026-03-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 3.875% 03/19/2060                                                                     | CUSIP: 713448EV6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    210000 | PA      | $153369.20    | 0.01%             | 2060-03-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 5.5% 06/01/2055 #TBA                                                                    | CUSIP: 01F052664<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1550000 | PA      | $1534985.46   | 0.05%             | 2055-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 6.27%/VAR 11/17/2033                                                                | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106093.02    | 0.00%             | 2033-11-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 07/01/2035#MA4075                                                                  | CUSIP: 31418DQ54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102215 | PA      | $95171.28     | 0.00%             | 2035-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PPL ELEC UTILS CORP                                                             | PPL ELEC UTILS CORP 5.25% 05/15/2053                                                              | CUSIP: 69351UBB8<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92988.22     | 0.00%             | 2053-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 2.687%/VAR 04/22/2032                                                 | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $1792849.49   | 0.06%             | 2032-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 10/01/2034#BJ6277                                                                  | CUSIP: 3140H76P7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124051 | PA      | $115968.24    | 0.00%             | 2034-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 10/01/2043#G60538                                                                  | CUSIP: 31335AS33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    319300 | PA      | $295276.35    | 0.01%             | 2043-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 05/01/2054#MA5353                                                                  | CUSIP: 31418E5P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1856277 | PA      | $1840577.09   | 0.06%             | 2054-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 06/01/2052#CB3899                                                                  | CUSIP: 3140QPKM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    540059 | PA      | $481728.30    | 0.02%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                                                | LAZARD GROUP LLC 4.5% 09/19/2028                                                                  | CUSIP: 52107QAJ4<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98984.63     | 0.00%             | 2028-09-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 12/01/2050#BK8267                                                                  | CUSIP: 3140HNFH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    373424 | PA      | $309880.69    | 0.01%             | 2050-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | ASIAN DEVELOPMENT BANK 4% 01/12/2033                                                              | CUSIP: 045167FV0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |    500000 | PA      | $491188.24    | 0.02%             | 2033-01-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBLIGATED GRP                                                    | ORLANDO HEALTH OBLIGATED GRP 5.475% 10/01/2035                                                    | CUSIP: 686514AP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $91258.36     | 0.00%             | 2035-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 1.5% 02/01/2037#SB8140                                                                  | CUSIP: 3132D6BH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    142840 | PA      | $125448.54    | 0.00%             | 2037-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 09/35#SB8062                                                                       | CUSIP: 3132D55X6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    249490 | PA      | $232298.01    | 0.01%             | 2035-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                                                   | MEDTRONIC INC 4.375% 03/15/2035                                                                   | CUSIP: 585055BT2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    280000 | PA      | $266329.36    | 0.01%             | 2035-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.125% 08/31/2027                                                                       | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3090000 | PA      | $3039787.50   | 0.11%             | 2027-08-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON and CO                                                         | BECTON DICKINSON and CO 5.081% 06/07/2029                                                         | CUSIP: 075887CU1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405789.19    | 0.01%             | 2029-06-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                               | NATIONAL RURAL UTL COOP FIN 5.25%/VAR 04/20/2046                                                  | CUSIP: 637432NK7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138281.19    | 0.00%             | 2046-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 5.9% 06/15/2032                                                       | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301863.64    | 0.01%             | 2032-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 07/01/2055 #TBA                                                                      | CUSIP: 21H052678<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4675000 | PA      | $4638554.17   | 0.16%             | 2055-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/46#BD9965                                                                         | CUSIP: 3140FJCB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23972 | PA      | $20976.41     | 0.00%             | 2046-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                        | WILLIS NORTH AMERICA INC 5.9% 03/05/2054                                                          | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    190000 | PA      | $183239.94    | 0.01%             | 2054-03-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.25% 08/15/2046                                                      | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    148000 | PA      | $94702.66     | 0.00%             | 2046-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 08/15/2033                                                                       | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4340000 | PA      | $4221667.21   | 0.15%             | 2033-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 10/01/2051#SD8173                                                                  | CUSIP: 3132DWCJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3329907 | PA      | $2725817.97   | 0.10%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MANITOBA PROVINCE CDA                                                           | MANITOBA PROVINCE CDA 4.9% 05/31/2034                                                             | CUSIP: 563469VF9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    190000 | PA      | $191824.00    | 0.01%             | 2034-05-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 5.153%/VAR 02/04/2031                                                        | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $162278.28    | 0.01%             | 2031-02-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CALIF DEPT ARPTS CUSTOMER FAC CHARGE REV                            | LOS ANGELE C DE 4.242% 5/15/2048                                                                  | CUSIP: 54445CAK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $249901.23    | 0.01%             | 2048-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                      | MIZUHO FINL GROUP INC 5.382%/VAR 07/10/2030                                                       | CUSIP: 60687YDF3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    630000 | PA      | $642892.53    | 0.02%             | 2030-07-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                          | CHUBB INA HOLDINGS INC 1.375% 09/15/2030                                                          | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    380000 | PA      | $326446.44    | 0.01%             | 2030-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP 4.8% 01/05/2034                                                          | CUSIP: 89236TLM5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69055.49     | 0.00%             | 2034-01-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5% 10/20/2052#MA8348                                                                      | CUSIP: 36179XHZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    321254 | PA      | $313228.26    | 0.01%             | 2052-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 09/01/2050#FS5284                                                                  | CUSIP: 3140XL2S6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2132645 | PA      | $1914963.80   | 0.07%             | 2050-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 09/01/2048#MA3472                                                                    | CUSIP: 31418C2E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5304 | PA      | $5246.95      | 0.00%             | 2048-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                  | BURLINGTON NORTHN SANTA FE LLC 4.05% 06/15/2048                                                   | CUSIP: 12189LBC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    182000 | PA      | $143294.70    | 0.01%             | 2048-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 05/20/2054#MA9665                                                                      | CUSIP: 36179YW26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    146411 | PA      | $134477.85    | 0.00%             | 2054-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 5.05% 08/05/2062                                                                       | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    470000 | PA      | $367556.81    | 0.01%             | 2062-08-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2052#FS1374                                                                    | CUSIP: 3140XGQ44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    598922 | PA      | $510313.38    | 0.02%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 3.95% 04/13/2052                                                                   | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    570000 | PA      | $440670.06    | 0.02%             | 2052-04-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                        | EBAY INC 4% 07/15/2042                                                                            | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $118097.79    | 0.00%             | 2042-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 04/01/2054#DB1041                                                                  | CUSIP: 3140AAEP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30479 | PA      | $30218.45     | 0.00%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                        | DUKE ENERGY PROGRESS LLC 4.1% 05/15/2042                                                          | CUSIP: 144141DB1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    130000 | PA      | $105518.78    | 0.00%             | 2042-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 3% 07/20/2052#MA8148                                                                      | CUSIP: 36179XBR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    319951 | PA      | $280460.65    | 0.01%             | 2052-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                       | MOSAIC CO NEW 4.05% 11/15/2027                                                                    | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    170000 | PA      | $167741.29    | 0.01%             | 2027-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP DEL                                                        | SOUTHERN COPPER CORP DEL 5.875% 04/23/2045                                                        | CUSIP: 84265VAJ4<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    178000 | PA      | $168777.82    | 0.01%             | 2045-04-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                      | FEDEX CORP 4.55% 04/01/2046                                                                       | CUSIP: 31428XBG0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    490000 | PA      | $388521.14    | 0.01%             | 2046-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PG and E WILDFIRE RECOVERY                                                      | PG and E WILDFIRE RECOVERY 5.099% 06/01/2054                                                      | CUSIP: 693342AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $135977.30    | 0.00%             | 2054-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                      | TENNESSEE VALLEY AUTHORITY 2.875% 02/01/2027                                                      | CUSIP: 880591EU2<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    145000 | PA      | $142392.68    | 0.01%             | 2027-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-30

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer