# EDGAR Filing Document

**Accession Number:** 0000756913
**File Stem:** 0001145549-25-056600
**Filing Date:** 2025-8
**Character Count:** 483795
**Document Hash:** 4184eb38b01c90a7406ebb1ef38eed6a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-056600.hdr.sgml**: 20250829

**ACCESSION NUMBER**: 0001145549-25-056600

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250829

**DATE AS OF CHANGE**: 20250828

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JOHN HANCOCK VARIABLE INSURANCE TRUST
- **CENTRAL INDEX KEY:** 0000756913

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04146
- **FILM NUMBER:** 251275426

**BUSINESS ADDRESS:**
- **STREET 1:** C/O JOHN HANCOCK FUNDS
- **STREET 2:** 200 BERKELEY STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02116
- **BUSINESS PHONE:** 617-663-3000

**MAIL ADDRESS:**
- **STREET 1:** C/O JOHN HANCOCK FUNDS
- **STREET 2:** 200 BERKELEY STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02116

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** JOHN HANCOCK TRUST
- **DATE OF NAME CHANGE:** 20050124

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MANUFACTURERS INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 19971022

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NASL SERIES FUND INC
- **DATE OF NAME CHANGE:** 19881030

## Series and Classes Contracts Data

### Total Bond Market Trust (Series ID: S000008214)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000022342 | NAV          | JAGUX           |
| C000117965 | Series I     | JTBMX           |
| C000117966 | Series II    | JAGVX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** John Hancock Variable Insurance Trust

- **b. Investment Company Act file number:** 811-04146

- **c. CIK number of Registrant:** 0000756913

- **d. LEI of Registrant:** Z5DUWKEPW78QKD87GA06

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

  - **Street Address 1:** 200 Berkeley Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

  - **Telephone number:** 617-543-9634

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

- **a. Name of Series:** Total Bond Market Trust

- **b. EDGAR series identifier (if any):** S000008214

- **c. LEI of Series:** 549300K2P0QTR2OC8M77

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1045205107.47

**Total Liabilities:** $437816.50

**Net Assets:** $1044767290.97

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1215.743992000000 | **1-Year:** -30452.324929000000 | **5-Year:** -101681.015779000000 | **10-Year:** -144612.557076000000 | **30-Year:** -56028.254588000000

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

- **3-Month:** -8.681965000000 | **1-Year:** -391.370304000000 | **5-Year:** -947.611635000000 | **10-Year:** -518.076073000000 | **30-Year:** -211.504118000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000022342 | 0.44%                | -0.77%               | 1.44%                |
| Class ID C000117965 | 0.44%                | -0.77%               | 1.44%                |
| Class ID C000117966 | 0.44%                | -0.88%               | 1.55%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-134315.08              | $705891.90                                 |
| Month 2  | $-452166.31              | $-10272812.89                              |
| Month 3  | $-1450051.11             | $13536480.46                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AutoZone Inc.                                                                   | AUTOZONE INC SR UNSECURED 06/27 3.75                       | CUSIP: 053332AV4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    635000 | PA      | $628699.83    | 0.06%             | 2027-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc.                                                      | AVALONBAY COMMUNITIES INC SR UNSECURED 01/32 2.05          | CUSIP: 053484AB7<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    420000 | PA      | $362500.37    | 0.03%             | 2032-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corporation                                                      | AVERY DENNISON CORP SR UNSECURED 04/30 2.65                | CUSIP: 053611AK5<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    400000 | PA      | $367367.40    | 0.04%             | 2030-04-30      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corporation                                                       | BAT CAPITAL CORP COMPANY GUAR 09/26 3.215                  | CUSIP: 05526DBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $493056.20    | 0.05%             | 2026-09-06      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC SR UNSECURED 01/47 4.95                       | CUSIP: 06738EAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    320000 | PA      | $290587.30    | 0.03%             | 2047-01-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC SR UNSECURED 11/33 VAR                        | CUSIP: 06738ECE3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    750000 | PA      | $851212.43    | 0.08%             | 2033-11-02      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC SR UNSECURED 02/31 VAR                        | CUSIP: 06738ECY9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    250000 | PA      | $255371.64    | 0.02%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc.                                                       | BAXTER INTERNATIONAL INC SR UNSECURED 04/30 3.95           | CUSIP: 071813BY4<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    530000 | PA      | $517591.59    | 0.05%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc.                                                 | BP CAPITAL MARKETS AMERICA INC COMPANY GUAR 09/33 4.893    | CUSIP: 10373QBV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $526250.77    | 0.05%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc.                                                 | BP CAPITAL MARKETS AMERICA INC COMPANY GUAR 11/27 5.017    | CUSIP: 10373QBY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $534578.15    | 0.05%             | 2027-11-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                                    | BRISTOL-MYERS SQUIBB CO SR UNSECURED 08/42 3.25            | CUSIP: 110122AU2<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    545000 | PA      | $407799.30    | 0.04%             | 2042-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                                    | BRISTOL-MYERS SQUIBB CO SR UNSECURED 02/48 4.55            | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    300000 | PA      | $257940.85    | 0.02%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 10/36 FIXED 5.5                                        | FREDDIE MAC GOLD POOL FG 10/36 FIXED 5.5                   | CUSIP: 3128LXTD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29787 | PA      | $30811.20     | 0.00%             | 2036-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 11/36 FIXED 6                                          | FREDDIE MAC GOLD POOL FG 11/36 FIXED 6                     | CUSIP: 3128LXUE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29190 | PA      | $30714.42     | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 09/37 FIXED 5.5                                        | FREDDIE MAC GOLD POOL FG 09/37 FIXED 5.5                   | CUSIP: 3128M43K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22999 | PA      | $23827.46     | 0.00%             | 2037-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 08/37 FIXED 6.5                                        | FREDDIE MAC GOLD POOL FG 08/37 FIXED 6.5                   | CUSIP: 3128M4ZM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5109 | PA      | $5442.73      | 0.00%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 08/46 FIXED 3                                          | FREDDIE MAC GOLD POOL FG 08/46 FIXED 3                     | CUSIP: 3128MJYM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    309686 | PA      | $275906.43    | 0.03%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 04/31 FIXED 2.5                                        | FREDDIE MAC GOLD POOL FG 04/31 FIXED 2.5                   | CUSIP: 3128MMUV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    334113 | PA      | $322642.28    | 0.03%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 04/27 FIXED 5.5                                        | FREDDIE MAC GOLD POOL FG 04/27 FIXED 5.5                   | CUSIP: 3128P7D75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5006 | PA      | $5035.00      | 0.00%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 07/29 FIXED 4.5                                        | FREDDIE MAC GOLD POOL FG 07/29 FIXED 4.5                   | CUSIP: 3128P7ME0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32575 | PA      | $32540.09     | 0.00%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/31 FIXED 7                           | CUSIP: 31388UEA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1343 | PA      | $1412.91      | 0.00%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/32 FIXED 7                           | CUSIP: 31389X5W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       978 | PA      | $1034.87      | 0.00%             | 2032-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/41 FIXED 4.5                         | CUSIP: 3138AHXY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    610772 | PA      | $604476.54    | 0.06%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/27 FIXED 3                           | CUSIP: 3138E0YE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57811 | PA      | $57140.08     | 0.01%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/36 FIXED 6                           | CUSIP: 31407HRF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21799 | PA      | $22818.69     | 0.00%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/35 FIXED 5                           | CUSIP: 31408FGD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50926 | PA      | $51485.36     | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/36 FIXED 5.5                         | CUSIP: 31409ECM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20746 | PA      | $21401.98     | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/36 FIXED 6                           | CUSIP: 31409ELR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10599 | PA      | $11120.08     | 0.00%             | 2036-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/35 FIXED 2.5                         | CUSIP: 3140QFKK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1013427 | PA      | $952887.34    | 0.09%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/51 FIXED 1.5                         | CUSIP: 3140QHJA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1605884 | PA      | $1216774.62   | 0.12%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/51 FIXED 2.5                         | CUSIP: 3140QL6V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8500262 | PA      | $7132826.04   | 0.68%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/51 FIXED 3                           | CUSIP: 3140QLWY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2544161 | PA      | $2223980.45   | 0.21%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/35 FIXED 2                           | CUSIP: 31418DLX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    640551 | PA      | $594522.12    | 0.06%             | 2035-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/25 FIXED VAR                         | CUSIP: 31419AMS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4969 | PA      | $4947.62      | 0.00%             | 2025-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 09/47 FIXED 4                                             | GINNIE MAE II POOL G2 09/47 FIXED 4                        | CUSIP: 36179TG58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    334182 | PA      | $315533.89    | 0.03%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 01/48 FIXED 4                                             | GINNIE MAE II POOL G2 01/48 FIXED 4                        | CUSIP: 36179TQQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    243493 | PA      | $229905.63    | 0.02%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 10/48 FIXED 4.5                                           | GINNIE MAE II POOL G2 10/48 FIXED 4.5                      | CUSIP: 36179UEA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    239037 | PA      | $233001.77    | 0.02%             | 2048-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 04/49 FIXED 4                                             | GINNIE MAE II POOL G2 04/49 FIXED 4                        | CUSIP: 36179UQ54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    930950 | PA      | $875800.21    | 0.08%             | 2049-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 05/53 FIXED 6                                             | GINNIE MAE II POOL G2 05/53 FIXED 6                        | CUSIP: 36179X2M7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    784754 | PA      | $801517.73    | 0.08%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 06/52 FIXED 4.5                                           | GINNIE MAE II POOL G2 06/52 FIXED 4.5                      | CUSIP: 36179XAA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    709630 | PA      | $685338.32    | 0.07%             | 2052-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 07/52 FIXED 4.5                                           | GINNIE MAE II POOL G2 07/52 FIXED 4.5                      | CUSIP: 36179XBU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1488370 | PA      | $1437421.97   | 0.14%             | 2052-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 11/52 FIXED 5                                             | GINNIE MAE II POOL G2 11/52 FIXED 5                        | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1611262 | PA      | $1591140.76   | 0.15%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 08/43 FIXED 3                                              | GINNIE MAE I POOL GN 08/43 FIXED 3                         | CUSIP: 36181LT73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    393605 | PA      | $356429.54    | 0.03%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC COMPANY GUAR 02/27 4.5                             | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225031.68    | 0.02%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC COMPANY GUAR 06/47 5.5                             | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    420000 | PA      | $390289.46    | 0.04%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC COMPANY GUAR 09/30 3.5                             | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    275000 | PA      | $260049.06    | 0.02%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC COMPANY GUAR 04/34 5.6                             | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    530000 | PA      | $542268.09    | 0.05%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA GOVERNMENT INTERNATI SR UNSECURED 10/30 3.85     | CUSIP: 455780CS3<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   1050000 | PA      | $1022654.21   | 0.10%             | 2030-10-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                  | ING GROEP NV SR UNSECURED 03/33 VAR                        | CUSIP: 456837BC6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $288750.24    | 0.03%             | 2033-03-28      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES GLOBAL HOLDING COMPANY LIMITED                               | TRANE TECHNOLOGIES GLOBAL HOLD COMPANY GUAR 02/48 4.3      | CUSIP: 45687AAN2<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |    600000 | PA      | $491942.70    | 0.05%             | 2048-02-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc.                                                             | INGERSOLL RAND INC SR UNSECURED 08/28 5.4                  | CUSIP: 45687VAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $206153.15    | 0.02%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 04/33 5.75                           | JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 04/33 5.75      | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    425000 | PA      | $436866.00    | 0.04%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 02/28 5.125                          | JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 02/28 5.125     | CUSIP: 46590XAZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    215000 | PA      | $219386.00    | 0.02%             | 2028-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP 1ST MORTGAGE 01/39 6                            | CUSIP: 695114CL0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    335000 | PA      | $346029.67    | 0.03%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                            | PANAMA GOVERNMENT INTERNATIONA SR UNSECURED 01/36 6.7      | CUSIP: 698299AW4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    370000 | PA      | $367460.66    | 0.04%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc.                                                            | PAYPAL HOLDINGS INC SR UNSECURED 10/29 2.85                | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    500000 | PA      | $471867.26    | 0.05%             | 2029-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Company                                         | PUBLIC SERVICE ELECTRIC AND GA 1ST MORTGAGE 03/32 3.1      | CUSIP: 74456QCJ3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $274304.89    | 0.03%             | 2032-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Company                                                | PUBLIC STORAGE OPERATING CO COMPANY GUAR 07/30 4.375       | CUSIP: 74464AAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $249399.25    | 0.02%             | 2030-07-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Incorporated                                                           | QUALCOMM INC SR UNSECURED 05/32 1.65                       | CUSIP: 747525BP7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    626000 | PA      | $520322.04    | 0.05%             | 2032-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                       | REALTY INCOME CORP SR UNSECURED 01/31 3.25                 | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187465.69    | 0.02%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc.                                                     | SANTANDER HOLDINGS USA INC SR UNSECURED 07/27 4.4          | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249583.43    | 0.02%             | 2027-07-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                  | CHARLES SCHWAB CORP/THE SR UNSECURED 01/28 3.2             | CUSIP: 808513AU9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $323049.30    | 0.03%             | 2028-01-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                  | CHARLES SCHWAB CORP/THE SR UNSECURED 05/34 VAR             | CUSIP: 808513CE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $339939.61    | 0.03%             | 2034-05-19      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| The TJX Companies Inc.                                                          | TJX COS INC/THE SR UNSECURED 04/30 3.875                   | CUSIP: 872540AT6<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394662.65    | 0.04%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/53 4.75                  | CUSIP: 912810TV0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1410000 | PA      | $1397221.88   | 0.13%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/54 4.25                  | CUSIP: 912810TX6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   6660000 | PA      | $6075168.75   | 0.58%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/44 4.5                   | CUSIP: 912810TZ1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1910000 | PA      | $1845537.50   | 0.18%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/44 4.625                 | CUSIP: 912810UB2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1500000 | PA      | $1470996.09   | 0.14%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 12/28 3.75                  | CUSIP: 91282CJR3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   7800000 | PA      | $7807007.83   | 0.75%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 01/29 4                     | CUSIP: 91282CJW2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4245000 | PA      | $4283304.50   | 0.41%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 03/29 4.125                 | CUSIP: 91282CKG5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   3000000 | PA      | $3040546.86   | 0.29%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 04/31 4.625                 | CUSIP: 91282CKN0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   5570000 | PA      | $5783226.56   | 0.55%             | 2031-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                                              | AMERICAN HONDA FINANCE CORP SR UNSECURED 01/31 1.8         | CUSIP: 02665WDT5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    625000 | PA      | $536690.25    | 0.05%             | 2031-01-13      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent L.P.                                                      | AMERICAN HOMES 4 RENT LP SR UNSECURED 04/32 3.625          | CUSIP: 02666TAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $322944.55    | 0.03%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent L.P.                                                      | AMERICAN HOMES 4 RENT LP SR UNSECURED 06/30 4.95           | CUSIP: 02666TAK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $191939.04    | 0.02%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American International Group Inc.                                               | AMERICAN INTERNATIONAL GROUP I SR UNSECURED 03/33 5.125    | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    440000 | PA      | $447328.27    | 0.04%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMERICAN TOWER CORP SR UNSECURED 08/29 3.8                 | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    525000 | PA      | $510439.47    | 0.05%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMERICAN TOWER CORP SR UNSECURED 03/32 4.05                | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    345000 | PA      | $329935.83    | 0.03%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                    | AMERICAN WATER CAPITAL CORP SR UNSECURED 09/45 4.3         | CUSIP: 03040WAM7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    365000 | PA      | $305810.54    | 0.03%             | 2045-09-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc.                                                       | AMERIPRISE FINANCIAL INC SR UNSECURED 05/33 5.15           | CUSIP: 03076CAM8<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    525000 | PA      | $538693.21    | 0.05%             | 2033-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                      | AMGEN INC SR UNSECURED 05/45 4.4                           | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    260000 | PA      | $221183.97    | 0.02%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                      | AMGEN INC SR UNSECURED 06/51 4.663                         | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    494000 | PA      | $422935.79    | 0.04%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                      | AMGEN INC SR UNSECURED 03/30 5.25                          | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    370000 | PA      | $381241.30    | 0.04%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                      | AMGEN INC SR UNSECURED 03/33 5.25                          | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    840000 | PA      | $860179.06    | 0.08%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc.                                                             | ANALOG DEVICES INC SR UNSECURED 10/31 2.1                  | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    220000 | PA      | $192227.90    | 0.02%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc.                                                             | ANALOG DEVICES INC SR UNSECURED 04/54 5.3                  | CUSIP: 032654BC8<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192759.60    | 0.02%             | 2054-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COS LLC / ANHEU COMPANY GUAR 02/46 4.9                           | ANHEUSER-BUSCH COS LLC / ANHEU COMPANY GUAR 02/46 4.9      | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    464000 | PA      | $425321.13    | 0.04%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Anheuser Busch InBev Worldwide Inc.                                             | ANHEUSER-BUSCH INBEV WORLDWIDE COMPANY GUAR 06/34 5        | CUSIP: 03523TBY3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    335000 | PA      | $341966.34    | 0.03%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                            | ELEVANCE HEALTH INC SR UNSECURED 03/28 4.101               | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    370000 | PA      | $368980.50    | 0.04%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc.                                                          | APPLIED MATERIALS INC SR UNSECURED 10/35 5.1               | CUSIP: 038222AK1<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    495000 | PA      | $509855.21    | 0.05%             | 2035-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc.                                                        | ESSENTIAL UTILITIES INC SR UNSECURED 05/49 4.276           | CUSIP: 03836WAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $325795.85    | 0.03%             | 2049-05-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Arch Capital Finance LLC                                                        | ARCH CAPITAL FINANCE LLC COMPANY GUAR 12/26 4.011          | CUSIP: 03939CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $398221.70    | 0.04%             | 2026-12-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corporation                                                        | ARES CAPITAL CORP SR UNSECURED 03/29 5.875                 | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    525000 | PA      | $535320.18    | 0.05%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Company                                                  | ARIZONA PUBLIC SERVICE CO SR UNSECURED 05/50 3.35          | CUSIP: 040555DB7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    520000 | PA      | $352541.74    | 0.03%             | 2050-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Arthur J. Gallagher and Co.                                                     | ARTHUR J GALLAGHER and CO SR UNSECURED 07/34 5.45          | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    400000 | PA      | $408928.90    | 0.04%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AstraZeneca Finance LLC                                                         | ASTRAZENECA FINANCE LLC COMPANY GUAR 03/30 4.9             | CUSIP: 04636NAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $256462.07    | 0.02%             | 2030-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AstraZeneca Finance LLC                                                         | ASTRAZENECA FINANCE LLC COMPANY GUAR 02/34 5               | CUSIP: 04636NAN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $254859.64    | 0.02%             | 2034-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FUNDING SECURED 144A 07/31 5.526             | CUSIP: 04685A3Z2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $255380.91    | 0.02%             | 2031-07-11      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                             | ATHENE HOLDING LTD SR UNSECURED 01/28 4.125                | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    225000 | PA      | $222910.27    | 0.02%             | 2028-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP COMPANY GUAR 08/34 5.55                              | CDW LLC / CDW FINANCE CORP COMPANY GUAR 08/34 5.55         | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99723.52     | 0.01%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD3 MORTGAGE TRUST CD 2017 CD3 A4                                       | CD 2017-CD3 MORTGAGE TRUST CD 2017 CD3 A4                  | CUSIP: 12515GAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1090000 | PA      | $1049124.67   | 0.10%             | 2050-02-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                                 | CIGNA GROUP/THE COMPANY GUAR 10/28 4.375                   | CUSIP: 125523AH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $530637.25    | 0.05%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                      | CNH INDUSTRIAL CAPITAL LLC COMPANY GUAR 04/28 4.55         | CUSIP: 12592BAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $527392.66    | 0.05%             | 2028-04-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corporation                                                       | CNA FINANCIAL CORP SR UNSECURED 05/29 3.9                  | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    320000 | PA      | $313713.73    | 0.03%             | 2029-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc.                                                        | CNO FINANCIAL GROUP INC SR UNSECURED 05/29 5.25            | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211840.45    | 0.02%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                                                 | CSX CORP SR UNSECURED 03/29 4.25                           | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    430000 | PA      | $430032.51    | 0.04%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                                                 | CSX CORP SR UNSECURED 04/50 3.8                            | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $783517.42    | 0.07%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| California State of                                                             | STATE OF CALIFORNIA CAS 10/39 FIXED 7.3                    | CUSIP: 13063A7D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $462623.76    | 0.04%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Limited                                              | CANADIAN NATURAL RESOURCES LTD SR UNSECURED 03/38 6.25     | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    305000 | PA      | $316294.92    | 0.03%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Company                                                | CANADIAN PACIFIC RAILWAY CO COMPANY GUAR 11/29 2.875       | CUSIP: 13648TAC1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $469718.65    | 0.04%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                               | CAPITAL ONE FINANCIAL CORP SR UNSECURED 05/33 VAR          | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    505000 | PA      | $509407.66    | 0.05%             | 2033-05-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                               | CAPITAL ONE FINANCIAL CORP SR UNSECURED 02/30 VAR          | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    650000 | PA      | $672376.24    | 0.06%             | 2030-02-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc.                                                            | CARDINAL HEALTH INC SR UNSECURED 02/29 5.125               | CUSIP: 14149YBN7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    525000 | PA      | $538363.96    | 0.05%             | 2029-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2022-4 CARMX 2022 4 A4                                  | CARMAX AUTO OWNER TRUST 2022-4 CARMX 2022 4 A4             | CUSIP: 14318UAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1015535.40   | 0.10%             | 2028-07-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corporation                                                      | CARRIER GLOBAL CORP SR UNSECURED 02/27 2.493               | CUSIP: 14448CAP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $209237.79    | 0.02%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corporation                                                      | CARRIER GLOBAL CORP SR UNSECURED 04/50 3.577               | CUSIP: 14448CAS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $124747.18    | 0.01%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-P2                                          | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P2 A4            | CUSIP: 14688PAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1023939.00   | 0.10%             | 2030-06-10      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc.                                                                | CATERPILLAR INC SR UNSECURED 04/30 2.6                     | CUSIP: 149123CH2<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    560000 | PA      | $520635.55    | 0.05%             | 2030-04-09      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc.                                                                | CATERPILLAR INC SR UNSECURED 04/50 3.25                    | CUSIP: 149123CJ8<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    425000 | PA      | $296403.02    | 0.03%             | 2050-04-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 12/27 4.25                       | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    535000 | PA      | $526893.36    | 0.05%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc.                                                             | CENOVUS ENERGY INC SR UNSECURED 04/27 4.25                 | CUSIP: 15135UAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    330000 | PA      | $329071.47    | 0.03%             | 2027-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc.                                                         | CENTERPOINT ENERGY INC SR UNSECURED 03/30 2.95             | CUSIP: 15189TAX5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    735000 | PA      | $684428.75    | 0.07%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 05/47 5.375      | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $455653.02    | 0.04%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 03/29 5.05       | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $424003.78    | 0.04%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 04/31 2.8        | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $535016.24    | 0.05%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Chevron Corporation                                                             | CHEVRON CORP SR UNSECURED 05/26 2.954                      | CUSIP: 166764BL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $593175.96    | 0.06%             | 2026-05-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CHILE GOVERNMENT INTERNATIONAL SR UNSECURED 05/41 3.1                           | CHILE GOVERNMENT INTERNATIONAL SR UNSECURED 05/41 3.1      | CUSIP: 168863DS4<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    675000 | PA      | $501093.00    | 0.05%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SR UNSECURED 04/48 VAR                       | CUSIP: 172967LJ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    420000 | PA      | $346227.87    | 0.03%             | 2048-04-24      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SR UNSECURED 01/31 VAR                       | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    700000 | PA      | $641818.46    | 0.06%             | 2031-01-29      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SR UNSECURED 05/32 VAR                       | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    745000 | PA      | $660009.53    | 0.06%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SR UNSECURED 06/27 VAR                       | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    685000 | PA      | $665577.17    | 0.06%             | 2027-06-09      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SR UNSECURED 05/28 VAR                       | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    700000 | PA      | $702574.73    | 0.07%             | 2028-05-24      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SR UNSECURED 06/35 VAR                       | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    865000 | PA      | $883537.47    | 0.08%             | 2035-06-11      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc.                                                   | CITIZENS FINANCIAL GROUP INC SR UNSECURED 07/32 VAR        | CUSIP: 174610BH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $222425.19    | 0.02%             | 2032-07-23      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc.                                                   | CITIZENS FINANCIAL GROUP INC SR UNSECURED 03/31 VAR        | CUSIP: 174610BJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $202679.06    | 0.02%             | 2031-03-05      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| The Coca-Cola Company                                                           | COCA-COLA CO/THE SR UNSECURED 09/29 2.125                  | CUSIP: 191216CM0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    425000 | PA      | $394482.62    | 0.04%             | 2029-09-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| The Coca-Cola Company                                                           | COCA-COLA CO/THE SR UNSECURED 06/40 2.5                    | CUSIP: 191216CW8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    430000 | PA      | $313511.74    | 0.03%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                             | COMCAST CORP COMPANY GUAR 11/35 6.5                        | CUSIP: 20030NAK7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     72000 | PA      | $79914.80     | 0.01%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                             | COMCAST CORP COMPANY GUAR 01/27 2.35                       | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    275000 | PA      | $267528.67    | 0.03%             | 2027-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                             | COMCAST CORP COMPANY GUAR 11/49 3.999                      | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    545000 | PA      | $414225.94    | 0.04%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                             | COMCAST CORP COMPANY GUAR 11/52 4.049                      | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $801167.87    | 0.08%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                             | COMCAST CORP COMPANY GUAR 10/38 4.6                        | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185219.33    | 0.02%             | 2038-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                             | COMCAST CORP COMPANY GUAR 02/50 3.45                       | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $342854.31    | 0.03%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                             | COMCAST CORP COMPANY GUAR 11/51 2.887                      | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    256000 | PA      | $155795.76    | 0.01%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| The Connecticut Light and Power Company                                         | CONNECTICUT LIGHT AND POWER CO 1ST REF MORT 04/44 4.3      | CUSIP: 207597EG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $215275.38    | 0.02%             | 2044-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Company                                                          | CONOCOPHILLIPS CO COMPANY GUAR 11/44 4.3                   | CUSIP: 20826FAC0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    330000 | PA      | $274461.71    | 0.03%             | 2044-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                             | CONSTELLATION ENERGY GENERATIO SR UNSECURED 01/34 6.125    | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    185000 | PA      | $199229.27    | 0.02%             | 2034-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                                                       | COREBRIDGE FINANCIAL INC SR UNSECURED 04/32 3.9            | CUSIP: 21871XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $248731.86    | 0.02%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corporation                                                    | COSTCO WHOLESALE CORP SR UNSECURED 04/30 1.6               | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    525000 | PA      | $468456.99    | 0.04%             | 2030-04-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                          | UBS AG/STAMFORD CT SR UNSECURED 07/27 5                    | CUSIP: 22550L2K6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $274170.25    | 0.03%             | 2027-07-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                               | CROWN CASTLE INC SR UNSECURED 06/26 3.7                    | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396536.76    | 0.04%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                               | CROWN CASTLE INC SR UNSECURED 07/31 2.5                    | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    345000 | PA      | $301038.72    | 0.03%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                       | DH EUROPE FINANCE II SARL COMPANY GUAR 11/39 3.25          | CUSIP: 23291KAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    300000 | PA      | $241328.59    | 0.02%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| D.R. Horton Inc.                                                                | DR HORTON INC COMPANY GUAR 10/27 1.4                       | CUSIP: 23331ABP3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $206854.70    | 0.02%             | 2027-10-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| DTE Electric Company                                                            | DTE ELECTRIC CO GENL REF MOR 08/47 3.75                    | CUSIP: 23338VAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $228291.62    | 0.02%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DTE Electric Company                                                            | DTE ELECTRIC CO 1ST MORTGAGE 04/33 5.2                     | CUSIP: 23338VAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $256868.19    | 0.02%             | 2033-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Deere and Company                                                               | DEERE and CO SR UNSECURED 04/30 3.1                        | CUSIP: 244199BJ3<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    540000 | PA      | $513626.72    | 0.05%             | 2030-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corporation                                                  | JOHN DEERE CAPITAL CORP SR UNSECURED 01/27 4.5             | CUSIP: 24422EXF1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301885.49    | 0.03%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 04/34 5.4                           | DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 04/34 5.4      | CUSIP: 24703DBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $611049.42    | 0.06%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 04/28 4.75                          | DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 04/28 4.75     | CUSIP: 24703TAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $247867.38    | 0.02%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                | DEUTSCHE BANK AG/NEW YORK NY 11/26 VAR                     | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    375000 | PA      | $371206.93    | 0.04%             | 2026-11-24      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                | DEUTSCHE BANK AG/NEW YORK NY 02/28 VAR                     | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254106.58    | 0.02%             | 2028-02-08      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corporation                                                        | DEVON ENERGY CORP SR UNSECURED 09/31 7.875                 | CUSIP: 25179SAD2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    210000 | PA      | $241755.59    | 0.02%             | 2031-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                              | DIAGEO CAPITAL PLC COMPANY GUAR 04/30 2                    | CUSIP: 25243YBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    300000 | PA      | $269863.11    | 0.03%             | 2030-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 05/38 6.4               | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $277734.58    | 0.03%             | 2038-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 04/26 3.3               | CUSIP: 46625HQW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $695225.59    | 0.07%             | 2026-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 05/28 VAR               | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    810000 | PA      | $798010.40    | 0.08%             | 2028-05-01      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 01/29 VAR               | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489771.42    | 0.05%             | 2029-01-23      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 12/29 VAR               | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    600000 | PA      | $601125.77    | 0.06%             | 2029-12-05      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 04/31 VAR               | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    391000 | PA      | $357489.45    | 0.03%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 04/51 VAR               | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1305410.91   | 0.12%             | 2051-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 07/28 VAR               | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010424.90   | 0.10%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 07/35 VAR               | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    335000 | PA      | $340903.44    | 0.03%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 10/30 VAR               | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    805000 | PA      | $807749.69    | 0.08%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                        | JAPAN BANK FOR INTERNATIONAL C GOVT GUARANT 10/28 3.5      | CUSIP: 471048BV9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    830000 | PA      | $819965.44    | 0.08%             | 2028-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Johnson and Johnson                                                             | JOHNSON + JOHNSON SR UNSECURED 07/38 5.85                  | CUSIP: 478160AT1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    315000 | PA      | $343512.57    | 0.03%             | 2038-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Johnson and Johnson                                                             | JOHNSON + JOHNSON SR UNSECURED 09/40 2.1                   | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    500000 | PA      | $343518.11    | 0.03%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Johnson Controls Inc.                                                           | JOHNSON CONTROLS INC SR UNSECURED 03/41 5.7                | CUSIP: 478366AW7<br>LEI: 3LB2NG8VUULSCV2NO430 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153656.41    | 0.01%             | 2041-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                       | KELLANOVA SR UNSECURED 04/26 3.25                          | CUSIP: 487836BP2<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396819.34    | 0.04%             | 2026-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc.                                                                     | KENVUE INC COMPANY GUAR 03/33 4.9                          | CUSIP: 49177JAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $532766.21    | 0.05%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                                                           | KEURIG DR PEPPER INC COMPANY GUAR 05/28 4.597              | CUSIP: 49271VAF7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    525000 | PA      | $529010.95    | 0.05%             | 2028-05-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corporation                                              | PPL ELECTRIC UTILITIES CORP 1ST MORTGAGE 05/33 5           | CUSIP: 69351UBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $269018.74    | 0.03%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 02/31 2.5         | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $347220.56    | 0.03%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 07/28 3.75        | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29107.02     | 0.00%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 07/30 4.55        | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    257000 | PA      | $250837.89    | 0.02%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 07/50 4.95        | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    757000 | PA      | $610147.97    | 0.06%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 05/34 5.8         | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    355000 | PA      | $354928.36    | 0.03%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                              | SOUTHERN CALIFORNIA EDISON CO 1ST MORTGAGE 06/30 2.25      | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    755000 | PA      | $662852.48    | 0.06%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Company                                                 | SOUTHERN CALIFORNIA GAS CO 1ST MORTGAGE 11/52 6.35         | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    430000 | PA      | $460734.19    | 0.04%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                                            | SOUTHERN CO/THE SR UNSECURED 07/26 3.25                    | CUSIP: 842587CV7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    622000 | PA      | $615283.70    | 0.06%             | 2026-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                                            | SOUTHERN CO/THE SR UNSECURED 07/46 4.4                     | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    420000 | PA      | $349774.01    | 0.03%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                                          | SOUTHWEST AIRLINES CO SR UNSECURED 06/27 5.125             | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    520000 | PA      | $524648.64    | 0.05%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Stanley Black and Decker Inc.                                                   | STANLEY BLACK and DECKER INC SR UNSECURED 11/28 4.25       | CUSIP: 854502AH4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99334.73     | 0.01%             | 2028-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Starbucks Corporation                                                           | STARBUCKS CORP SR UNSECURED 08/29 3.55                     | CUSIP: 855244AT6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    315000 | PA      | $306456.14    | 0.03%             | 2029-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Stryker Corporation                                                             | STRYKER CORP SR UNSECURED 03/46 4.625                      | CUSIP: 863667AJ0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    370000 | PA      | $327322.94    | 0.03%             | 2046-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sysco Corporation                                                               | SYSCO CORP COMPANY GUAR 04/50 6.6                          | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1083099.78   | 0.10%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| The TJX Companies Inc.                                                          | TJX COS INC/THE SR UNSECURED 04/50 4.5                     | CUSIP: 872540AU3<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    530000 | PA      | $463110.84    | 0.04%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 04/50 4.5                    | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    700000 | PA      | $578796.94    | 0.06%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 04/30 3.875                  | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    635000 | PA      | $616723.30    | 0.06%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 02/41 3                      | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    430000 | PA      | $314654.87    | 0.03%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 01/54 5.75                   | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    750000 | PA      | $734698.33    | 0.07%             | 2054-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TR Finance LLC                                                                  | TR FINANCE LLC COMPANY GUAR 05/43 4.5                      | CUSIP: 87268LAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $195390.18    | 0.02%             | 2043-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Company Limited                                           | TAKEDA PHARMACEUTICAL CO LTD SR UNSECURED 07/34 5.3        | CUSIP: 874060BK1<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    525000 | PA      | $533129.02    | 0.05%             | 2034-07-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Takeda U.S. Financing Inc.                                                      | TAKEDA US FINANCING INC COMPANY GUAR 07/55 5.9             | CUSIP: 87406BAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $301517.66    | 0.03%             | 2055-07-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp             | TARGA RESOURCES PARTNERS LP / COMPANY GUAR 01/32 4         | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $465994.16    | 0.04%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Target Corporation                                                              | TARGET CORP SR UNSECURED 11/47 3.9                         | CUSIP: 87612EBG0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    520000 | PA      | $400792.26    | 0.04%             | 2047-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe B.V.                                                          | TELEFONICA EUROPE BV COMPANY GUAR 09/30 8.25               | CUSIP: 879385AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    380000 | PA      | $439162.91    | 0.04%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones S.A.U.                                                     | TELEFONICA EMISIONES SA COMPANY GUAR 06/36 7.045           | CUSIP: 87938WAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |    230000 | PA      | $255362.48    | 0.02%             | 2036-06-20      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Incorporated                                                  | TEXAS INSTRUMENTS INC SR UNSECURED 03/39 3.875             | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    235000 | PA      | $207662.62    | 0.02%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Incorporated                                                  | TEXAS INSTRUMENTS INC SR UNSECURED 05/30 4.5               | CUSIP: 882508CK8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202137.74    | 0.02%             | 2030-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                  | STATE OF TEXAS TXS 04/39 FIXED 5.517                       | CUSIP: 882722KF7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    260000 | PA      | $267614.59    | 0.03%             | 2039-04-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| TEXAS DEPARTMENT OF TRANSPORTA TXSTRN 04/30 FIXED 5.178                         | TEXAS DEPARTMENT OF TRANSPORTA TXSTRN 04/30 FIXED 5.178    | CUSIP: 88283LHU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    310000 | PA      | $315888.17    | 0.03%             | 2030-04-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc.                                                   | THERMO FISHER SCIENTIFIC INC SR UNSECURED 10/31 2          | CUSIP: 883556CL4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    400000 | PA      | $348795.52    | 0.03%             | 2031-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc.                                                   | THERMO FISHER SCIENTIFIC INC SR UNSECURED 08/43 5.404      | CUSIP: 883556CY6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    225000 | PA      | $222342.82    | 0.02%             | 2043-08-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-B Owner Trust                                      | TOYOTA AUTO RECEIVABLES 2023-B TAOT 2023 B A4              | CUSIP: 891941AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1257361.75   | 0.12%             | 2028-09-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corporation                                                 | TOYOTA MOTOR CREDIT CORP SR UNSECURED 01/28 3.05           | CUSIP: 89236TEM3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    530000 | PA      | $516173.53    | 0.05%             | 2028-01-11      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corporation                                                 | TOYOTA MOTOR CREDIT CORP SR UNSECURED 08/27 1.15           | CUSIP: 89236THG3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    530000 | PA      | $498296.20    | 0.05%             | 2027-08-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corporation                                                 | TOYOTA MOTOR CREDIT CORP SR UNSECURED 09/31 1.9            | CUSIP: 89236TJQ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    730000 | PA      | $626836.38    | 0.06%             | 2031-09-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| TransCanada Pipelines Limited                                                   | TRANSCANADA PIPELINES LTD SR UNSECURED 03/36 5.85          | CUSIP: 89352HAB5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    425000 | PA      | $438236.48    | 0.04%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Travelers Property Casualty Corp.                                               | TRAVELERS PROPERTY CASUALTY CO COMPANY GUAR 04/26 7.75     | CUSIP: 893939AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51297.68     | 0.00%             | 2026-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| The Travelers Companies Inc.                                                    | TRAVELERS COS INC/THE SR UNSECURED 03/48 4.05              | CUSIP: 89417EAN9<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    300000 | PA      | $239808.29    | 0.02%             | 2048-03-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                    | TRUIST FINANCIAL CORP SR UNSECURED 08/27 1.125             | CUSIP: 89788MAC6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    525000 | PA      | $493500.64    | 0.05%             | 2027-08-03      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                    | TRUIST FINANCIAL CORP SR UNSECURED 01/30 VAR               | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    525000 | PA      | $540735.58    | 0.05%             | 2030-01-24      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                          | FEDERAL HOME LOAN MORTGAGE COR NOTES 07/32 6.25            | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    450000 | PA      | $510212.26    | 0.05%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FEDERAL NATIONAL MORTGAGE ASSO NOTES 01/30 7.125           | CUSIP: 31359MFJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    209000 | PA      | $237690.67    | 0.02%             | 2030-01-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FEDERAL NATIONAL MORTGAGE ASSO NOTES 05/30 7.25            | CUSIP: 31359MFP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1450000 | PA      | $1669934.67   | 0.16%             | 2030-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/30 FIXED VAR                         | CUSIP: 31368HKV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       533 | PA      | $559.56       | 0.00%             | 2030-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/31 FIXED 6.5                         | CUSIP: 31371J7A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6722 | PA      | $6978.56      | 0.00%             | 2031-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc.                                                                | TYSON FOODS INC SR UNSECURED 03/29 4.35                    | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    425000 | PA      | $422419.41    | 0.04%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc.                                                          | UBER TECHNOLOGIES INC SR UNSECURED 01/30 4.3               | CUSIP: 90353TAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    535000 | PA      | $532532.79    | 0.05%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/30 FIXED 8.5                         | CUSIP: 31371JPX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       138 | PA      | $145.36       | 0.00%             | 2030-09-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/30 FIXED 7.5                         | CUSIP: 31371JSC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        84 | PA      | $88.79        | 0.00%             | 2030-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                       | UNION PACIFIC CORP SR UNSECURED 10/51 3.799                | CUSIP: 907818EM6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    343000 | PA      | $258409.22    | 0.02%             | 2051-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                       | UNION PACIFIC CORP SR UNSECURED 04/71 3.799                | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    800000 | PA      | $547952.80    | 0.05%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FIXED 4.5                         | CUSIP: 3140QPPS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    237915 | PA      | $228425.54    | 0.02%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FIXED 3.5                         | CUSIP: 3140QPSB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1006741 | PA      | $910436.55    | 0.09%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                       | UNION PACIFIC CORP SR UNSECURED 01/33 4.5                  | CUSIP: 907818GB8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    530000 | PA      | $526772.57    | 0.05%             | 2033-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Airlines 2016-2 Class AA Pass Through Trust                              | UNITED AIRLINES 2016-2 CLASS A PASS THRU CE 04/30 2.875    | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    187087 | PA      | $176632.27    | 0.02%             | 2028-10-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/37 FIXED 4                           | CUSIP: 3140QPWS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    486951 | PA      | $480410.47    | 0.05%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/53 FIXED 5                           | CUSIP: 3140QRVZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    884108 | PA      | $872222.11    | 0.08%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/53 FIXED 6.5                         | CUSIP: 3140QRYG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    738318 | PA      | $766354.11    | 0.07%             | 2053-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/53 FIXED 5.5                         | CUSIP: 3140QSA43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    482800 | PA      | $484758.19    | 0.05%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 01/40 6.05     | CUSIP: 91086QAV0<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    930000 | PA      | $886755.00    | 0.08%             | 2040-01-11      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 01/28 3.75     | CUSIP: 91087BAE0<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   2000000 | PA      | $1956700.00   | 0.19%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/53 FIXED 4.5                         | CUSIP: 3140QSPA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    977247 | PA      | $941475.90    | 0.09%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/53 FIXED 5.5                         | CUSIP: 3140QSQC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1132454 | PA      | $1135985.11   | 0.11%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc.                                                      | UNITED PARCEL SERVICE INC SR UNSECURED 03/29 3.4           | CUSIP: 911312BR6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    435000 | PA      | $424257.28    | 0.04%             | 2029-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc.                                                      | UNITED PARCEL SERVICE INC SR UNSECURED 05/55 5.95          | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205238.81    | 0.02%             | 2055-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/54 FIXED 5                           | CUSIP: 3140QUG59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1789635 | PA      | $1764457.42   | 0.17%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/54 FIXED 5                           | CUSIP: 3140QVMK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1699502 | PA      | $1674396.83   | 0.16%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/40 4.25                  | CUSIP: 912810QL5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    400000 | PA      | $383437.50    | 0.04%             | 2040-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/41 4.75                  | CUSIP: 912810QN1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2000000 | PA      | $2026015.62   | 0.19%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/54 FIXED 5.5                         | CUSIP: 3140QVRK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1957527 | PA      | $1969136.86   | 0.19%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/55 FIXED 6                           | CUSIP: 3140QWBE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1976268 | PA      | $2014402.33   | 0.19%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/41 4.375                 | CUSIP: 912810QQ4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1330000 | PA      | $1288905.07   | 0.12%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/47 3                     | CUSIP: 912810RV2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  10905000 | PA      | $8186843.58   | 0.78%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/49 FIXED VAR                         | CUSIP: 3140X4XJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    508289 | PA      | $478786.26    | 0.05%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/34 FIXED VAR                         | CUSIP: 3140X6BM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    439068 | PA      | $426067.36    | 0.04%             | 2034-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/47 2.75                  | CUSIP: 912810RY6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   3000000 | PA      | $2138203.14   | 0.20%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/48 3                     | CUSIP: 912810SA7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   6700000 | PA      | $4978152.33   | 0.48%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/40 FIXED VAR                         | CUSIP: 3140X76Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1092842 | PA      | $975621.65    | 0.09%             | 2040-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/50 FIXED VAR                         | CUSIP: 3140X8KF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3762704 | PA      | $3009355.81   | 0.29%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/51 FIXED VAR                         | CUSIP: 3140XCVX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7507687 | PA      | $6030346.38   | 0.58%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/50 FIXED VAR                         | CUSIP: 3140XDEL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1896050 | PA      | $1789552.52   | 0.17%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 04/41 VAR                  | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $869020.05    | 0.08%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 03/33 VAR                  | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $945213.68    | 0.09%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/36 FIXED VAR                         | CUSIP: 3140XDK88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1941085 | PA      | $1789470.59   | 0.17%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/35 FIXED VAR                         | CUSIP: 3140XDMF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    343234 | PA      | $333415.59    | 0.03%             | 2035-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                | WELLTOWER OP LLC COMPANY GUAR 01/31 2.75                   | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    325000 | PA      | $297108.95    | 0.03%             | 2031-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc.                                                                | XCEL ENERGY INC SR UNSECURED 06/32 4.6                     | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    630000 | PA      | $616060.12    | 0.06%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/52 FIXED VAR                         | CUSIP: 3140XFTG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6432075 | PA      | $5417448.01   | 0.52%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/52 FIXED VAR                         | CUSIP: 3140XFY39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2309200 | PA      | $2081988.95   | 0.20%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/37 FIXED VAR                         | CUSIP: 3140XGNY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2187723 | PA      | $2052932.09   | 0.20%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/37 FIXED VAR                         | CUSIP: 3140XGPQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2243104 | PA      | $2065095.33   | 0.20%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/37 FIXED VAR                         | CUSIP: 3140XGYM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    316966 | PA      | $302547.29    | 0.03%             | 2037-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/36 FIXED VAR                         | CUSIP: 3140XHT31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    867393 | PA      | $793191.60    | 0.08%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/52 FIXED VAR                         | CUSIP: 3140XJGG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1625978 | PA      | $1564682.33   | 0.15%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/53 FIXED VAR                         | CUSIP: 3140XMEB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1062946 | PA      | $1066924.69   | 0.10%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/53 FIXED VAR                         | CUSIP: 3140XMJ64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1844325 | PA      | $1730358.66   | 0.17%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/54 FIXED VAR                         | CUSIP: 3140XN3N2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    897874 | PA      | $885522.63    | 0.08%             | 2054-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/53 FIXED VAR                         | CUSIP: 3140XNHU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1377832 | PA      | $1426470.10   | 0.14%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/34 FLOATING VAR                      | CUSIP: 31410KLS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29348 | PA      | $29762.37     | 0.00%             | 2034-07-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/38 FIXED VAR                         | CUSIP: 31410KXK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37092 | PA      | $38406.73     | 0.00%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/36 FIXED 5.5                         | CUSIP: 31411EE45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6201 | PA      | $6417.41      | 0.00%             | 2036-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/37 FIXED 5.5                         | CUSIP: 31411UMW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3283 | PA      | $3400.52      | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/37 FLOATING VAR                      | CUSIP: 31411UQM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37045 | PA      | $38533.08     | 0.00%             | 2037-04-01      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/39 FIXED 4                           | CUSIP: 31412N3P9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59252 | PA      | $57513.10     | 0.01%             | 2039-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/40 FIXED 3.5                         | CUSIP: 31412RMK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    358610 | PA      | $338367.02    | 0.03%             | 2040-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/37 FIXED 6                           | CUSIP: 31412SFF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7270 | PA      | $7659.23      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/37 FIXED 6                           | CUSIP: 31413BQR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18649 | PA      | $19659.34     | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/38 FIXED 5.5                         | CUSIP: 31414PUU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14336 | PA      | $14838.12     | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/38 FIXED 5                           | CUSIP: 31414S3W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19295 | PA      | $19514.48     | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/38 FIXED 6                           | CUSIP: 31415PNF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4272 | PA      | $4499.48      | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/38 FIXED 7                           | CUSIP: 31415RZ80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15574 | PA      | $16696.96     | 0.00%             | 2038-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/33 FIXED 4.5                         | CUSIP: 31416JMP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6045 | PA      | $6016.39      | 0.00%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/39 FIXED 5                           | CUSIP: 31416M6W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11978 | PA      | $12115.69     | 0.00%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/39 FIXED 4.5                         | CUSIP: 31416PPP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14725 | PA      | $14600.02     | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/39 FIXED 4.5                         | CUSIP: 31416QV36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8181 | PA      | $8106.30      | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/39 FIXED 4.5                         | CUSIP: 31416RRB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41416 | PA      | $41058.96     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/39 FIXED 4                           | CUSIP: 31416TML0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66924 | PA      | $65012.61     | 0.01%             | 2039-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/31 FIXED 4                           | CUSIP: 31417YWB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1029989 | PA      | $1019396.74   | 0.10%             | 2031-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/45 FIXED 4                           | CUSIP: 31418BWU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    513001 | PA      | $487713.45    | 0.05%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/36 FIXED 3.5                         | CUSIP: 31418BX35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    684159 | PA      | $659121.12    | 0.06%             | 2036-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/48 FIXED 5                           | CUSIP: 31418C2E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    372831 | PA      | $373178.34    | 0.04%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/41 FIXED 2                           | CUSIP: 31418D3R1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1985130 | PA      | $1700661.05   | 0.16%             | 2041-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/36 FIXED 1.5                         | CUSIP: 31418D6F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2271045 | PA      | $2021101.15   | 0.19%             | 2036-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/49 FIXED 3.5                         | CUSIP: 31418DGM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    737064 | PA      | $671623.96    | 0.06%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/29 4.125                 | CUSIP: 91282CMA6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   6200000 | PA      | $6291062.50   | 0.60%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 12/27 4                     | CUSIP: 91282CMB4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   5500000 | PA      | $5539101.59   | 0.53%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 01/28 4.25                  | CUSIP: 91282CMF5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   5200000 | PA      | $5267234.39   | 0.50%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 01/30 4.25                  | CUSIP: 91282CMG3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   7013000 | PA      | $7151342.37   | 0.68%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 01/32 4.375                 | CUSIP: 91282CMK4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4338000 | PA      | $4440858.06   | 0.43%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/28 4.25                  | CUSIP: 91282CMN8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   7000000 | PA      | $7094609.34   | 0.68%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/27 4.125                 | CUSIP: 91282CMP3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    750000 | PA      | $753896.48    | 0.07%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 03/28 3.875                 | CUSIP: 91282CMS7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   7460000 | PA      | $7495842.99   | 0.72%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 03/30 4                     | CUSIP: 91282CMU2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   5175000 | PA      | $5223111.35   | 0.50%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 03/27 3.875                 | CUSIP: 91282CMV0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   5235000 | PA      | $5243179.69   | 0.50%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 04/28 3.75                  | CUSIP: 91282CMW8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   6795000 | PA      | $6803493.75   | 0.65%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 04/27 3.75                  | CUSIP: 91282CMY4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1500000 | PA      | $1499765.63   | 0.14%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/27 3.875                 | CUSIP: 91282CNE7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   5500000 | PA      | $5512890.63   | 0.53%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/32 4.125                 | CUSIP: 91282CNF4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   3925000 | PA      | $3958117.19   | 0.38%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/30 4                     | CUSIP: 91282CNG2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   9100000 | PA      | $9188156.25   | 0.88%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RTX Corporation                                                                 | RTX CORP SR UNSECURED 07/38 6.125                          | CUSIP: 913017BP3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    225000 | PA      | $242903.43    | 0.02%             | 2038-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| RTX Corporation                                                                 | RTX CORP SR UNSECURED 11/48 4.625                          | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    525000 | PA      | $451217.35    | 0.04%             | 2048-11-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 03/36 5.8              | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    350000 | PA      | $367920.23    | 0.04%             | 2036-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 03/42 4.375            | CUSIP: 91324PBW1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51445.18     | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 12/48 4.45             | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $248380.03    | 0.02%             | 2048-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 05/50 2.9              | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $248899.63    | 0.02%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 05/31 2.3              | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    530000 | PA      | $467089.23    | 0.04%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 02/33 5.35             | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $721232.64    | 0.07%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Utah State of                                                                   | STATE OF UTAH UTS 07/25 FIXED 3.539                        | CUSIP: 917542QV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     76758 | PA      | $76758.50     | 0.01%             | 2025-07-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corporation                                                       | VALERO ENERGY CORP SR UNSECURED 04/32 7.5                  | CUSIP: 91913YAE0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    270000 | PA      | $308641.70    | 0.03%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ventas Realty Limited Partnership                                               | VENTAS REALTY LP COMPANY GUAR 09/31 2.5                    | CUSIP: 92277GAW7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176047.66    | 0.02%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                     | VERIZON COMMUNICATIONS INC SR UNSECURED 09/48 4.522        | CUSIP: 92343VCX0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1128508.57   | 0.11%             | 2048-09-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                     | VERIZON COMMUNICATIONS INC SR UNSECURED 12/29 4.016        | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    535000 | PA      | $527861.83    | 0.05%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                     | VERIZON COMMUNICATIONS INC SR UNSECURED 11/50 2.875        | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $311455.25    | 0.03%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                     | VERIZON COMMUNICATIONS INC SR UNSECURED 10/30 1.68         | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173046.01    | 0.02%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | PARAMOUNT GLOBAL SR UNSECURED 05/50 4.95                   | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    495000 | PA      | $378699.73    | 0.04%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                             | VIRGINIA ELECTRIC AND POWER CO SR UNSECURED 05/52 4.625    | CUSIP: 927804GJ7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    270000 | PA      | $226966.57    | 0.02%             | 2052-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Visa Inc.                                                                       | VISA INC SR UNSECURED 12/45 4.3                            | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    488000 | PA      | $424206.01    | 0.04%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Visa Inc.                                                                       | VISA INC SR UNSECURED 04/30 2.05                           | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    635000 | PA      | $578033.85    | 0.06%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                      | VMWARE LLC SR UNSECURED 08/28 1.8                          | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    435000 | PA      | $402449.49    | 0.04%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Vodafone Group Public Limited Company                                           | VODAFONE GROUP PLC SR UNSECURED 02/37 6.15                 | CUSIP: 92857WAQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    330000 | PA      | $354203.45    | 0.03%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Vodafone Group Public Limited Company                                           | VODAFONE GROUP PLC SR UNSECURED 05/48 5.25                 | CUSIP: 92857WBM1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    300000 | PA      | $275672.17    | 0.03%             | 2048-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Company                                                        | VULCAN MATERIALS CO SR UNSECURED 06/30 3.5                 | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    330000 | PA      | $315708.75    | 0.03%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc.                                                                      | WRKCO INC COMPANY GUAR 03/29 4.9                           | CUSIP: 92940PAD6<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    265000 | PA      | $268353.69    | 0.03%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Walmart Inc.                                                                    | WALMART INC SR UNSECURED 06/48 4.05                        | CUSIP: 931142EC3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    520000 | PA      | $430458.31    | 0.04%             | 2048-06-29      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Walmart Inc.                                                                    | WALMART INC SR UNSECURED 07/29 3.25                        | CUSIP: 931142EN9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    640000 | PA      | $623605.08    | 0.06%             | 2029-07-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc.                                                           | WASTE MANAGEMENT INC COMPANY GUAR 11/50 2.5                | CUSIP: 94106LBM0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    320000 | PA      | $190965.22    | 0.02%             | 2050-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc.                                                           | WASTE MANAGEMENT INC COMPANY GUAR 07/31 4.95               | CUSIP: 94106LBY4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205301.30    | 0.02%             | 2031-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc.                                                           | WASTE MANAGEMENT INC COMPANY GUAR 03/35 4.95               | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    275000 | PA      | $276166.30    | 0.03%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                            | ELEVANCE HEALTH INC SR UNSECURED 08/44 4.65                | CUSIP: 94973VBK2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130352.55    | 0.01%             | 2044-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 10/26 3                    | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    795000 | PA      | $781374.40    | 0.07%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-C29                                  | WELLS FARGO COMMERCIAL MORTGAG WFCM 2015 C29 AS            | CUSIP: 94989KAX1<br>LEI: 549300NYO16WLNMVJJ46 | Long             | ABS-MBS          | CORP              | US        |    368154 | PA      | $367291.11    | 0.04%             | 2048-06-15      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 02/31 VAR                  | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2035000 | PA      | $1864297.32   | 0.18%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corporation                                                     | WESTPAC BANKING CORP SR UNSECURED 06/26 1.15               | CUSIP: 961214ER0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    800000 | PA      | $777636.40    | 0.07%             | 2026-06-03      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| The Williams Companies Inc.                                                     | WILLIAMS COS INC/THE SR UNSECURED 11/30 3.5                | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    425000 | PA      | $401772.16    | 0.04%             | 2030-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| The Williams Companies Inc.                                                     | WILLIAMS COS INC/THE SR UNSECURED 09/35 5.3                | CUSIP: 969457CS7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150157.53    | 0.01%             | 2035-09-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| The Williams Companies Inc.                                                     | WILLIAMS COS INC/THE SR UNSECURED 09/45 5.1                | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    420000 | PA      | $380410.92    | 0.04%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Company                                                | WISCONSIN ELECTRIC POWER CO SR UNSECURED 09/32 4.75        | CUSIP: 976656CN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $222409.29    | 0.02%             | 2032-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Yale University                                                                 | YALE UNIVERSITY SR UNSECURED 04/32 4.701                   | CUSIP: 98459LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101414.40    | 0.01%             | 2032-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc.                                                     | ZIMMER BIOMET HOLDINGS INC SR UNSECURED 02/30 5.05         | CUSIP: 98956PBB7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    400000 | PA      | $409918.13    | 0.04%             | 2030-02-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc.                                                                     | ZOETIS INC SR UNSECURED 05/30 2                            | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    330000 | PA      | $296574.27    | 0.03%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Anheuser Busch InBev Worldwide Inc.                                             | ANHEUSER-BUSCH INBEV WORLDWIDE COMPANY GUAR 01/31 4.9      | CUSIP: 035240AR1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    340000 | PA      | $349761.95    | 0.03%             | 2031-01-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                            | ELEVANCE HEALTH INC SR UNSECURED 10/52 6.1                 | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    353000 | PA      | $359731.23    | 0.03%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AON CORP / AON GLOBAL HOLDINGS COMPANY GUAR 08/31 2.05                          | AON CORP / AON GLOBAL HOLDINGS COMPANY GUAR 08/31 2.05     | CUSIP: 03740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $379849.31    | 0.04%             | 2031-08-23      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc.                                                          | AON NORTH AMERICA INC COMPANY GUAR 03/34 5.45              | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $308156.69    | 0.03%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                          | CVS HEALTH CORP SR UNSECURED 03/28 4.3                     | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    719000 | PA      | $716049.75    | 0.07%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                          | CVS HEALTH CORP SR UNSECURED 03/48 5.05                    | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    520000 | PA      | $448992.90    | 0.04%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST 2023-B                                                      | CNH EQUIPMENT TRUST 2023-B CNH 2023 B A4                   | CUSIP: 12666DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $616509.84    | 0.06%             | 2031-03-17      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| California State of                                                             | STATE OF CALIFORNIA CAS 04/34 FIXED 7.5                    | CUSIP: 13063A5E0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $92774.11     | 0.01%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International Inc.                                                | CHOICE HOTELS INTERNATIONAL IN SR UNSECURED 01/31 3.7      | CUSIP: 169905AG1<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185488.56    | 0.02%             | 2031-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc.                                                              | CISCO SYSTEMS INC SR UNSECURED 02/39 5.9                   | CUSIP: 17275RAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $86032.76     | 0.01%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc.                                                              | CISCO SYSTEMS INC SR UNSECURED 02/32 4.95                  | CUSIP: 17275RBY7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $256258.95    | 0.02%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SUBORDINATED 09/27 4.45                      | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500479.87    | 0.05%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Company                                                          | CONOCOPHILLIPS CO COMPANY GUAR 01/35 5                     | CUSIP: 20826FBL9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299780.60    | 0.03%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York Inc.                                    | CONSOLIDATED EDISON CO OF NEW SR UNSECURED 04/50 3.95      | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    730000 | PA      | $569073.47    | 0.05%             | 2050-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York Inc.                                    | CONSOLIDATED EDISON CO OF NEW SR UNSECURED 03/34 5.5       | CUSIP: 209111GF4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    270000 | PA      | $280773.75    | 0.03%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc.                                                       | CONSTELLATION BRANDS INC COMPANY GUAR 05/47 4.5            | CUSIP: 21036PAT5<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    370000 | PA      | $307208.68    | 0.03%             | 2047-05-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                | DEUTSCHE BANK AG/NEW YORK NY 05/31 VAR                     | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152343.08    | 0.01%             | 2031-05-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance B.V.                                     | DEUTSCHE TELEKOM INTERNATIONAL COMPANY GUAR 06/30 8.75     | CUSIP: 25156PAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    161000 | PA      | $190074.19    | 0.02%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                | DEUTSCHE BANK AG/NEW YORK NY SUBORDINATED 01/33 VAR        | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    300000 | PA      | $270023.48    | 0.03%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corporation                                                        | DEVON ENERGY CORP SR UNSECURED 06/45 5                     | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    885000 | PA      | $736084.88    | 0.07%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                          | CHUBB INA HOLDINGS LLC COMPANY GUAR 05/26 3.35             | CUSIP: 00440EAV9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297692.88    | 0.03%             | 2026-05-03      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust  | AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 04/26 4.45     | CUSIP: 00774MAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    450000 | PA      | $449239.59    | 0.04%             | 2026-04-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust  | AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 01/32 3.3      | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    550000 | PA      | $498294.40    | 0.05%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust  | AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 06/28 5.75     | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $1034548.63   | 0.10%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                      | APPLE INC SR UNSECURED 08/26 2.45                          | CUSIP: 037833BZ2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    560000 | PA      | $550439.98    | 0.05%             | 2026-08-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                      | APPLE INC SR UNSECURED 05/30 1.65                          | CUSIP: 037833DU1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    975000 | PA      | $868248.87    | 0.08%             | 2030-05-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                      | APPLE INC SR UNSECURED 08/62 4.1                           | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    735000 | PA      | $579035.94    | 0.06%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                      | APPLE INC SR UNSECURED 05/53 4.85                          | CUSIP: 037833EW6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286041.99    | 0.03%             | 2053-05-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Eastman Chemical Company                                                        | EASTMAN CHEMICAL CO SR UNSECURED 10/44 4.65                | CUSIP: 277432AP5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    520000 | PA      | $440050.53    | 0.04%             | 2044-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc.                                                                    | OVINTIV INC COMPANY GUAR 08/34 6.5                         | CUSIP: 292505AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $300968.07    | 0.03%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP SR UNSECURED 02/42 6.5                  | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51817.98     | 0.00%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP SR UNSECURED 12/45 6.125                | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    370000 | PA      | $363404.98    | 0.03%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 09/37 FIXED 6.5                                           | GINNIE MAE II POOL G2 09/37 FIXED 6.5                      | CUSIP: 36202EPN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15085 | PA      | $15882.18     | 0.00%             | 2037-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 06/38 FIXED 5.5                                           | GINNIE MAE II POOL G2 06/38 FIXED 5.5                      | CUSIP: 36202ET25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22119 | PA      | $22820.35     | 0.00%             | 2038-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 08/38 FIXED 5.5                                           | GINNIE MAE II POOL G2 08/38 FIXED 5.5                      | CUSIP: 36202EVN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29543 | PA      | $30485.39     | 0.00%             | 2038-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 09/39 FIXED 5.5                                           | GINNIE MAE II POOL G2 09/39 FIXED 5.5                      | CUSIP: 36202FBK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22226 | PA      | $22959.21     | 0.00%             | 2039-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 04/33 FIXED 6                                              | GINNIE MAE I POOL GN 04/33 FIXED 6                         | CUSIP: 36213FQU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2997 | PA      | $3090.29      | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 01/32 FIXED 6.5                                            | GINNIE MAE I POOL GN 01/32 FIXED 6.5                       | CUSIP: 36213GV57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2504 | PA      | $2588.25      | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 11/33 FIXED 6                                              | GINNIE MAE I POOL GN 11/33 FIXED 6                         | CUSIP: 36213MWX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3276 | PA      | $3382.70      | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 09/33 FIXED 5.5                                            | GINNIE MAE I POOL GN 09/33 FIXED 5.5                       | CUSIP: 36213UZY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7293 | PA      | $7438.76      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 10/38 FIXED 6                                              | GINNIE MAE I POOL GN 10/38 FIXED 6                         | CUSIP: 36296LQK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7159 | PA      | $7450.49      | 0.00%             | 2038-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 06/39 FIXED 5                                              | GINNIE MAE I POOL GN 06/39 FIXED 5                         | CUSIP: 36296QV55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     93049 | PA      | $94062.49     | 0.01%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 09/38 FIXED 6                                              | GINNIE MAE I POOL GN 09/38 FIXED 6                         | CUSIP: 36296RZ34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16686 | PA      | $17404.22     | 0.00%             | 2038-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 01/39 FIXED 5.5                                            | GINNIE MAE I POOL GN 01/39 FIXED 5.5                       | CUSIP: 36296XHC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3314 | PA      | $3399.19      | 0.00%             | 2039-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 04/30 VAR         | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    600000 | PA      | $624572.51    | 0.06%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| The Home Depot Inc.                                                             | HOME DEPOT INC/THE SR UNSECURED 03/31 1.375                | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    645000 | PA      | $547180.16    | 0.05%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                                     | HUMANA INC SR UNSECURED 03/27 3.95                         | CUSIP: 444859BF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $368623.20    | 0.04%             | 2027-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Huntsman International LLC                                                      | HUNTSMAN INTERNATIONAL LLC SR UNSECURED 05/29 4.5          | CUSIP: 44701QBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $474169.68    | 0.05%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/39 FIXED 4                                               | FREDDIE MAC POOL FR 12/39 FIXED 4                          | CUSIP: 3132D6HX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    102474 | PA      | $100232.79    | 0.01%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/49 FIXED 3.5                                             | FREDDIE MAC POOL FR 06/49 FIXED 3.5                        | CUSIP: 3132DM5B7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2103848 | PA      | $1906145.02   | 0.18%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/51 FIXED 3                                               | FREDDIE MAC POOL FR 04/51 FIXED 3                          | CUSIP: 3132DMUD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4380865 | PA      | $3833643.57   | 0.37%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/52 FIXED 3.5                                             | FREDDIE MAC POOL FR 07/52 FIXED 3.5                        | CUSIP: 3132DN5W9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2282560 | PA      | $2069917.52   | 0.20%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/50 FIXED 2.5                                             | FREDDIE MAC POOL FR 08/50 FIXED 2.5                        | CUSIP: 3133A86T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2838239 | PA      | $2372782.10   | 0.23%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/52 FIXED 5.5                                             | FREDDIE MAC POOL FR 10/52 FIXED 5.5                        | CUSIP: 3133BPUN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1231627 | PA      | $1232519.29   | 0.12%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/53 FIXED 5                                               | FREDDIE MAC POOL FR 06/53 FIXED 5                          | CUSIP: 3133C6BC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1398817 | PA      | $1375202.85   | 0.13%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/50 FIXED 3                                               | FREDDIE MAC POOL FR 08/50 FIXED 3                          | CUSIP: 3133KJXK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1070638 | PA      | $928872.89    | 0.09%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/53 FIXED 5                                               | FREDDIE MAC POOL FR 05/53 FIXED 5                          | CUSIP: 3133KRB29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    887777 | PA      | $873067.26    | 0.08%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/36 FIXED 2                                               | FREDDIE MAC POOL FR 04/36 FIXED 2                          | CUSIP: 3133L8B53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    659697 | PA      | $606314.05    | 0.06%             | 2036-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                         | FEDERAL HOME LOAN BANKS BONDS 07/36 5.5                    | CUSIP: 3133XGAY0<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   1690000 | PA      | $1842012.66   | 0.18%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                          | FEDERAL HOME LOAN MORTGAGE COR NOTES 09/29 6.75            | CUSIP: 3134A3U46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   1200000 | PA      | $1336718.86   | 0.13%             | 2029-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/55 FIXED 5.5                         | CUSIP: 3140QWCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1526690 | PA      | $1541469.49   | 0.15%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/40 FIXED VAR                         | CUSIP: 3140W0QB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    390931 | PA      | $394431.47    | 0.04%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED VAR                         | CUSIP: 3140W0VB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2477807 | PA      | $1970873.64   | 0.19%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/49 FIXED VAR                         | CUSIP: 3140X4UW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    428456 | PA      | $390415.93    | 0.04%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/37 FIXED VAR                         | CUSIP: 31410GUR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16060 | PA      | $17087.63     | 0.00%             | 2037-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/37 FIXED VAR                         | CUSIP: 31410GW90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13414 | PA      | $14256.46     | 0.00%             | 2037-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/38 FIXED VAR                         | CUSIP: 31410KJY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23221 | PA      | $24459.64     | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/37 FLOATING VAR                      | CUSIP: 31410KLQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32654 | PA      | $33633.55     | 0.00%             | 2037-09-01      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/39 FIXED 5                           | CUSIP: 31416TYE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35210 | PA      | $35614.67     | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/42 FIXED 4                           | CUSIP: 31417BZ91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56543 | PA      | $54493.31     | 0.01%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/43 FIXED 3.5                         | CUSIP: 31417FQ92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1981307 | PA      | $1854671.27   | 0.18%             | 2043-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/40 FIXED 4.5                         | CUSIP: 31417VQW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80685 | PA      | $79945.47     | 0.01%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Keybank National Association                                                    | KEYBANK NA/CLEVELAND OH SR UNSECURED 11/27 5.85            | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258107.76    | 0.02%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Keybank National Association                                                    | KEYBANK NA/CLEVELAND OH SR UNSECURED 01/33 5               | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    325000 | PA      | $320707.59    | 0.03%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Company                                                           | ELI LILLY and CO SR UNSECURED 02/35 5.1                    | CUSIP: 532457CX4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204993.04    | 0.02%             | 2035-02-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Company                                                           | ELI LILLY and CO SR UNSECURED 02/55 5.5                    | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251557.97    | 0.02%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corporation                                                    | LINCOLN NATIONAL CORP SR UNSECURED 06/40 7                 | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    160000 | PA      | $176737.09    | 0.02%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corporation                                                    | LINCOLN NATIONAL CORP SR UNSECURED 12/26 3.625             | CUSIP: 534187BF5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    525000 | PA      | $518805.82    | 0.05%             | 2026-12-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc.                                                                  | MEDTRONIC INC COMPANY GUAR 03/35 4.375                     | CUSIP: 585055BT2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    530000 | PA      | $512703.33    | 0.05%             | 2035-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Merck Sharp and Dohme LLC                                                       | MERCK SHARP and DOHME CORP COMPANY GUAR 03/28 6.4          | CUSIP: 589331AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $570928.69    | 0.05%             | 2028-03-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                                    | METLIFE INC SR UNSECURED 05/46 4.6                         | CUSIP: 59156RBR8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    520000 | PA      | $460409.02    | 0.04%             | 2046-05-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN WASHINGTON AIRPOR METAPT 10/46 FIXED 7.462                         | METROPOLITAN WASHINGTON AIRPOR METAPT 10/46 FIXED 7.462    | CUSIP: 592643AA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $46263.13     | 0.00%             | 2046-10-01      | Fixed         | 7.46%                 | No            |                  2 | On Loan: No      |
| Microsoft Corporation                                                           | MICROSOFT CORP SR UNSECURED 06/50 2.525                    | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1538000 | PA      | $950436.14    | 0.09%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                          | MICRON TECHNOLOGY INC SR UNSECURED 11/29 6.75              | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    220000 | PA      | $237800.05    | 0.02%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corporation                        | NATIONAL RURAL UTILITIES COOPE COLLATERAL T 11/32 4.023    | CUSIP: 637432MS1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    740000 | PA      | $704529.94    | 0.07%             | 2032-11-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                               | NATWEST GROUP PLC SR UNSECURED 03/28 VAR                   | CUSIP: 639057AL2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    225000 | PA      | $229043.96    | 0.02%             | 2028-03-01      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                               | NATWEST GROUP PLC SR UNSECURED 03/35 VAR                   | CUSIP: 639057AN8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    210000 | PA      | $218073.87    | 0.02%             | 2035-03-01      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                               | NATWEST GROUP PLC SR UNSECURED 08/30 VAR                   | CUSIP: 639057AS7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    315000 | PA      | $318615.83    | 0.03%             | 2030-08-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 07/26 2.65                        | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    310000 | PA      | $304410.77    | 0.03%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 11/27 3.25                        | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    610000 | PA      | $596271.62    | 0.06%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 11/47 4                           | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    400000 | PA      | $306158.48    | 0.03%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 02/53 5.55                        | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    315000 | PA      | $296217.30    | 0.03%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Stanley Black and Decker Inc.                                                   | STANLEY BLACK and DECKER INC SR UNSECURED 11/50 2.75       | CUSIP: 854502AN1<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    330000 | PA      | $187825.34    | 0.02%             | 2050-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| State Street Corporation                                                        | STATE STREET CORP SR UNSECURED 05/34 VAR                   | CUSIP: 857477CC5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    740000 | PA      | $755928.16    | 0.07%             | 2034-05-18      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                            | SUMITOMO MITSUI FINANCIAL GROU SR UNSECURED 03/26 3.784    | CUSIP: 86562MAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |    550000 | PA      | $548104.66    | 0.05%             | 2026-03-09      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                            | SUMITOMO MITSUI FINANCIAL GROU SR UNSECURED 07/27 3.364    | CUSIP: 86562MAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |    960000 | PA      | $945139.96    | 0.09%             | 2027-07-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable Enterprises LLC                                               | TIME WARNER CABLE ENTERPRISES SR SECURED 07/33 8.375       | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    570000 | PA      | $663756.19    | 0.06%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp.                                                     | TOLL BROTHERS FINANCE CORP COMPANY GUAR 11/29 3.8          | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $194082.08    | 0.02%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                       | TORONTO-DOMINION BANK/THE SR UNSECURED 09/31 2             | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    830000 | PA      | $724793.14    | 0.07%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc.                                                            | GLOBAL PAYMENTS INC SR UNSECURED 06/28 4.45                | CUSIP: 891906AF6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    425000 | PA      | $423624.80    | 0.04%             | 2028-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                    | US BANCORP SR UNSECURED 06/34 VAR                          | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    630000 | PA      | $661760.59    | 0.06%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                    | US BANCORP SR UNSECURED 01/30 VAR                          | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    630000 | PA      | $648659.30    | 0.06%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/39 4.25                  | CUSIP: 912810QB7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   3860000 | PA      | $3757921.10   | 0.36%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/40 4.625                 | CUSIP: 912810QE1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   5000000 | PA      | $5029101.55   | 0.48%             | 2040-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 04/30 3.875                 | CUSIP: 91282CMZ1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   7390000 | PA      | $7418867.19   | 0.71%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 04/32 4                     | CUSIP: 91282CNA5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   5651000 | PA      | $5658063.75   | 0.54%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/35 4.25                  | CUSIP: 91282CNC1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  11844000 | PA      | $11862506.25  | 1.14%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/28 3.75                  | CUSIP: 91282CND9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   9340000 | PA      | $9353864.11   | 0.90%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc.                                                           | VERISK ANALYTICS INC SR UNSECURED 03/29 4.125              | CUSIP: 92345YAF3<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    600000 | PA      | $595966.13    | 0.06%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                            | VICI PROPERTIES LP SR UNSECURED 05/32 5.125                | CUSIP: 925650AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $199263.76    | 0.02%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                            | VICI PROPERTIES LP SR UNSECURED 04/35 5.625                | CUSIP: 925650AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $171562.74    | 0.02%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                             | VIRGINIA ELECTRIC AND POWER CO SR UNSECURED 11/38 8.875    | CUSIP: 927804FG4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    190000 | PA      | $251033.36    | 0.02%             | 2038-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GE Capital International Funding Company Unlimited Company                      | GE CAPITAL INTERNATIONAL FUNDI COMPANY GUAR 11/35 4.418    | CUSIP: 36164QNA2<br>LEI: 549300G6UZOB126GBY72 | Long             | DBT              | CORP              | IE        |    647000 | PA      | $620908.97    | 0.06%             | 2035-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 11/26 FIXED 4                                              | GINNIE MAE I POOL GN 11/26 FIXED 4                         | CUSIP: 36176WXU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9877 | PA      | $9828.25      | 0.00%             | 2026-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 04/42 FIXED 3.5                                            | GINNIE MAE I POOL GN 04/42 FIXED 3.5                       | CUSIP: 36176XKS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    644195 | PA      | $602856.75    | 0.06%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 07/45 FIXED 3.5                                           | GINNIE MAE II POOL G2 07/45 FIXED 3.5                      | CUSIP: 36179RJE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    476280 | PA      | $439012.46    | 0.04%             | 2045-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 07/45 FIXED 4                                             | GINNIE MAE II POOL G2 07/45 FIXED 4                        | CUSIP: 36179RJF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    220971 | PA      | $210926.50    | 0.02%             | 2045-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 08/45 FIXED 4                                             | GINNIE MAE II POOL G2 08/45 FIXED 4                        | CUSIP: 36179RLQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     87345 | PA      | $82962.31     | 0.01%             | 2045-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 04/47 FIXED 3                                             | GINNIE MAE II POOL G2 04/47 FIXED 3                        | CUSIP: 36179S2N6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    692794 | PA      | $619890.36    | 0.06%             | 2047-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 07/46 FIXED 3.5                                           | GINNIE MAE II POOL G2 07/46 FIXED 3.5                      | CUSIP: 36179SGL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    341656 | PA      | $315632.09    | 0.03%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 02/47 FIXED 3.5                                           | GINNIE MAE II POOL G2 02/47 FIXED 3.5                      | CUSIP: 36179SWX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    540090 | PA      | $498782.97    | 0.05%             | 2047-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 08/48 FIXED 4                                             | GINNIE MAE II POOL G2 08/48 FIXED 4                        | CUSIP: 36179T7K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    506765 | PA      | $477535.51    | 0.05%             | 2048-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 06/47 FIXED 3                                             | GINNIE MAE II POOL G2 06/47 FIXED 3                        | CUSIP: 36179TAJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    421709 | PA      | $377332.10    | 0.04%             | 2047-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 09/47 FIXED 3                                             | GINNIE MAE II POOL G2 09/47 FIXED 3                        | CUSIP: 36179TG33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1629334 | PA      | $1455330.77   | 0.14%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 02/51 FIXED 2                                             | GINNIE MAE II POOL G2 02/51 FIXED 2                        | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9071201 | PA      | $7395971.72   | 0.71%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 02/51 FIXED 2.5                                           | GINNIE MAE II POOL G2 02/51 FIXED 2.5                      | CUSIP: 36179V7E4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6218486 | PA      | $5291725.63   | 0.51%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 04/50 FIXED 3.5                                           | GINNIE MAE II POOL G2 04/50 FIXED 3.5                      | CUSIP: 36179VKM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    615931 | PA      | $564589.63    | 0.05%             | 2050-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 04/50 FIXED 4.5                                           | GINNIE MAE II POOL G2 04/50 FIXED 4.5                      | CUSIP: 36179VKP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    405590 | PA      | $394463.48    | 0.04%             | 2050-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 08/50 FIXED 2.5                                           | GINNIE MAE II POOL G2 08/50 FIXED 2.5                      | CUSIP: 36179VSG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2506534 | PA      | $2132455.68   | 0.20%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 08/50 FIXED 3                                             | GINNIE MAE II POOL G2 08/50 FIXED 3                        | CUSIP: 36179VSH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3279413 | PA      | $2906644.55   | 0.28%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 11/50 FIXED 2                                             | GINNIE MAE II POOL G2 11/50 FIXED 2                        | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1129461 | PA      | $920877.21    | 0.09%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 05/52 FIXED 4                                             | GINNIE MAE II POOL G2 05/52 FIXED 4                        | CUSIP: 36179W5E4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    790246 | PA      | $741764.00    | 0.07%             | 2052-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 05/51 FIXED 3.5                                           | GINNIE MAE II POOL G2 05/51 FIXED 3.5                      | CUSIP: 36179WFJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1303605 | PA      | $1193311.92   | 0.11%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 07/51 FIXED 3                                             | GINNIE MAE II POOL G2 07/51 FIXED 3                        | CUSIP: 36179WJS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1913128 | PA      | $1692674.64   | 0.16%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 08/51 FIXED 2                                             | GINNIE MAE II POOL G2 08/51 FIXED 2                        | CUSIP: 36179WLN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    990517 | PA      | $807438.15    | 0.08%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 11/51 FIXED 2.5                                           | GINNIE MAE II POOL G2 11/51 FIXED 2.5                      | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1854410 | PA      | $1576882.39   | 0.15%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 01/52 FIXED 3.5                                           | GINNIE MAE II POOL G2 01/52 FIXED 3.5                      | CUSIP: 36179WVW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1441387 | PA      | $1315494.98   | 0.13%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 05/53 FIXED 3                                             | GINNIE MAE II POOL G2 05/53 FIXED 3                        | CUSIP: 36179X2F2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    732254 | PA      | $652851.98    | 0.06%             | 2053-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 05/53 FIXED 5                                             | GINNIE MAE II POOL G2 05/53 FIXED 5                        | CUSIP: 36179X2K1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    857544 | PA      | $846499.87    | 0.08%             | 2053-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 05/53 FIXED 5.5                                           | GINNIE MAE II POOL G2 05/53 FIXED 5.5                      | CUSIP: 36179X2L9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    859417 | PA      | $864797.17    | 0.08%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 11/52 FIXED 6.5                                           | GINNIE MAE II POOL G2 11/52 FIXED 6.5                      | CUSIP: 36179XLL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    721453 | PA      | $743427.07    | 0.07%             | 2052-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 01/53 FIXED 5.5                                           | GINNIE MAE II POOL G2 01/53 FIXED 5.5                      | CUSIP: 36179XQX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    724873 | PA      | $729636.74    | 0.07%             | 2053-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 02/53 FIXED 4                                             | GINNIE MAE II POOL G2 02/53 FIXED 4                        | CUSIP: 36179XTA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    840751 | PA      | $784769.88    | 0.08%             | 2053-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 02/53 FIXED 5                                             | GINNIE MAE II POOL G2 02/53 FIXED 5                        | CUSIP: 36179XTC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    840674 | PA      | $830175.21    | 0.08%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 02/53 FIXED 5.5                                           | GINNIE MAE II POOL G2 02/53 FIXED 5.5                      | CUSIP: 36179XTD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1074105 | PA      | $1080828.67   | 0.10%             | 2053-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 03/53 FIXED 4                                             | GINNIE MAE II POOL G2 03/53 FIXED 4                        | CUSIP: 36179XVQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    394899 | PA      | $368604.39    | 0.04%             | 2053-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 03/53 FIXED 4.5                                           | GINNIE MAE II POOL G2 03/53 FIXED 4.5                      | CUSIP: 36179XVR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1399026 | PA      | $1349824.51   | 0.13%             | 2053-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 07/53 FIXED 4.5                                           | GINNIE MAE II POOL G2 07/53 FIXED 4.5                      | CUSIP: 36179YAQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    472955 | PA      | $454917.87    | 0.04%             | 2053-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 08/53 FIXED 5                                             | GINNIE MAE II POOL G2 08/53 FIXED 5                        | CUSIP: 36179YDJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    442215 | PA      | $436520.26    | 0.04%             | 2053-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 08/53 FIXED 5.5                                           | GINNIE MAE II POOL G2 08/53 FIXED 5.5                      | CUSIP: 36179YDK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    635430 | PA      | $639407.54    | 0.06%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 11/53 FIXED 5                                             | GINNIE MAE II POOL G2 11/53 FIXED 5                        | CUSIP: 36179YKR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1118984 | PA      | $1103173.93   | 0.11%             | 2053-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 11/53 FIXED 5.5                                           | GINNIE MAE II POOL G2 11/53 FIXED 5.5                      | CUSIP: 36179YKS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1718114 | PA      | $1727258.88   | 0.17%             | 2053-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 02/54 FIXED 5                                             | GINNIE MAE II POOL G2 02/54 FIXED 5                        | CUSIP: 36179YRG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    452562 | PA      | $445601.71    | 0.04%             | 2054-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 02/54 FIXED 6                                             | GINNIE MAE II POOL G2 02/54 FIXED 6                        | CUSIP: 36179YRJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1394124 | PA      | $1420420.22   | 0.14%             | 2054-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 10/54 FIXED 5                                             | GINNIE MAE II POOL G2 10/54 FIXED 5                        | CUSIP: 36180AB93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    987218 | PA      | $970107.72    | 0.09%             | 2054-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 01/43 FIXED 3.5                                            | GINNIE MAE I POOL GN 01/43 FIXED 3.5                       | CUSIP: 36180CYU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1185075 | PA      | $1108113.29   | 0.11%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 03/55 FIXED 6                                             | GINNIE MAE II POOL G2 03/55 FIXED 6                        | CUSIP: 3618N5JE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    495635 | PA      | $502969.75    | 0.05%             | 2055-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 06/55 FIXED 6                                             | GINNIE MAE II POOL G2 06/55 FIXED 6                        | CUSIP: 3618N5PK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1235000 | PA      | $1253663.20   | 0.12%             | 2055-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 04/33 FIXED 5.5                                            | GINNIE MAE I POOL GN 04/33 FIXED 5.5                       | CUSIP: 36200MFY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2642 | PA      | $2690.45      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 10/33 FIXED 5                                              | GINNIE MAE I POOL GN 10/33 FIXED 5                         | CUSIP: 36200MWW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3539 | PA      | $3570.93      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 05/32 FIXED 7                                              | GINNIE MAE I POOL GN 05/32 FIXED 7                         | CUSIP: 36200Q6R0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       948 | PA      | $980.19       | 0.00%             | 2032-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 05/32 FIXED 6.5                                            | GINNIE MAE I POOL GN 05/32 FIXED 6.5                       | CUSIP: 36200Q7M0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       952 | PA      | $983.64       | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 07/34 FIXED 6                                              | GINNIE MAE I POOL GN 07/34 FIXED 6                         | CUSIP: 36200R2R2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2639 | PA      | $2736.08      | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 03/33 FIXED 5.5                                            | GINNIE MAE I POOL GN 03/33 FIXED 5.5                       | CUSIP: 36201CYE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4388 | PA      | $4466.46      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 04/32 FIXED 6                                              | GINNIE MAE I POOL GN 04/32 FIXED 6                         | CUSIP: 36201LTM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8028 | PA      | $8260.75      | 0.00%             | 2032-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 11/32 FIXED 5.5                                            | GINNIE MAE I POOL GN 11/32 FIXED 5.5                       | CUSIP: 36201UCF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6252 | PA      | $6362.44      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc.                                                            | PAYPAL HOLDINGS INC SR UNSECURED 06/30 2.3                 | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    455000 | PA      | $413914.59    | 0.04%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc.                                                                    | PEPSICO INC SR UNSECURED 01/40 5.5                         | CUSIP: 713448BP2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    305000 | PA      | $315504.36    | 0.03%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc.                                                                    | PEPSICO INC SR UNSECURED 03/42 4                           | CUSIP: 713448BZ0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    270000 | PA      | $228432.63    | 0.02%             | 2042-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc.                                                                    | PEPSICO INC SR UNSECURED 10/27 3                           | CUSIP: 713448DY1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488880.49    | 0.05%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Company LLC                                                    | AEP TRANSMISSION CO LLC SR UNSECURED 12/47 3.75            | CUSIP: 00115AAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $317979.09    | 0.03%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 05/46 4.75                         | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    700000 | PA      | $610796.56    | 0.06%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 03/41 6.375                        | CUSIP: 00206RDG4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    380000 | PA      | $404362.80    | 0.04%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 03/42 5.15                         | CUSIP: 00206RDH2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    115000 | PA      | $108137.11    | 0.01%             | 2042-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 07/45 4.85                         | CUSIP: 00206RJL7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    500000 | PA      | $441048.96    | 0.04%             | 2045-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 12/33 2.55                         | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    665000 | PA      | $556542.50    | 0.05%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 12/57 3.8                          | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    644000 | PA      | $450607.62    | 0.04%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 02/34 5.4                          | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    800000 | PA      | $822818.14    | 0.08%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                             | ABBOTT LABORATORIES SR UNSECURED 11/26 3.75                | CUSIP: 002824BF6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    283000 | PA      | $282067.75    | 0.03%             | 2026-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                             | ABBOTT LABORATORIES SR UNSECURED 11/36 4.75                | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    330000 | PA      | $328442.25    | 0.03%             | 2036-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 11/42 4.4                          | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    690000 | PA      | $606689.31    | 0.06%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 11/29 3.2                          | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $985197.48    | 0.09%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 03/31 4.95                         | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205326.53    | 0.02%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 03/34 5.05                         | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    275000 | PA      | $279994.72    | 0.03%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                           | AIR LEASE CORP SR UNSECURED 12/27 3.625                    | CUSIP: 00912XAY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $394026.21    | 0.04%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                           | AIR LEASE CORP SR UNSECURED 12/30 3.125                    | CUSIP: 00914AAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    645000 | PA      | $596033.31    | 0.06%             | 2030-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc.                                                 | AIR PRODUCTS AND CHEMICALS INC SR UNSECURED 05/27 1.85     | CUSIP: 009158AY2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    530000 | PA      | $508825.98    | 0.05%             | 2027-05-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Alcan Inc.                                                            | RIO TINTO ALCAN INC SR UNSECURED 12/33 6.125               | CUSIP: 013716AU9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    115000 | PA      | $124892.69    | 0.01%             | 2033-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc.                                            | ALEXANDRIA REAL ESTATE EQUITIE COMPANY GUAR 02/33 1.875    | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    415000 | PA      | $331801.60    | 0.03%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| The Allstate Corporation                                                        | ALLSTATE CORP/THE SR UNSECURED 12/26 3.28                  | CUSIP: 020002BD2<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493114.02    | 0.05%             | 2026-12-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                             | ALLY FINANCIAL INC SR UNSECURED 07/35 VAR                  | CUSIP: 02005NBV1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163196.53    | 0.02%             | 2035-07-26      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                   | ALPHABET INC SR UNSECURED 08/30 1.1                        | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $259164.34    | 0.02%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                   | ALPHABET INC SR UNSECURED 08/50 2.05                       | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    400000 | PA      | $223336.50    | 0.02%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc.                                                               | ALTRIA GROUP INC COMPANY GUAR 05/43 4.5                    | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    500000 | PA      | $416829.88    | 0.04%             | 2043-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc.                                                               | ALTRIA GROUP INC COMPANY GUAR 02/41 3.4                    | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    425000 | PA      | $315274.61    | 0.03%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc.                                                                 | AMAZON.COM INC SR UNSECURED 08/47 4.05                     | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    450000 | PA      | $371231.85    | 0.04%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc.                                                                 | AMAZON.COM INC SR UNSECURED 06/50 2.5                      | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    800000 | PA      | $480807.01    | 0.05%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc.                                                                 | AMAZON.COM INC SR UNSECURED 05/31 2.1                      | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    400000 | PA      | $355147.48    | 0.03%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc.                                                                 | AMAZON.COM INC SR UNSECURED 12/32 4.7                      | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    750000 | PA      | $764339.39    | 0.07%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ameren Corporation                                                              | AMEREN CORP SR UNSECURED 01/31 3.5                         | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    860000 | PA      | $812442.04    | 0.08%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2016-2 CLASS PASS THRU CE 12/29 3.2                           | AMERICAN AIRLINES 2016-2 CLASS PASS THRU CE 12/29 3.2      | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200310 | PA      | $191991.81    | 0.02%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| American Electric Power Company Inc.                                            | AMERICAN ELECTRIC POWER CO INC SR UNSECURED 03/33 5.625    | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    170000 | PA      | $176722.07    | 0.02%             | 2033-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                        | AMERICAN EXPRESS CO SR UNSECURED 08/33 VAR                 | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1046000 | PA      | $1020731.60   | 0.10%             | 2033-08-03      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc.                                                         | DIAMONDBACK ENERGY INC COMPANY GUAR 01/30 5.15             | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    325000 | PA      | $332415.34    | 0.03%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc.                                                         | DIAMONDBACK ENERGY INC COMPANY GUAR 04/54 5.75             | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185644.61    | 0.02%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust L.P.                                                       | DIGITAL REALTY TRUST LP COMPANY GUAR 07/28 4.45            | CUSIP: 25389JAT3<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    210000 | PA      | $210076.97    | 0.02%             | 2028-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Dignity Health                                                                  | DIGNITY HEALTH UNSECURED 11/42 4.5                         | CUSIP: 254010AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $249874.93    | 0.02%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Capital One National Association                                                | CAPITAL ONE NA SR UNSECURED 09/28 4.65                     | CUSIP: 25466AAP6<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502642.69    | 0.05%             | 2028-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| The Walt Disney Company                                                         | WALT DISNEY CO/THE COMPANY GUAR 12/34 6.2                  | CUSIP: 254687DZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $535665.36    | 0.05%             | 2034-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/55 FIXED 6                                               | FREDDIE MAC POOL FR 01/55 FIXED 6                          | CUSIP: 31425XAK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2801261 | PA      | $2850937.32   | 0.27%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/55 FIXED 6                                               | FREDDIE MAC POOL FR 05/55 FIXED 6                          | CUSIP: 3142GUSU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4454942 | PA      | $4549953.42   | 0.44%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                                     | FISERV INC SR UNSECURED 06/27 2.25                         | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    630000 | PA      | $606605.30    | 0.06%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                               | FIRSTENERGY CORP SR UNSECURED 03/30 2.65                   | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    375000 | PA      | $344317.52    | 0.03%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Five Corners Funding Trust II                                                   | FIVE CORNERS FUNDING TRUST II SR UNSECURED 144A 05/30 2.85 | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    630000 | PA      | $584820.65    | 0.06%             | 2030-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Florida Power and Light Company                                                 | FLORIDA POWER and LIGHT CO 1ST MORTGAGE 02/37 5.65         | CUSIP: 341081EV5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    515000 | PA      | $539468.89    | 0.05%             | 2037-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/28 6.798          | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    720000 | PA      | $745951.17    | 0.07%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Fox Corporation                                                                 | FOX CORP SR UNSECURED 04/30 3.5                            | CUSIP: 35137LAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    640000 | PA      | $612169.95    | 0.06%             | 2030-04-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                           | FREEPORT-MCMORAN INC COMPANY GUAR 03/43 5.45               | CUSIP: 35671DBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $307130.07    | 0.03%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                           | FREEPORT-MCMORAN INC COMPANY GUAR 11/34 5.4                | CUSIP: 35671DBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $203127.60    | 0.02%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                           | FREEPORT-MCMORAN INC COMPANY GUAR 08/28 4.375              | CUSIP: 35671DCG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $223786.22    | 0.02%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. / GLP Financing II Inc.                                        | GLP CAPITAL LP / GLP FINANCING COMPANY GUAR 01/29 5.3      | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    630000 | PA      | $636985.44    | 0.06%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 04/45 FIXED 3.5                                           | GINNIE MAE II POOL G2 04/45 FIXED 3.5                      | CUSIP: 36184SPN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    278478 | PA      | $258102.45    | 0.02%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 02/55 FIXED 5.5                                           | GINNIE MAE II POOL G2 02/55 FIXED 5.5                      | CUSIP: 3618N5GP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1490513 | PA      | $1492856.57   | 0.14%             | 2055-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 07/39 FIXED 4.5                                           | GINNIE MAE II POOL G2 07/39 FIXED 4.5                      | CUSIP: 36202E7G8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     85447 | PA      | $84657.68     | 0.01%             | 2039-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 07/35 FIXED 4.5                                           | GINNIE MAE II POOL G2 07/35 FIXED 4.5                      | CUSIP: 36202EEF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4423 | PA      | $4394.68      | 0.00%             | 2035-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 02/37 FIXED 5.5                                           | GINNIE MAE II POOL G2 02/37 FIXED 5.5                      | CUSIP: 36202EMA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18150 | PA      | $18725.49     | 0.00%             | 2037-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 11/38 FIXED 5                                             | GINNIE MAE II POOL G2 11/38 FIXED 5                        | CUSIP: 36202EXS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5914 | PA      | $5990.02      | 0.00%             | 2038-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 11/39 FIXED 5                                             | GINNIE MAE II POOL G2 11/39 FIXED 5                        | CUSIP: 36202FCP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     93203 | PA      | $94414.31     | 0.01%             | 2039-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc.                                                  | AUTOMATIC DATA PROCESSING INC SR UNSECURED 09/34 4.45      | CUSIP: 053015AH6<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    545000 | PA      | $534455.19    | 0.05%             | 2034-09-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corporation                                                       | BAT CAPITAL CORP COMPANY GUAR 03/31 2.726                  | CUSIP: 05526DBS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $585357.13    | 0.06%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-5C29 BBCMS 2024 5C29 AS                               | BBCMS MORTGAGE TRUST 2024-5C29 BBCMS 2024 5C29 AS          | CUSIP: 05555PAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1534854.00   | 0.15%             | 2057-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C1 MORTGAGE TRUST BMO 2022 C1 A5                                       | BMO 2022-C1 MORTGAGE TRUST BMO 2022 C1 A5                  | CUSIP: 05609MCC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1831066.40   | 0.18%             | 2055-02-15      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES HOLDINGS LLC / BA SR UNSECURED 12/27 3.337                         | BAKER HUGHES HOLDINGS LLC / BA SR UNSECURED 12/27 3.337    | CUSIP: 05723KAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $489879.89    | 0.05%             | 2027-12-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES HOLDINGS LLC / BA SR UNSECURED 05/30 4.486                         | BAKER HUGHES HOLDINGS LLC / BA SR UNSECURED 05/30 4.486    | CUSIP: 05724BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $551187.84    | 0.05%             | 2030-05-01      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Company                                              | BALTIMORE GAS AND ELECTRIC CO SR UNSECURED 06/52 4.55      | CUSIP: 059165EP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $586232.02    | 0.06%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER SA 09/27 VAR                               | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    700000 | PA      | $676184.07    | 0.06%             | 2027-09-14      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK6 BANK 2017 BNK6 A4                                                | BANK 2017-BNK6 BANK 2017 BNK6 A4                           | CUSIP: 060352AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1872640 | PA      | $1831333.46   | 0.18%             | 2060-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 01/48 VAR                | CUSIP: 06051GGG8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    520000 | PA      | $444514.08    | 0.04%             | 2048-01-20      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 12/28 VAR                | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1437000 | PA      | $1404644.19   | 0.13%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 03/29 VAR                | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494468.32    | 0.05%             | 2029-03-05      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 02/30 VAR                | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2105000 | PA      | $2071969.60   | 0.20%             | 2030-02-07      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 01/35 VAR                | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    615000 | PA      | $631813.21    | 0.06%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 01/36 VAR                | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    680000 | PA      | $699185.87    | 0.07%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                         | BANK OF NEW YORK MELLON CORP/T SR UNSECURED 05/27 3.25     | CUSIP: 06406RAD9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    800000 | PA      | $788882.10    | 0.08%             | 2027-05-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                         | BANK OF NEW YORK MELLON CORP/T SR UNSECURED 07/30 VAR      | CUSIP: 06406RBK2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    240000 | PA      | $242633.43    | 0.02%             | 2030-07-26      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| The Bank of Nova Scotia                                                         | BANK OF NOVA SCOTIA/THE SR UNSECURED 02/30 4.85            | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    715000 | PA      | $728582.23    | 0.07%             | 2030-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK39 BANK 2022 BNK39 A4                                              | BANK 2022-BNK39 BANK 2022 BNK39 A4                         | CUSIP: 06539VAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1781686.40   | 0.17%             | 2055-02-15      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC SR UNSECURED 03/28 VAR                        | CUSIP: 06738ECP8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    500000 | PA      | $509483.02    | 0.05%             | 2028-03-12      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                         | BAY AREA TOLL AUTHORITY BAYTRN 10/50 FIXED 6.907           | CUSIP: 072024PY2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     50000 | PA      | $56110.24     | 0.01%             | 2050-10-01      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Company                                                    | BECTON DICKINSON and CO SR UNSECURED 12/44 4.685           | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    420000 | PA      | $365504.14    | 0.03%             | 2044-12-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Company                                                    | BECTON DICKINSON and CO SR UNSECURED 06/27 3.7             | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98796.04     | 0.01%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Company                                               | BERKSHIRE HATHAWAY ENERGY CO SR UNSECURED 02/45 4.5        | CUSIP: 084659AF8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    680000 | PA      | $584514.13    | 0.06%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corporation                                          | BERKSHIRE HATHAWAY FINANCE COR COMPANY GUAR 05/42 4.4      | CUSIP: 084664BU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    630000 | PA      | $582702.61    | 0.06%             | 2042-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc.                                                               | BERRY GLOBAL INC SR SECURED 04/28 5.5                      | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    280000 | PA      | $287250.56    | 0.03%             | 2028-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Biogen Inc.                                                                     | BIOGEN INC SR UNSECURED 02/51 3.25                         | CUSIP: 09062XAK9<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    591000 | PA      | $377230.57    | 0.04%             | 2051-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 07/29 5.95     | CUSIP: 09261HBN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $320960.44    | 0.03%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 09/31 8.75                      | CUSIP: 097023AE5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     90000 | PA      | $106106.27    | 0.01%             | 2031-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 02/30 2.95                      | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    440000 | PA      | $407905.43    | 0.04%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 02/50 3.75                      | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $282478.04    | 0.03%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 05/27 5.04                      | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201489.93    | 0.02%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 05/50 5.805                     | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    645000 | PA      | $618555.51    | 0.06%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Boston Properties Limited Partnership                                           | BOSTON PROPERTIES LP SR UNSECURED 04/32 2.55               | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    520000 | PA      | $438680.28    | 0.04%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corporation                                                   | BOSTON SCIENTIFIC CORP SR UNSECURED 03/28 4                | CUSIP: 101137AS6<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50141.79     | 0.00%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corporation                                                   | BOSTON SCIENTIFIC CORP SR UNSECURED 06/30 2.65             | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    525000 | PA      | $486030.21    | 0.05%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                                    | BRISTOL-MYERS SQUIBB CO SR UNSECURED 02/34 5.2             | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    420000 | PA      | $430139.32    | 0.04%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia                                                    | PROVINCE OF BRITISH COLUMBIA C SR UNSECURED 01/26 6.5      | CUSIP: 110709DL3<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    490000 | PA      | $495037.08    | 0.05%             | 2026-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| British Telecommunications Public Limited Company                               | BRITISH TELECOMMUNICATIONS PLC SR UNSECURED 12/30 9.625    | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    205000 | PA      | $252155.15    | 0.02%             | 2030-12-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                | BRIXMOR OPERATING PARTNERSHIP SR UNSECURED 05/29 4.125     | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491649.97    | 0.05%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                | BRIXMOR OPERATING PARTNERSHIP SR UNSECURED 04/32 5.2       | CUSIP: 11120VAN3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    290000 | PA      | $292309.61    | 0.03%             | 2032-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC COMPANY GUAR 11/32 4.3                        | CUSIP: 11135FAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $678996.58    | 0.06%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC COMPANY GUAR 144A 02/33 2.6                   | CUSIP: 11135FBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $684267.30    | 0.07%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 144A 11/35 3.137                 | CUSIP: 11135FBP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $506063.53    | 0.05%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 10/34 4.8                        | CUSIP: 11135FCD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $395167.49    | 0.04%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | BURLINGTON NORTHERN SANTA FE L SR UNSECURED 03/42 4.4      | CUSIP: 12189LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $327207.21    | 0.03%             | 2042-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP COMPANY GUAR 03/30 5.1                               | CDW LLC / CDW FINANCE CORP COMPANY GUAR 03/30 5.1          | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $201400.00    | 0.02%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc.                                                              | EXPEDIA GROUP INC COMPANY GUAR 02/30 3.25                  | CUSIP: 30212PAR6<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282999.98    | 0.03%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Evernorth Health Inc.                                                           | EVERNORTH HEALTH INC SR UNSECURED 11/41 6.125              | CUSIP: 30219GAG3<br>LEI: 5493003UA6VMND084504 | Long             | DBT              | CORP              | US        |    330000 | PA      | $308026.50    | 0.03%             | 2041-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                          | EXTRA SPACE STORAGE LP COMPANY GUAR 03/32 2.35             | CUSIP: 30225VAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $445438.69    | 0.04%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corporation                                                         | EXXON MOBIL CORP SR UNSECURED 08/39 2.995                  | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    425000 | PA      | $330973.57    | 0.03%             | 2039-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corporation                                                         | EXXON MOBIL CORP SR UNSECURED 03/30 3.482                  | CUSIP: 30231GBK7<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    520000 | PA      | $505458.60    | 0.05%             | 2030-03-19      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc.                                                             | META PLATFORMS INC SR UNSECURED 05/28 4.6                  | CUSIP: 30303M8L9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254581.18    | 0.02%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc.                                                             | META PLATFORMS INC SR UNSECURED 05/33 4.95                 | CUSIP: 30303M8N5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    745000 | PA      | $763912.36    | 0.07%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 12/34 FIXED 5.5                                        | FREDDIE MAC GOLD POOL FG 12/34 FIXED 5.5                   | CUSIP: 31283H4Z5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30505 | PA      | $31466.57     | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 09/30 FIXED 7.5                                        | FREDDIE MAC GOLD POOL FG 09/30 FIXED 7.5                   | CUSIP: 31283HHG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       117 | PA      | $123.43       | 0.00%             | 2030-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 04/32 FIXED 7                                          | FREDDIE MAC GOLD POOL FG 04/32 FIXED 7                     | CUSIP: 31283HRL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       981 | PA      | $1032.19      | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 08/37 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 08/37 FLOATING VAR            | CUSIP: 3128JNYP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    208317 | PA      | $214896.59    | 0.02%             | 2037-08-01      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 07/35 FIXED 5                                          | FREDDIE MAC GOLD POOL FG 07/35 FIXED 5                     | CUSIP: 3128K64H0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42348 | PA      | $42883.77     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 10/35 FIXED 4.5                                        | FREDDIE MAC GOLD POOL FG 10/35 FIXED 4.5                   | CUSIP: 3128LXC32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56897 | PA      | $56648.69     | 0.01%             | 2035-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 07/40 FIXED 5                                             | GINNIE MAE II POOL G2 07/40 FIXED 5                        | CUSIP: 36202FHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24359 | PA      | $24678.26     | 0.00%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 10/40 FIXED 4.5                                           | GINNIE MAE II POOL G2 10/40 FIXED 4.5                      | CUSIP: 36202FLP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49188 | PA      | $48695.17     | 0.00%             | 2040-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 10/36 FIXED 5                                          | FREDDIE MAC GOLD POOL FG 10/36 FIXED 5                     | CUSIP: 3128LXS92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16167 | PA      | $16375.72     | 0.00%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 01/38 FIXED 5.5                                        | FREDDIE MAC GOLD POOL FG 01/38 FIXED 5.5                   | CUSIP: 3128M5NM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20056 | PA      | $20784.12     | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 01/38 FIXED 6                                          | FREDDIE MAC GOLD POOL FG 01/38 FIXED 6                     | CUSIP: 3128M5Q52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6931 | PA      | $7314.05      | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 12/37 FIXED 5.5                                        | FREDDIE MAC GOLD POOL FG 12/37 FIXED 5.5                   | CUSIP: 3128M6AR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23184 | PA      | $24002.04     | 0.00%             | 2037-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 08/38 FIXED 6.5                                        | FREDDIE MAC GOLD POOL FG 08/38 FIXED 6.5                   | CUSIP: 3128M6M62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13343 | PA      | $14231.82     | 0.00%             | 2038-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 11/36 FIXED 5                                          | FREDDIE MAC GOLD POOL FG 11/36 FIXED 5                     | CUSIP: 3128M6PR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17743 | PA      | $17969.28     | 0.00%             | 2036-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 10/38 FIXED 6                                          | FREDDIE MAC GOLD POOL FG 10/38 FIXED 6                     | CUSIP: 3128M6YH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25491 | PA      | $26889.91     | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 01/39 FIXED 5.5                                        | FREDDIE MAC GOLD POOL FG 01/39 FIXED 5.5                   | CUSIP: 3128M7CW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18237 | PA      | $18909.57     | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 05/39 FIXED 4.5                                        | FREDDIE MAC GOLD POOL FG 05/39 FIXED 4.5                   | CUSIP: 3128M7L61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     61073 | PA      | $60625.93     | 0.01%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 09/39 FIXED 5                                          | FREDDIE MAC GOLD POOL FG 09/39 FIXED 5                     | CUSIP: 3128M7TS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29055 | PA      | $29427.40     | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 03/45 FIXED 3.5                                        | FREDDIE MAC GOLD POOL FG 03/45 FIXED 3.5                   | CUSIP: 3128MAFA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    769388 | PA      | $715785.75    | 0.07%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 07/32 FIXED 3                                          | FREDDIE MAC GOLD POOL FG 07/32 FIXED 3                     | CUSIP: 3128MFFD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    251967 | PA      | $245027.38    | 0.02%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 01/34 FIXED 3.5                                        | FREDDIE MAC GOLD POOL FG 01/34 FIXED 3.5                   | CUSIP: 3128MFV70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    367897 | PA      | $361224.87    | 0.03%             | 2034-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 01/33 FIXED 3                                          | FREDDIE MAC GOLD POOL FG 01/33 FIXED 3                     | CUSIP: 3128MFVK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    584233 | PA      | $567708.95    | 0.05%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 11/48 FIXED 4.5                                        | FREDDIE MAC GOLD POOL FG 11/48 FIXED 4.5                   | CUSIP: 3128MJ5J5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    211537 | PA      | $205396.76    | 0.02%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 09/35 FIXED 5.5                                        | FREDDIE MAC GOLD POOL FG 09/35 FIXED 5.5                   | CUSIP: 3128MJCS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22969 | PA      | $23755.08     | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 10/36 FIXED 6                                          | FREDDIE MAC GOLD POOL FG 10/36 FIXED 6                     | CUSIP: 3128MJE63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32310 | PA      | $34011.95     | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 05/31 FIXED 4.5                                        | FREDDIE MAC GOLD POOL FG 05/31 FIXED 4.5                   | CUSIP: 3128P7QX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     88372 | PA      | $88452.17     | 0.01%             | 2031-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 12/25 FIXED 3.5                                        | FREDDIE MAC GOLD POOL FG 12/25 FIXED 3.5                   | CUSIP: 3128PTLB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16622 | PA      | $16555.62     | 0.00%             | 2025-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 04/29 FIXED 7                                          | FREDDIE MAC GOLD POOL FG 04/29 FIXED 7                     | CUSIP: 31292GZV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1287 | PA      | $1353.90      | 0.00%             | 2029-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 02/30 FIXED 8                                          | FREDDIE MAC GOLD POOL FG 02/30 FIXED 8                     | CUSIP: 31292HAX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       151 | PA      | $156.00       | 0.00%             | 2030-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 11/30 FIXED 7.5                                        | FREDDIE MAC GOLD POOL FG 11/30 FIXED 7.5                   | CUSIP: 31292HF33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       376 | PA      | $396.98       | 0.00%             | 2030-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 05/31 FIXED 7                                          | FREDDIE MAC GOLD POOL FG 05/31 FIXED 7                     | CUSIP: 31292HJU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       109 | PA      | $114.47       | 0.00%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 07/31 FIXED 7                                          | FREDDIE MAC GOLD POOL FG 07/31 FIXED 7                     | CUSIP: 31292HKL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       195 | PA      | $204.78       | 0.00%             | 2031-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 08/31 FIXED 7                                          | FREDDIE MAC GOLD POOL FG 08/31 FIXED 7                     | CUSIP: 31292HKY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       724 | PA      | $763.04       | 0.00%             | 2031-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 03/32 FIXED 7.5                                        | FREDDIE MAC GOLD POOL FG 03/32 FIXED 7.5                   | CUSIP: 31292HQE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2662 | PA      | $2851.82      | 0.00%             | 2032-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 12/40 FIXED 4                                          | FREDDIE MAC GOLD POOL FG 12/40 FIXED 4                     | CUSIP: 31292K6A0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    195251 | PA      | $189049.77    | 0.02%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 03/39 FIXED 4.5                                        | FREDDIE MAC GOLD POOL FG 03/39 FIXED 4.5                   | CUSIP: 312932C20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25460 | PA      | $25307.43     | 0.00%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 11/39 FIXED 4.5                                        | FREDDIE MAC GOLD POOL FG 11/39 FIXED 4.5                   | CUSIP: 3129366F9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49248 | PA      | $48877.66     | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 09/40 FIXED 4                                          | FREDDIE MAC GOLD POOL FG 09/40 FIXED 4                     | CUSIP: 312942NF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59662 | PA      | $57854.15     | 0.01%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Corning Incorporated                                                            | CORNING INC SR UNSECURED 03/42 4.75                        | CUSIP: 219350AW5<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179162.56    | 0.02%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC COMPANY GUAR 06/44 4.5                        | CUSIP: 29250NAJ4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    335000 | PA      | $274571.85    | 0.03%             | 2044-06-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC COMPANY GUAR 07/27 3.7                        | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $296265.83    | 0.03%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 02/30 FIXED 7                                          | FREDDIE MAC GOLD POOL FG 02/30 FIXED 7                     | CUSIP: 31294DAF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1193 | PA      | $1255.10      | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 08/33 FIXED 4.5                                        | FREDDIE MAC GOLD POOL FG 08/33 FIXED 4.5                   | CUSIP: 31296K5E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5669 | PA      | $5650.56      | 0.00%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC COMPANY GUAR 03/33 5.7                        | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    525000 | PA      | $544311.30    | 0.05%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/41 FIXED VAR                         | CUSIP: 31419BBT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    304257 | PA      | $294333.20    | 0.03%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 10/33 FIXED 4.5                                        | FREDDIE MAC GOLD POOL FG 10/33 FIXED 4.5                   | CUSIP: 31296N6S1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2061 | PA      | $2055.03      | 0.00%             | 2033-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 05/31 FIXED 7                                          | FREDDIE MAC GOLD POOL FG 05/31 FIXED 7                     | CUSIP: 31298NJZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       574 | PA      | $605.32       | 0.00%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/41 FIXED VAR                         | CUSIP: 31419BBY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68200 | PA      | $67543.44     | 0.01%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/40 FIXED 4                           | CUSIP: 31419CAH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145466 | PA      | $140847.78    | 0.01%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                         | FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK              | CUSIP: 3130B2K95<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $991282.22    | 0.09%             | 2029-08-28      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/36 FIXED 1.5                                             | FREDDIE MAC POOL FR 12/36 FIXED 1.5                        | CUSIP: 3132CWUG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1265017 | PA      | $1138443.79   | 0.11%             | 2036-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                             | FIFTH THIRD BANCORP SR UNSECURED 07/29 VAR                 | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    315000 | PA      | $331789.82    | 0.03%             | 2029-07-27      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank National Association                                           | FIFTH THIRD BANK NA SR UNSECURED 02/27 2.25                | CUSIP: 31677QBR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $290793.58    | 0.03%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/35 FIXED 2                                               | FREDDIE MAC POOL FR 07/35 FIXED 2                          | CUSIP: 3132D55M0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    529684 | PA      | $487648.96    | 0.05%             | 2035-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/54 FIXED 6                                               | FREDDIE MAC POOL FR 02/54 FIXED 6                          | CUSIP: 3132DSJF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    580467 | PA      | $593300.75    | 0.06%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 02/30 2.6         | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    720000 | PA      | $665405.83    | 0.06%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 04/42 VAR         | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $774075.98    | 0.07%             | 2042-04-22      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/31 FIXED 7                           | CUSIP: 31371JWB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1082 | PA      | $1138.41      | 0.00%             | 2031-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/36 FIXED 5.5                         | CUSIP: 31371MT23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9220 | PA      | $9524.38      | 0.00%             | 2036-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/36 FIXED 6                           | CUSIP: 31371MWJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34700 | PA      | $36455.71     | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K755 A2                                     | FREDDIE MAC MULTIFAMILY STRUCT FHMS K755 A2                | CUSIP: 3137HCH39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $626809.80    | 0.06%             | 2031-02-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/30 FIXED VAR                         | CUSIP: 31384VYZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       164 | PA      | $170.25       | 0.00%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/31 FIXED VAR                         | CUSIP: 31384WLP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       883 | PA      | $928.30       | 0.00%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/31 FIXED VAR                         | CUSIP: 31385HS94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       371 | PA      | $388.19       | 0.00%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/31 FIXED VAR                         | CUSIP: 31385HSH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1167 | PA      | $1227.38      | 0.00%             | 2031-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/31 FIXED VAR                         | CUSIP: 31385HV82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1052 | PA      | $1089.99      | 0.00%             | 2031-09-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/30 FIXED 7.5                         | CUSIP: 31385SK56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1623 | PA      | $1701.39      | 0.00%             | 2030-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/32 FIXED VAR                         | CUSIP: 31385WWD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       847 | PA      | $891.08       | 0.00%             | 2032-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/31 FIXED 7                           | CUSIP: 31386X6C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        67 | PA      | $67.15        | 0.00%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/31 FIXED 7.5                         | CUSIP: 31387SF50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       635 | PA      | $671.39       | 0.00%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/31 FIXED 7.5                         | CUSIP: 31387SN51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6082 | PA      | $6454.33      | 0.00%             | 2031-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/42 FIXED 4                           | CUSIP: 3138E4AC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28532 | PA      | $27509.01     | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/42 FIXED VAR                         | CUSIP: 3138EK2D6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    569970 | PA      | $549233.53    | 0.05%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/43 FIXED 3                           | CUSIP: 3138W6WK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    588217 | PA      | $536048.67    | 0.05%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/28 FIXED 3                           | CUSIP: 3138WAFC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    263644 | PA      | $258752.50    | 0.02%             | 2028-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/46 FIXED 3                           | CUSIP: 3138WHKG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1365169 | PA      | $1221946.92   | 0.12%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/31 FIXED 2.5                         | CUSIP: 3138WHP48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    325596 | PA      | $313817.48    | 0.03%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/28 FIXED 2.5                         | CUSIP: 3138WQRK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109079 | PA      | $106709.34    | 0.01%             | 2028-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FEDERAL NATIONAL MORTGAGE ASSO NOTES 07/37 5.625           | CUSIP: 31398AFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    500000 | PA      | $547917.69    | 0.05%             | 2037-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 12/40 FIXED 4                                             | GINNIE MAE II POOL G2 12/40 FIXED 4                        | CUSIP: 36202FM78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    338044 | PA      | $326307.80    | 0.03%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 03/34 FIXED 5.5                                            | GINNIE MAE I POOL GN 03/34 FIXED 5.5                       | CUSIP: 36202V7K1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8871 | PA      | $9052.32      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/35 FIXED VAR                         | CUSIP: 31402QYV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48609 | PA      | $50048.91     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/33 FIXED 4.5                         | CUSIP: 31402UR87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5210 | PA      | $5186.36      | 0.00%             | 2033-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 08/33 FIXED 5                                              | GINNIE MAE I POOL GN 08/33 FIXED 5                         | CUSIP: 36202VDP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7070 | PA      | $7131.70      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 06/34 FIXED 5                                              | GINNIE MAE I POOL GN 06/34 FIXED 5                         | CUSIP: 36202VXU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3934 | PA      | $3970.99      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/33 FIXED 4.5                         | CUSIP: 31402VTU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3490 | PA      | $3474.93      | 0.00%             | 2033-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/36 FIXED VAR                         | CUSIP: 31403C6L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27937 | PA      | $28256.68     | 0.00%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 03/31 FIXED 7                                              | GINNIE MAE I POOL GN 03/31 FIXED 7                         | CUSIP: 36207LH35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3243 | PA      | $3318.59      | 0.00%             | 2031-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 05/28 FIXED 6.5                                            | GINNIE MAE I POOL GN 05/28 FIXED 6.5                       | CUSIP: 36209JAX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1180 | PA      | $1211.52      | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/34 FIXED VAR                         | CUSIP: 31403DBZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    272456 | PA      | $275265.71    | 0.03%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/36 FIXED VAR                         | CUSIP: 31403DPZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22041 | PA      | $22295.60     | 0.00%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 01/31 FIXED 7.5                                            | GINNIE MAE I POOL GN 01/31 FIXED 7.5                       | CUSIP: 36209Y5K0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       192 | PA      | $197.47       | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 04/31 FIXED 6.5                                            | GINNIE MAE I POOL GN 04/31 FIXED 6.5                       | CUSIP: 36209YFQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       734 | PA      | $754.97       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/34 FIXED 5.5                         | CUSIP: 31403VPJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29046 | PA      | $29894.41     | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/34 FIXED 4.5                         | CUSIP: 31404YHA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1555 | PA      | $1547.45      | 0.00%             | 2034-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 11/39 FIXED 5                                              | GINNIE MAE I POOL GN 11/39 FIXED 5                         | CUSIP: 3620A9V24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     89403 | PA      | $90376.91     | 0.01%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 02/41 FIXED 4                                              | GINNIE MAE I POOL GN 02/41 FIXED 4                         | CUSIP: 3620AR4A6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    250325 | PA      | $241822.90    | 0.02%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/34 FIXED 5.5                         | CUSIP: 31405NMD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8028 | PA      | $8225.88      | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/35 FLOATING VAR                      | CUSIP: 31406BMG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8415 | PA      | $8575.19      | 0.00%             | 2035-01-01      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 06/40 FIXED 4.5                                            | GINNIE MAE I POOL GN 06/40 FIXED 4.5                       | CUSIP: 3620C0W53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     97743 | PA      | $96696.54     | 0.01%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 01/34 FIXED 6                                              | GINNIE MAE I POOL GN 01/34 FIXED 6                         | CUSIP: 36210RW63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1522 | PA      | $1570.51      | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/36 FLOATING VAR                      | CUSIP: 31406L5A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27216 | PA      | $27861.04     | 0.00%             | 2036-05-01      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/36 FIXED 5.5                         | CUSIP: 31409TRH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16131 | PA      | $16658.99     | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/36 FIXED 6.5                         | CUSIP: 31409VX32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23458 | PA      | $24873.82     | 0.00%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/53 FIXED 6                           | CUSIP: 3140A1VK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1070110 | PA      | $1089203.86   | 0.10%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 05/31 FIXED 6.5                                            | GINNIE MAE I POOL GN 05/31 FIXED 6.5                       | CUSIP: 36210SSG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4054 | PA      | $4175.78      | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 07/29 FIXED 6                                              | GINNIE MAE I POOL GN 07/29 FIXED 6                         | CUSIP: 36211LJJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11636 | PA      | $11851.96     | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/45 FIXED 3.5                         | CUSIP: 3140E0VN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    779131 | PA      | $720182.15    | 0.07%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/46 FIXED 3.5                         | CUSIP: 3140EVK97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    323693 | PA      | $298595.56    | 0.03%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 09/30 FIXED 7.5                                            | GINNIE MAE I POOL GN 09/30 FIXED 7.5                       | CUSIP: 36211RXD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2334 | PA      | $2423.61      | 0.00%             | 2030-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 08/31 FIXED 7                                              | GINNIE MAE I POOL GN 08/31 FIXED 7                         | CUSIP: 36213DG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       690 | PA      | $709.13       | 0.00%             | 2031-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/37 FIXED 3                           | CUSIP: 3140H3ZJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    649174 | PA      | $612918.00    | 0.06%             | 2037-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/48 FIXED 4                           | CUSIP: 3140HBFK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    817280 | PA      | $772141.51    | 0.07%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 01/33 FIXED 6.5                                            | GINNIE MAE I POOL GN 01/33 FIXED 6.5                       | CUSIP: 36213FLD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2674 | PA      | $2759.28      | 0.00%             | 2033-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 02/32 FIXED 6.5                                            | GINNIE MAE I POOL GN 02/32 FIXED 6.5                       | CUSIP: 36213YP63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1587 | PA      | $1641.11      | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/48 FIXED 4.5                         | CUSIP: 3140HMN59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    338789 | PA      | $328743.22    | 0.03%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/48 FIXED VAR                         | CUSIP: 3140J9ZL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    537755 | PA      | $492699.64    | 0.05%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 08/29 FIXED 7                                              | GINNIE MAE I POOL GN 08/29 FIXED 7                         | CUSIP: 36225BFR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       560 | PA      | $570.49       | 0.00%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 12/30 FIXED 7                                              | GINNIE MAE I POOL GN 12/30 FIXED 7                         | CUSIP: 36225BLL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2122 | PA      | $2165.40      | 0.00%             | 2030-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/49 FIXED 4                           | CUSIP: 3140JQQS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    728281 | PA      | $686009.75    | 0.07%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/49 FIXED 3                           | CUSIP: 3140K5FK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1862588 | PA      | $1637495.67   | 0.16%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 09/31 FIXED 7                                              | GINNIE MAE I POOL GN 09/31 FIXED 7                         | CUSIP: 36225BPM4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1260 | PA      | $1293.49      | 0.00%             | 2031-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 11/32 FIXED 6                                              | GINNIE MAE I POOL GN 11/32 FIXED 6                         | CUSIP: 36225BVU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3781 | PA      | $3891.79      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/50 FIXED 2                           | CUSIP: 3140KELG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2761194 | PA      | $2206637.06   | 0.21%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/35 FIXED 2                           | CUSIP: 3140KPKQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1102070 | PA      | $1012545.80   | 0.10%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/50 FIXED 2.5                         | CUSIP: 3140KRCZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2310436 | PA      | $1930092.40   | 0.18%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/52 FIXED 2                           | CUSIP: 3140MAEB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12659807 | PA      | $10117216.15  | 0.97%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/52 FIXED 3                           | CUSIP: 3140MHTC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4340039 | PA      | $3803342.07   | 0.36%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED 5                           | CUSIP: 3140MYAK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1930954 | PA      | $1899009.09   | 0.18%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/50 FIXED 2.5                         | CUSIP: 3140QDZH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3168338 | PA      | $2652707.07   | 0.25%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/50 FIXED 2.5                         | CUSIP: 3140QEBH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1772647 | PA      | $1484157.41   | 0.14%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/51 FIXED 2                           | CUSIP: 3140QMH80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12753009 | PA      | $10271406.18  | 0.98%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/36 FIXED 1.5                         | CUSIP: 3140QMPF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1161910 | PA      | $1043837.74   | 0.10%             | 2036-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/52 FIXED 2                           | CUSIP: 3140QNNU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151638 | PA      | $121609.37    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/52 FIXED 3                           | CUSIP: 3140QNQU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1027206 | PA      | $897611.67    | 0.09%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/52 FIXED 2.5                         | CUSIP: 3140QNUV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1985661 | PA      | $1672432.79   | 0.16%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED 4                           | CUSIP: 3140QPFQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2976657 | PA      | $2779697.58   | 0.27%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED 4                           | CUSIP: 3140QPJA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1618172 | PA      | $1516157.25   | 0.15%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 02/52 FIXED 4                                              | GINNIE MAE I POOL GN 02/52 FIXED 4                         | CUSIP: 3622ABRP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    491614 | PA      | $459268.43    | 0.04%             | 2052-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 02/38 FIXED 5.5                                            | GINNIE MAE I POOL GN 02/38 FIXED 5.5                       | CUSIP: 36241KQ27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9552 | PA      | $9783.11      | 0.00%             | 2038-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 10/40 FIXED 4                                              | GINNIE MAE I POOL GN 10/40 FIXED 4                         | CUSIP: 36241LP42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     80693 | PA      | $78035.50     | 0.01%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 07/40 FIXED 4.5                                            | GINNIE MAE I POOL GN 07/40 FIXED 4.5                       | CUSIP: 36241LUE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    108636 | PA      | $107445.84    | 0.01%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2 GSMS 2016 GS4 A3                                 | GS MORTGAGE SECURITIES TRUST 2 GSMS 2016 GS4 A3            | CUSIP: 36251XAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1573971 | PA      | $1549592.75   | 0.15%             | 2049-11-10      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2 GSMS 2017 GS5 A3                                 | GS MORTGAGE SECURITIES TRUST 2 GSMS 2017 GS5 A3            | CUSIP: 36252HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2742204 | PA      | $2698210.74   | 0.26%             | 2050-03-10      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc.                                                 | GE HEALTHCARE TECHNOLOGIES INC COMPANY GUAR 03/30 5.857    | CUSIP: 36267VAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $264032.78    | 0.03%             | 2030-03-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 09/33 FIXED 5                                              | GINNIE MAE I POOL GN 09/33 FIXED 5                         | CUSIP: 36290QKC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2964 | PA      | $2990.57      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 10/32 VAR         | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    405000 | PA      | $357878.38    | 0.03%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 02/33 VAR         | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $900046.64    | 0.09%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 08/33 FIXED 4.5                                            | GINNIE MAE I POOL GN 08/33 FIXED 4.5                       | CUSIP: 36290SFJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3298 | PA      | $3278.55      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 10/33 FIXED 5                                              | GINNIE MAE I POOL GN 10/33 FIXED 5                         | CUSIP: 36290SKY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4611 | PA      | $4651.12      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 06/34 FIXED 5.5                                            | GINNIE MAE I POOL GN 06/34 FIXED 5.5                       | CUSIP: 36291KAF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1761 | PA      | $1799.25      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 10/38 FIXED 6                                              | GINNIE MAE I POOL GN 10/38 FIXED 6                         | CUSIP: 36295K3P6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26692 | PA      | $27833.99     | 0.00%             | 2038-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 05/38 FIXED 6.5                                            | GINNIE MAE I POOL GN 05/38 FIXED 6.5                       | CUSIP: 36295QDY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32530 | PA      | $34154.43     | 0.00%             | 2038-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 07/38 FIXED 6                                              | GINNIE MAE I POOL GN 07/38 FIXED 6                         | CUSIP: 36296G6H9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21902 | PA      | $22796.61     | 0.00%             | 2038-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 12/38 FIXED 6.5                                            | GINNIE MAE I POOL GN 12/38 FIXED 6.5                       | CUSIP: 36296YTP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20691 | PA      | $21729.91     | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corporation                                                    | GENERAL DYNAMICS CORP COMPANY GUAR 04/30 3.625             | CUSIP: 369550BM9<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    525000 | PA      | $511511.04    | 0.05%             | 2030-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| General Electric Company                                                        | GENERAL ELECTRIC CO SR UNSECURED 03/44 4.5                 | CUSIP: 369604BH5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176230.68    | 0.02%             | 2044-03-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Electric Company                                                        | GENERAL ELECTRIC CO SR UNSECURED 01/39 6.875               | CUSIP: 36962G4B7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    198000 | PA      | $231676.72    | 0.02%             | 2039-01-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 08/28 VAR         | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001328.46   | 0.10%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa S.A.B.                                                           | GRUPO TELEVISA SAB SR UNSECURED 01/40 6.625                | CUSIP: 40049JAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    220000 | PA      | $205827.64    | 0.02%             | 2040-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| General Electric Company                                                        | GENERAL ELECTRIC CO SR UNSECURED 03/32 6.75                | CUSIP: 36962GXZ2<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     66000 | PA      | $74685.71     | 0.01%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| General Mills Inc.                                                              | GENERAL MILLS INC SR UNSECURED 04/30 2.875                 | CUSIP: 370334CL6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    635000 | PA      | $590692.25    | 0.06%             | 2030-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                                          | GENERAL MOTORS CO SR UNSECURED 04/48 5.4                   | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    315000 | PA      | $273610.92    | 0.03%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 06/30 3.6      | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    420000 | PA      | $393003.08    | 0.04%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 10/28 2.4      | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    345000 | PA      | $321099.87    | 0.03%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 01/32 3.1      | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    380000 | PA      | $333881.36    | 0.03%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 04/34 5.95     | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223128.65    | 0.02%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 07/27 5.35     | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304495.12    | 0.03%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 01/35 5.9      | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351856.79    | 0.03%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                                           | GEORGIA POWER CO SR UNSECURED 02/39 5.95                   | CUSIP: 373334JN2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    335000 | PA      | $341868.16    | 0.03%             | 2039-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                               | HEALTHPEAK OP LLC COMPANY GUAR 07/29 3.5                   | CUSIP: 40414LAR0<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    420000 | PA      | $405462.22    | 0.04%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS PLC SUBORDINATED 09/37 6.5                   | CUSIP: 404280AH2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    695000 | PA      | $743388.21    | 0.07%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                                           | GEORGIA POWER CO SR UNSECURED 05/33 4.95                   | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    330000 | PA      | $332556.20    | 0.03%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc.                                                            | GILEAD SCIENCES INC SR UNSECURED 02/45 4.5                 | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    250000 | PA      | $217814.26    | 0.02%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc.                                                            | GILEAD SCIENCES INC SR UNSECURED 06/35 5.1                 | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    375000 | PA      | $379801.60    | 0.04%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc.                                                    | GLAXOSMITHKLINE CAPITAL INC COMPANY GUAR 05/38 6.375       | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    230000 | PA      | $255443.06    | 0.02%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc.                                                    | GLAXOSMITHKLINE CAPITAL INC COMPANY GUAR 05/28 3.875       | CUSIP: 377372AN7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    225000 | PA      | $223976.98    | 0.02%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                                                   | JH COLLATERAL                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |    913463 | NS      | $9136823.52   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS PLC SR UNSECURED 06/29 VAR                   | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1050000 | PA      | $1051516.83   | 0.10%             | 2029-06-19      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS PLC SR UNSECURED 06/31 VAR                   | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $913860.20    | 0.09%             | 2031-06-04      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS PLC SR UNSECURED 05/31 VAR                   | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $254546.83    | 0.02%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| The Hartford Insurance Group Inc.                                               | HARTFORD INSURANCE GROUP INC/T SR UNSECURED 10/36 5.95     | CUSIP: 416515AS3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    170000 | PA      | $177453.77    | 0.02%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HP Inc.                                                                         | HP INC SR UNSECURED 09/41 6                                | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    525000 | PA      | $527172.02    | 0.05%             | 2041-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Company                                              | HEWLETT PACKARD ENTERPRISE CO SR UNSECURED 10/35 6.2       | CUSIP: 42824CAX7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    425000 | PA      | $449423.25    | 0.04%             | 2035-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| The Home Depot Inc.                                                             | HOME DEPOT INC/THE SR UNSECURED 12/36 5.875                | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    155000 | PA      | $166221.18    | 0.02%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| The Home Depot Inc.                                                             | HOME DEPOT INC/THE SR UNSECURED 04/46 4.25                 | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    310000 | PA      | $259779.14    | 0.02%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| The Home Depot Inc.                                                             | HOME DEPOT INC/THE SR UNSECURED 04/30 2.7                  | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    650000 | PA      | $606979.24    | 0.06%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                                    | HONEYWELL INTERNATIONAL INC SR UNSECURED 06/30 1.95        | CUSIP: 438516BZ8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    525000 | PA      | $470010.18    | 0.04%             | 2030-06-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                              | HUNTINGTON BANCSHARES INC/OH SR UNSECURED 01/31 VAR        | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204919.40    | 0.02%             | 2031-01-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                              | HUNTINGTON BANCSHARES INC/OH SUBORDINATED 11/39 VAR        | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    225000 | PA      | $229364.73    | 0.02%             | 2039-11-18      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                               | STATE OF ILLINOIS ILS 06/33 FIXED 5.1                      | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    100343 | PA      | $100642.63    | 0.01%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                               | STATE OF ILLINOIS ILS 07/35 FIXED 7.35                     | CUSIP: 452152GS4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    220000 | PA      | $235223.89    | 0.02%             | 2035-07-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                           | ILLINOIS STATE TOLL HIGHWAY AU ILSTRN 01/34 FIXED 6.184    | CUSIP: 452252FH7<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |    150000 | PA      | $160633.43    | 0.02%             | 2034-01-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Company                                                  | INDIANA MICHIGAN POWER CO SR UNSECURED 03/37 6.05          | CUSIP: 454889AM8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    207000 | PA      | $222799.38    | 0.02%             | 2037-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Company                                                  | INDIANA MICHIGAN POWER CO SR UNSECURED 05/28 3.85          | CUSIP: 454889AS5<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395744.98    | 0.04%             | 2028-05-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc.                                                             | INGERSOLL RAND INC SR UNSECURED 08/33 5.7                  | CUSIP: 45687VAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $230383.81    | 0.02%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                               | INTEL CORP SR UNSECURED 08/31 2                            | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    545000 | PA      | $468159.99    | 0.04%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                               | INTEL CORP SR UNSECURED 02/33 5.2                          | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1038707.07   | 0.10%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                 | INTER-AMERICAN DEVELOPMENT BAN SR UNSECURED 07/26 2        | CUSIP: 4581X0DJ4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |   1000000 | PA      | $979337.69    | 0.09%             | 2026-07-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                 | INTER-AMERICAN DEVELOPMENT BAN SR UNSECURED 01/31 1.125    | CUSIP: 4581X0DS4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |   2000000 | PA      | $1724148.10   | 0.17%             | 2031-01-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                 | INTER-AMERICAN DEVELOPMENT BAN SR UNSECURED 07/28 1.125    | CUSIP: 4581X0DX3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |    500000 | PA      | $462179.76    | 0.04%             | 2028-07-20      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                 | INTER-AMERICAN DEVELOPMENT BAN SR UNSECURED 02/30 4.5      | CUSIP: 4581X0ES3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |    500000 | PA      | $513935.28    | 0.05%             | 2030-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc.                                                  | INTERCONTINENTAL EXCHANGE INC COMPANY GUAR 09/27 3.1       | CUSIP: 45866FAF1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    440000 | PA      | $429528.44    | 0.04%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc.                                                  | INTERCONTINENTAL EXCHANGE INC SR UNSECURED 03/33 4.6       | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497808.00    | 0.05%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                           | INTERNATIONAL BANK FOR RECONST SR UNSECURED 11/27 0.75     | CUSIP: 459058JN4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   1000000 | PA      | $931639.81    | 0.09%             | 2027-11-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                           | INTERNATIONAL BANK FOR RECONST SR UNSECURED 07/26 0.875    | CUSIP: 459058JX2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   1000000 | PA      | $968712.86    | 0.09%             | 2026-07-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corporation                                     | INTERNATIONAL BUSINESS MACHINE SR UNSECURED 11/39 5.6      | CUSIP: 459200GS4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21503.69     | 0.00%             | 2039-11-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corporation                                     | INTERNATIONAL BUSINESS MACHINE SR UNSECURED 06/42 4        | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    210000 | PA      | $173922.67    | 0.02%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| International Paper Company                                                     | INTERNATIONAL PAPER CO SR UNSECURED 09/35 5                | CUSIP: 460146CM3<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    525000 | PA      | $517128.31    | 0.05%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY GOVERNMENT I SR UNSECURED 06/33 5.375                         | REPUBLIC OF ITALY GOVERNMENT I SR UNSECURED 06/33 5.375    | CUSIP: 465410BG2<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |   1000000 | PA      | $1045235.63   | 0.10%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 02/52 4.375                          | JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 02/52 4.375     | CUSIP: 46590XAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    125000 | PA      | $96346.93     | 0.01%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 04/29 VAR                      | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1019600.15   | 0.10%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 07/35 VAR                      | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    485000 | PA      | $490920.68    | 0.05%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 03/31 2.875                       | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    435000 | PA      | $396728.50    | 0.04%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc.                                                                    | PEPSICO INC SR UNSECURED 02/30 4.6                         | CUSIP: 713448GB8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    285000 | PA      | $290264.96    | 0.03%             | 2030-02-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                          | PERUVIAN GOVERNMENT INTERNATIO SR UNSECURED 03/37 6.55     | CUSIP: 715638AU6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    250000 | PA      | $271202.50    | 0.03%             | 2037-03-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc.                                                              | SUNCOR ENERGY INC SR UNSECURED 05/35 5.95                  | CUSIP: 71644EAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    163000 | PA      | $166578.29    | 0.02%             | 2035-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Pfizer Investment Enterprises Pte. Ltd.                                         | PFIZER INVESTMENT ENTERPRISES COMPANY GUAR 05/30 4.65      | CUSIP: 716973AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    400000 | PA      | $405532.19    | 0.04%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                         | PFIZER INVESTMENT ENTERPRISES COMPANY GUAR 05/33 4.75      | CUSIP: 716973AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    350000 | PA      | $348947.77    | 0.03%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                         | PFIZER INVESTMENT ENTERPRISES COMPANY GUAR 05/53 5.3       | CUSIP: 716973AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   1000000 | PA      | $944009.28    | 0.09%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                     | PFIZER INC SR UNSECURED 05/44 4.4                          | CUSIP: 717081DK6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    304000 | PA      | $266152.73    | 0.03%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                | PHILIP MORRIS INTERNATIONAL IN SR UNSECURED 05/38 6.375    | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $333033.93    | 0.03%             | 2038-05-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Company                                                             | PHILLIPS 66 CO COMPANY GUAR 03/28 3.75                     | CUSIP: 718547AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $225976.03    | 0.02%             | 2028-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline L.P. and PAA Finance Corp.                         | PLAINS ALL AMERICAN PIPELINE L SR UNSECURED 02/45 4.9      | CUSIP: 72650RBH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $336243.68    | 0.03%             | 2045-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND GOVERNMENT SR UNSECURED 09/34 5.125                          | REPUBLIC OF POLAND GOVERNMENT SR UNSECURED 09/34 5.125     | CUSIP: 731011AY8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |   1000000 | PA      | $1003742.25   | 0.10%             | 2034-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc.                                                           | BOOKING HOLDINGS INC SR UNSECURED 03/28 3.55               | CUSIP: 741503BC9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    320000 | PA      | $314917.18    | 0.03%             | 2028-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| The Procter and Gamble Company                                                  | PROCTER and GAMBLE CO/THE SR UNSECURED 03/50 3.6           | CUSIP: 742718FK0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    630000 | PA      | $479374.33    | 0.05%             | 2050-03-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Prologis L.P.                                                                   | PROLOGIS LP SR UNSECURED 01/34 5.125                       | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    290000 | PA      | $293525.98    | 0.03%             | 2034-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Public Service Company of Colorado                                              | PUBLIC SERVICE CO OF COLORADO 1ST MORTGAGE 09/42 3.6       | CUSIP: 744448CG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $400404.40    | 0.04%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Incorporated                                                  | QUEST DIAGNOSTICS INC SR UNSECURED 03/45 4.7               | CUSIP: 74834LAY6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    320000 | PA      | $278420.11    | 0.03%             | 2045-03-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Incorporated                                                  | QUEST DIAGNOSTICS INC SR UNSECURED 06/29 4.2               | CUSIP: 74834LBA7<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    320000 | PA      | $318622.43    | 0.03%             | 2029-06-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc.                                                    | RAYMOND JAMES FINANCIAL INC SR UNSECURED 07/46 4.95        | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    525000 | PA      | $471741.94    | 0.05%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                                       | REGAL REXNORD CORP COMPANY GUAR 04/28 6.05                 | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    310000 | PA      | $319449.79    | 0.03%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Regency Centers L.P.                                                            | REGENCY CENTERS LP COMPANY GUAR 07/32 5                    | CUSIP: 75884RBD4<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    320000 | PA      | $323659.26    | 0.03%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc.                                                  | REGENERON PHARMACEUTICALS INC SR UNSECURED 09/50 2.8       | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $626829.55    | 0.06%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc.                                                          | REPUBLIC SERVICES INC SR UNSECURED 03/33 2.375             | CUSIP: 760759BA7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    415000 | PA      | $354560.48    | 0.03%             | 2033-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| Rio Tinto Finance (USA) Limited                                                 | RIO TINTO FINANCE USA LTD COMPANY GUAR 11/40 5.2           | CUSIP: 767201AL0<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    250000 | PA      | $245191.03    | 0.02%             | 2040-11-02      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) PLC                                                     | RIO TINTO FINANCE USA PLC COMPANY GUAR 03/42 4.75          | CUSIP: 76720AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    285000 | PA      | $258278.47    | 0.02%             | 2042-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                      | ROGERS COMMUNICATIONS INC COMPANY GUAR 03/42 4.5           | CUSIP: 775109CJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    735000 | PA      | $626308.93    | 0.06%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc.                                                         | ROPER TECHNOLOGIES INC SR UNSECURED 09/28 4.2              | CUSIP: 776743AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $498240.18    | 0.05%             | 2028-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BANK OF CANADA SR UNSECURED 11/31 2.3                | CUSIP: 78016EYH4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    850000 | PA      | $746633.80    | 0.07%             | 2031-11-03      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BANK OF CANADA SR UNSECURED 01/28 4.9                | CUSIP: 78016FZW7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $305469.61    | 0.03%             | 2028-01-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SandP Global Inc.                                                               | SandP GLOBAL INC COMPANY GUAR 03/32 2.9                    | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    640000 | PA      | $581831.71    | 0.06%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2021 E A1A 144A                              | SMB PRIVATE EDUCATION LOAN TRU SMB 2021 E A1A 144A         | CUSIP: 78450MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    739434 | PA      | $691930.10    | 0.07%             | 2051-02-15      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                                 | SALESFORCE INC SR UNSECURED 07/41 2.7                      | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    445000 | PA      | $320106.93    | 0.03%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| San Diego Gas and Electric Company                                              | SAN DIEGO GAS and ELECTRIC CO 1ST MORTGAGE 09/37 6.125     | CUSIP: 797440BJ2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    202000 | PA      | $212670.96    | 0.02%             | 2037-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                          | SEMPRA SR UNSECURED 02/28 3.4                              | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195262.17    | 0.02%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                                                | SHELL INTERNATIONAL FINANCE BV COMPANY GUAR 12/38 6.375    | CUSIP: 822582AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    130000 | PA      | $144213.47    | 0.01%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc.                                                           | SHELL FINANCE US INC COMPANY GUAR 05/45 4.375              | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $846023.09    | 0.08%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| The Sherwin-Williams Company                                                    | SHERWIN-WILLIAMS CO/THE SR UNSECURED 06/27 3.45            | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    325000 | PA      | $320567.68    | 0.03%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Simon Property Group L.P.                                                       | SIMON PROPERTY GROUP LP SR UNSECURED 06/27 3.375           | CUSIP: 828807DC8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    530000 | PA      | $521858.26    | 0.05%             | 2027-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Solventum Corporation                                                           | SOLVENTUM CORP COMPANY GUAR 03/29 5.4                      | CUSIP: 83444MAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51488.28     | 0.00%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Solventum Corporation                                                           | SOLVENTUM CORP COMPANY GUAR 03/31 5.45                     | CUSIP: 83444MAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $311505.44    | 0.03%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc.                                             | DOMINION ENERGY SOUTH CAROLINA 1ST MORTGAGE 06/43 4.6      | CUSIP: 837004CG3<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    395000 | PA      | $350206.06    | 0.03%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                              | SOUTHERN CALIFORNIA EDISON CO 1ST REF MORT 07/35 5.35      | CUSIP: 842400FA6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126621.98    | 0.01%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Sysco Corporation                                                               | SYSCO CORP COMPANY GUAR 03/35 5.4                          | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50857.30     | 0.00%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TCI Communications Inc.                                                         | TCI COMMUNICATIONS INC SR UNSECURED 02/28 7.125            | CUSIP: 872287AL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $117909.07    | 0.01%             | 2028-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/48 3                     | CUSIP: 912810SD1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1750000 | PA      | $1294248.04   | 0.12%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/49 3                     | CUSIP: 912810SF6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   3000000 | PA      | $2210390.64   | 0.21%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/49 2.875                 | CUSIP: 912810SH2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1500000 | PA      | $1076777.34   | 0.10%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/49 2.25                  | CUSIP: 912810SJ8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2000000 | PA      | $1254609.38   | 0.12%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/50 1.25                  | CUSIP: 912810SN9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   6025000 | PA      | $2893882.81   | 0.28%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/51 2                     | CUSIP: 912810SZ2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  12000000 | PA      | $6918281.28   | 0.66%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/41 2                     | CUSIP: 912810TC2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   6000000 | PA      | $4126406.28   | 0.39%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/42 3.375                 | CUSIP: 912810TK4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   5160000 | PA      | $4330973.45   | 0.41%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/52 4                     | CUSIP: 912810TL2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   6000000 | PA      | $5247421.86   | 0.50%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/53 3.625                 | CUSIP: 912810TN8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2520000 | PA      | $2057146.86   | 0.20%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/43 3.875                 | CUSIP: 912810TQ1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   3480000 | PA      | $3115143.75   | 0.30%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/53 3.625                 | CUSIP: 912810TR9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4050000 | PA      | $3303281.25   | 0.32%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/43 3.875                 | CUSIP: 912810TS7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2175000 | PA      | $1942716.79   | 0.19%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/53 4.125                 | CUSIP: 912810TT5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1725000 | PA      | $1540842.78   | 0.15%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/54 4.25                  | CUSIP: 912810UC0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   8779000 | PA      | $8017010.19   | 0.77%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/44 4.625                 | CUSIP: 912810UF3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    896000 | PA      | $877100.00    | 0.08%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/55 4.625                 | CUSIP: 912810UG1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   8306000 | PA      | $8085371.88   | 0.77%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/45 4.75                  | CUSIP: 912810UJ5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4475000 | PA      | $4451226.56   | 0.43%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/55 4.75                  | CUSIP: 912810UK2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2800000 | PA      | $2784250.00   | 0.27%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/45 5                     | CUSIP: 912810UL0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2180000 | PA      | $2239268.75   | 0.21%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/27 2.25                  | CUSIP: 9128283F5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  20595000 | PA      | $19915204.15  | 1.91%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/28 2.875                 | CUSIP: 9128284N7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4800000 | PA      | $4692937.49   | 0.45%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 01/27 1.5                   | CUSIP: 912828Z78<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   6825000 | PA      | $6583192.37   | 0.63%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/32 2.875                 | CUSIP: 91282CEP2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1930000 | PA      | $1800780.48   | 0.17%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/27 3.125                 | CUSIP: 91282CFH9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4000000 | PA      | $3950781.24   | 0.38%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 09/29 3.875                 | CUSIP: 91282CFL0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   8500000 | PA      | $8539179.73   | 0.82%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 09/27 4.125                 | CUSIP: 91282CFM8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  10000000 | PA      | $10091015.60  | 0.97%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 10/29 4                     | CUSIP: 91282CFT3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   9000000 | PA      | $9085781.25   | 0.87%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 10/27 4.125                 | CUSIP: 91282CFU0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  10000000 | PA      | $10091406.20  | 0.97%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/32 4.125                 | CUSIP: 91282CFV8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   8000000 | PA      | $8055312.48   | 0.77%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/30 4                     | CUSIP: 91282CGQ8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4140000 | PA      | $4180267.96   | 0.40%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/33 4.5                   | CUSIP: 91282CJJ1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  31300000 | PA      | $32150968.75  | 3.08%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/28 4.375                 | CUSIP: 91282CJN2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   7275000 | PA      | $7426467.76   | 0.71%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 04/29 4.625                 | CUSIP: 91282CKP5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   6000000 | PA      | $6187500.00   | 0.59%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/27 4.5                   | CUSIP: 91282CKR1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4700000 | PA      | $4761871.08   | 0.46%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/29 4.5                   | CUSIP: 91282CKT7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2500000 | PA      | $2568164.05   | 0.25%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/31 4.625                 | CUSIP: 91282CKU4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   5550000 | PA      | $5761810.53   | 0.55%             | 2031-05-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 06/27 4.625                 | CUSIP: 91282CKV2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   3000000 | PA      | $3049687.50   | 0.29%             | 2027-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 06/31 4.25                  | CUSIP: 91282CKW0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    805000 | PA      | $819873.63    | 0.08%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 07/27 4.375                 | CUSIP: 91282CKZ3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1000000 | PA      | $1012460.94   | 0.10%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 07/31 4.125                 | CUSIP: 91282CLD1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4900000 | PA      | $4956273.46   | 0.47%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 09/27 3.375                 | CUSIP: 91282CLL3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   3000000 | PA      | $2979257.82   | 0.29%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 09/26 3.5                   | CUSIP: 91282CLP4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   7000000 | PA      | $6963906.25   | 0.67%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 10/29 4.125                 | CUSIP: 91282CLR0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  13301000 | PA      | $13491162.80  | 1.29%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 10/26 4.125                 | CUSIP: 91282CLS8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  20500000 | PA      | $20556855.52  | 1.97%             | 2026-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 10/31 4.125                 | CUSIP: 91282CLU3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   8041000 | PA      | $8124865.14   | 0.78%             | 2031-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/34 4.25                  | CUSIP: 91282CLW9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   5325000 | PA      | $5342472.66   | 0.51%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/27 4.125                 | CUSIP: 91282CLX7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  15200000 | PA      | $15340718.71  | 1.47%             | 2027-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/26 4.25                  | CUSIP: 91282CLY5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4000000 | PA      | $4020625.00   | 0.38%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/50 FIXED 4.5                                             | FREDDIE MAC POOL FR 10/50 FIXED 4.5                        | CUSIP: 3133KKG86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1104400 | PA      | $1069237.79   | 0.10%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 03/51 FIXED 1.5                                             | FREDDIE MAC POOL FR 03/51 FIXED 1.5                        | CUSIP: 3133KLHG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3521955 | PA      | $2669678.31   | 0.26%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/51 FIXED 2                                               | FREDDIE MAC POOL FR 05/51 FIXED 2                          | CUSIP: 3133KLZW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4633236 | PA      | $3689667.96   | 0.35%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/51 FIXED 2                                               | FREDDIE MAC POOL FR 12/51 FIXED 2                          | CUSIP: 3133KNGP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2374099 | PA      | $1894318.18   | 0.18%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 03/52 FIXED 3                                               | FREDDIE MAC POOL FR 03/52 FIXED 3                          | CUSIP: 3133KNVT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1847173 | PA      | $1611243.96   | 0.15%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 07/52 FIXED 4.5                        | CUSIP: 3133KPQ27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    740449 | PA      | $710916.22    | 0.07%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 07/52 FIXED 4.5                        | CUSIP: 3133KPQZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1046473 | PA      | $1004734.26   | 0.10%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/53 FIXED 6.5                                             | FREDDIE MAC POOL FR 09/53 FIXED 6.5                        | CUSIP: 3133KR5Y6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1568707 | PA      | $1633176.60   | 0.16%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corporation                                                      | KIMBERLY-CLARK CORP SR UNSECURED 07/46 3.2                 | CUSIP: 494368BV4<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $210660.44    | 0.02%             | 2046-07-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corporation                                                      | KIMBERLY-CLARK CORP SR UNSECURED 02/33 4.5                 | CUSIP: 494368CE1<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    220000 | PA      | $220194.84    | 0.02%             | 2033-02-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                             | KIMCO REALTY OP LLC COMPANY GUAR 12/31 2.25                | CUSIP: 49446RAY5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    265000 | PA      | $229491.56    | 0.02%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners L.P.                                              | KINDER MORGAN ENERGY PARTNERS COMPANY GUAR 09/39 6.5       | CUSIP: 494550BD7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    180000 | PA      | $191257.58    | 0.02%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners L.P.                                              | KINDER MORGAN ENERGY PARTNERS COMPANY GUAR 03/41 6.375     | CUSIP: 494550BH8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77481.93     | 0.01%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc.                                                              | KINDER MORGAN INC COMPANY GUAR 02/29 5                     | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    625000 | PA      | $634742.90    | 0.06%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc.                                                              | KINDER MORGAN INC COMPANY GUAR 06/45 5.55                  | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    400000 | PA      | $377319.69    | 0.04%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                       | KRAFT HEINZ FOODS CO COMPANY GUAR 01/39 6.875              | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     40000 | PA      | $44249.71     | 0.00%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                       | KRAFT HEINZ FOODS CO COMPANY GUAR 06/26 3                  | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    458000 | PA      | $452021.75    | 0.04%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                       | KRAFT HEINZ FOODS CO COMPANY GUAR 01/29 4.625              | CUSIP: 50077LAT3<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    290000 | PA      | $292921.65    | 0.03%             | 2029-01-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| The Kroger Co.                                                                  | KROGER CO/THE SR UNSECURED 02/26 3.5                       | CUSIP: 501044DC2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    535000 | PA      | $531754.89    | 0.05%             | 2026-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc.                                                      | L3HARRIS TECHNOLOGIES INC SR UNSECURED 12/29 2.9           | CUSIP: 502431AF6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    300000 | PA      | $281633.17    | 0.03%             | 2029-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| LYB International Finance II B.V.                                               | LYB INTERNATIONAL FINANCE II B COMPANY GUAR 03/27 3.5      | CUSIP: 50247WAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    400000 | PA      | $394218.95    | 0.04%             | 2027-03-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Laboratory Corporation of America Holdings                                      | LABORATORY CORP OF AMERICA HOL COMPANY GUAR 12/29 2.95     | CUSIP: 50540RAW2<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    530000 | PA      | $498854.68    | 0.05%             | 2029-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Lennar Corporation                                                              | LENNAR CORP COMPANY GUAR 11/27 4.75                        | CUSIP: 526057CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $317148.98    | 0.03%             | 2027-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Company                                                           | ELI LILLY and CO SR UNSECURED 05/50 2.25                   | CUSIP: 532457BY3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    530000 | PA      | $302499.08    | 0.03%             | 2050-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Company                                                           | ELI LILLY and CO SR UNSECURED 02/30 4.75                   | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    275000 | PA      | $281950.97    | 0.03%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                                     | LOCKHEED MARTIN CORP SR UNSECURED 03/45 3.8                | CUSIP: 539830BD0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    425000 | PA      | $334869.96    | 0.03%             | 2045-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                                     | LOCKHEED MARTIN CORP SR UNSECURED 01/33 5.25               | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    505000 | PA      | $524209.14    | 0.05%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Lowe`s Companies Inc.                                                           | LOWE'S COS INC SR UNSECURED 04/29 3.65                     | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    600000 | PA      | $586014.20    | 0.06%             | 2029-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Lowe`s Companies Inc.                                                           | LOWE'S COS INC SR UNSECURED 04/32 3.75                     | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    550000 | PA      | $518718.10    | 0.05%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MandT Bank Corporation                                                          | MandT BANK CORP SR UNSECURED 08/28 VAR                     | CUSIP: 55261FAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100245.23    | 0.01%             | 2028-08-16      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| MandT Bank Corporation                                                          | MandT BANK CORP SR UNSECURED 01/34 VAR                     | CUSIP: 55261FAR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $123233.65    | 0.01%             | 2034-01-27      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| MandT Bank Corporation                                                          | MandT BANK CORP SR UNSECURED 07/31 VAR                     | CUSIP: 55261FAY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    124000 | PA      | $126054.10    | 0.01%             | 2031-07-08      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP SR UNSECURED 03/47 5.2                             | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    155000 | PA      | $135212.66    | 0.01%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP SR UNSECURED 02/29 4.8                             | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    420000 | PA      | $424017.94    | 0.04%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP SR UNSECURED 03/33 5                               | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    315000 | PA      | $310617.17    | 0.03%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Marsh and McLennan Companies Inc.                                               | MARSH and MCLENNAN COS INC SR UNSECURED 03/49 4.9          | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    265000 | PA      | $239378.67    | 0.02%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Marsh and McLennan Companies Inc.                                               | MARSH and MCLENNAN COS INC SR UNSECURED 12/31 2.375        | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    250000 | PA      | $218891.05    | 0.02%             | 2031-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc.                                                  | MARTIN MARIETTA MATERIALS INC SR UNSECURED 07/31 2.4       | CUSIP: 573284AW6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $264555.41    | 0.03%             | 2031-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Mastercard Incorporated                                                         | MASTERCARD INC SR UNSECURED 11/26 2.95                     | CUSIP: 57636QAG9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295728.35    | 0.03%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Mastercard Incorporated                                                         | MASTERCARD INC SR UNSECURED 11/31 2                        | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    385000 | PA      | $335583.17    | 0.03%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corporation                                                          | MCDONALD'S CORP SR UNSECURED 05/29 5                       | CUSIP: 58013MFX7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    550000 | PA      | $564981.72    | 0.05%             | 2029-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corporation                                                          | MCDONALD'S CORP SR UNSECURED 03/35 4.95                    | CUSIP: 58013MGA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499705.83    | 0.05%             | 2035-03-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| McKesson Corporation                                                            | MCKESSON CORP SR UNSECURED 05/32 4.95                      | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    220000 | PA      | $222950.01    | 0.02%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Merck and Co. Inc.                                                              | MERCK and CO INC SR UNSECURED 12/31 2.15                   | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    350000 | PA      | $305489.19    | 0.03%             | 2031-12-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Merck and Co. Inc.                                                              | MERCK and CO INC SR UNSECURED 05/53 5                      | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    250000 | PA      | $229828.53    | 0.02%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SUBORDINATED 05/38 7.75               | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    480000 | PA      | $572980.70    | 0.05%             | 2038-05-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                          | MICRON TECHNOLOGY INC SR UNSECURED 09/33 5.875             | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    270000 | PA      | $282070.89    | 0.03%             | 2033-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments L.P.                                                     | MID-AMERICA APARTMENTS LP SR UNSECURED 03/29 3.95          | CUSIP: 59523UAQ0<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    420000 | PA      | $414743.33    | 0.04%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Company                                               | BERKSHIRE HATHAWAY ENERGY CO SR UNSECURED 04/36 6.125      | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    456000 | PA      | $490425.40    | 0.05%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial GroupInc.                                              | MITSUBISHI UFJ FINANCIAL GROUP SR UNSECURED 07/27 VAR      | CUSIP: 606822BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   1360000 | PA      | $1319537.48   | 0.13%             | 2027-07-20      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial GroupInc.                                              | MITSUBISHI UFJ FINANCIAL GROUP SR UNSECURED 02/34 VAR      | CUSIP: 606822CX0<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |    215000 | PA      | $221316.72    | 0.02%             | 2034-02-22      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc.                                                     | MIZUHO FINANCIAL GROUP INC SR UNSECURED 05/27 VAR          | CUSIP: 60687YBP3<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |    800000 | PA      | $777459.51    | 0.07%             | 2027-05-22      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Company                                                   | MOLSON COORS BEVERAGE CO COMPANY GUAR 05/42 5              | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136818.27    | 0.01%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc.                                                     | MONDELEZ INTERNATIONAL INC SR UNSECURED 05/48 4.625        | CUSIP: 609207AP0<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $248540.33    | 0.02%             | 2048-05-07      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST MSC 2021 L5 A4                                   | MORGAN STANLEY CAPITAL I TRUST MSC 2021 L5 A4              | CUSIP: 61691YAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1788751.80   | 0.17%             | 2054-05-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 04/31 VAR                      | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $958957.34    | 0.09%             | 2031-04-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 01/29 VAR                      | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    635000 | PA      | $625934.12    | 0.06%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 01/47 4.375                    | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $932252.55    | 0.09%             | 2047-01-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 07/27 VAR                      | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    525000 | PA      | $509281.45    | 0.05%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 10/28 VAR                      | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1093759.91   | 0.10%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc.                                                         | MOTOROLA SOLUTIONS INC SR UNSECURED 05/29 4.6              | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175870.11    | 0.02%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc.                                                         | MOTOROLA SOLUTIONS INC SR UNSECURED 04/34 5.4              | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178474.34    | 0.02%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Utah Acquisition Sub Inc.                                                       | UTAH ACQUISITION SUB INC COMPANY GUAR 06/26 3.95           | CUSIP: 62854AAN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    302000 | PA      | $299147.14    | 0.03%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 05/30 3.4                           | NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 05/30 3.4      | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    520000 | PA      | $492182.61    | 0.05%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc.                                                                     | NASDAQ INC SR UNSECURED 01/31 1.65                         | CUSIP: 63111XAD3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $431104.21    | 0.04%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                               | NATWEST GROUP PLC SR UNSECURED 05/31 VAR                   | CUSIP: 639057AV0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    300000 | PA      | $304909.23    | 0.03%             | 2031-05-23      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Netflix Inc.                                                                    | NETFLIX INC SR UNSECURED 04/28 4.875                       | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    320000 | PA      | $326702.98    | 0.03%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                   | NEW JERSEY TURNPIKE AUTHORITY NJSTRN 01/41 FIXED 7.102     | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |     90000 | PA      | $103086.79    | 0.01%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority                                    | NEW YORK CITY TRANSITIONAL FIN NYCGEN 05/38 FIXED 5.588    | CUSIP: 64972JUT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $514162.60    | 0.05%             | 2038-05-01      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                              | NEW YORK STATE DORMITORY AUTHO NYSHGR 03/39 FIXED 5.628    | CUSIP: 64990FMT8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    340000 | PA      | $349736.14    | 0.03%             | 2039-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corporation                                            | EMPIRE STATE DEVELOPMENT CORP NYSDEV 03/39 FIXED 5.77      | CUSIP: 650035TD0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    235000 | PA      | $242481.81    | 0.02%             | 2039-03-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Newmont Corporation                                                             | NEWMONT CORP COMPANY GUAR 03/42 4.875                      | CUSIP: 651639AP1<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    290000 | PA      | $268812.70    | 0.03%             | 2042-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NIKE Inc.                                                                       | NIKE INC SR UNSECURED 03/30 2.85                           | CUSIP: 654106AK9<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235514.41    | 0.02%             | 2030-03-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                   | NISOURCE INC SR UNSECURED 06/33 5.4                        | CUSIP: 65473PAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $971572.62    | 0.09%             | 2033-06-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                   | NISOURCE INC SR UNSECURED 03/48 3.95                       | CUSIP: 65473QBG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $231515.96    | 0.02%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                                    | NORFOLK SOUTHERN CORP SR UNSECURED 10/41 4.837             | CUSIP: 655844BH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $237888.93    | 0.02%             | 2041-10-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| The Walt Disney Company                                                         | WALT DISNEY CO/THE COMPANY GUAR 01/31 2.65                 | CUSIP: 254687FX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $368757.30    | 0.04%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp.                                                       | TWDC ENTERPRISES 18 CORP COMPANY GUAR 06/44 4.125          | CUSIP: 25468PDB9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    525000 | PA      | $438006.16    | 0.04%             | 2044-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                            | DOMINION ENERGY INC SR UNSECURED 04/30 3.375               | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    530000 | PA      | $503672.79    | 0.05%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| The Dow Chemical Company                                                        | DOW CHEMICAL CO/THE SR UNSECURED 05/39 9.4                 | CUSIP: 260543BY8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    130000 | PA      | $170202.30    | 0.02%             | 2039-05-15      | Fixed         | 9.40%                 | No            |                  2 | On Loan: No      |
| The Dow Chemical Company                                                        | DOW CHEMICAL CO/THE SR UNSECURED 11/42 4.375               | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    420000 | PA      | $341757.63    | 0.03%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc.                                                          | DUPONT DE NEMOURS INC SR UNSECURED 11/38 5.319             | CUSIP: 26078JAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    262000 | PA      | $271206.81    | 0.03%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                         | DUKE ENERGY CORP SR UNSECURED 12/45 4.8                    | CUSIP: 26441CAP0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $432988.52    | 0.04%             | 2045-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                         | DUKE ENERGY CORP SR UNSECURED 06/30 2.45                   | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    725000 | PA      | $657893.19    | 0.06%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                         | DUKE ENERGY CORP SR UNSECURED 08/52 5                      | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    630000 | PA      | $552323.46    | 0.05%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                         | DUKE ENERGY CORP SR UNSECURED 09/33 5.75                   | CUSIP: 26441CBZ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $525149.47    | 0.05%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAROLINAS LLC 1ST REF MORT 01/38 6             | CUSIP: 26442CAB0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    300000 | PA      | $319699.66    | 0.03%             | 2038-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Eaton Corporation                                                               | EATON CORP COMPANY GUAR 09/27 3.103                        | CUSIP: 278062AG9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490811.00    | 0.05%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Eaton Capital Unlimited Company                                                 | EATON CAPITAL ULC COMPANY GUAR 05/30 4.45                  | CUSIP: 27806HAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    340000 | PA      | $341592.83    | 0.03%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP SR UNSECURED 06/27 5.5                  | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    635000 | PA      | $646349.02    | 0.06%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP SR UNSECURED 05/30 3.75                 | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    455000 | PA      | $436553.64    | 0.04%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc.                                                              | ENTERGY TEXAS INC 1ST MORTGAGE 03/31 1.75                  | CUSIP: 29365TAK0<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    730000 | PA      | $629682.41    | 0.06%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODUCTS OPERATING COMPANY GUAR 03/33 6.875     | CUSIP: 293791AF6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    130000 | PA      | $146370.78    | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODUCTS OPERATING COMPANY GUAR 08/42 4.85      | CUSIP: 29379VAW3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    325000 | PA      | $297185.26    | 0.03%             | 2042-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODUCTS OPERATING COMPANY GUAR 02/52 3.2       | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    700000 | PA      | $456758.69    | 0.04%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| Equifax Inc.                                                                    | EQUIFAX INC SR UNSECURED 05/30 3.1                         | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    855000 | PA      | $799826.00    | 0.08%             | 2030-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Equinix Inc.                                                                    | EQUINIX INC SR UNSECURED 07/30 2.15                        | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    400000 | PA      | $355982.39    | 0.03%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio L.P.                                                            | ESSEX PORTFOLIO LP COMPANY GUAR 01/30 3                    | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    215000 | PA      | $201045.75    | 0.02%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| The Estee Lauder Companies Inc.                                                 | ESTEE LAUDER COS INC/THE SR UNSECURED 04/30 2.6            | CUSIP: 29736RAQ3<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    635000 | PA      | $585506.47    | 0.06%             | 2030-04-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVESTMENT BANK SR UNSECURED 02/36 4.875          | CUSIP: 298785DV5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | LU        |   1000000 | PA      | $1046756.00   | 0.10%             | 2036-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVESTMENT BANK SR UNSECURED 03/27 4.375          | CUSIP: 298785KB1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | LU        |   1500000 | PA      | $1513702.40   | 0.14%             | 2027-03-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                               | EVERSOURCE ENERGY SR UNSECURED 04/29 4.25                  | CUSIP: 30040WAF5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    330000 | PA      | $326780.80    | 0.03%             | 2029-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                             | CONSTELLATION ENERGY GENERATIO SR UNSECURED 10/39 6.25     | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    160000 | PA      | $170804.07    | 0.02%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Exelon Corporation                                                              | EXELON CORP SR UNSECURED 04/26 3.4                         | CUSIP: 30161NAU5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    542000 | PA      | $537227.51    | 0.05%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Exelon Corporation                                                              | EXELON CORP SR UNSECURED 03/31 5.125                       | CUSIP: 30161NBR1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204861.17    | 0.02%             | 2031-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 07/52 FIXED 4.5                        | CUSIP: 3132DNNQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1809060 | PA      | $1743688.31   | 0.17%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/52 FIXED 2.5                                             | FREDDIE MAC POOL FR 04/52 FIXED 2.5                        | CUSIP: 3132DNPG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6829771 | PA      | $5713992.35   | 0.55%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 03/53 FIXED 6                                               | FREDDIE MAC POOL FR 03/53 FIXED 6                          | CUSIP: 3132DP2K3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1171747 | PA      | $1197882.38   | 0.11%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/53 FIXED 5.5                                             | FREDDIE MAC POOL FR 04/53 FIXED 5.5                        | CUSIP: 3132DP3N6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1698363 | PA      | $1706843.16   | 0.16%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/52 FIXED 6                                               | FREDDIE MAC POOL FR 12/52 FIXED 6                          | CUSIP: 3132DPRD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    956898 | PA      | $978950.47    | 0.09%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 03/53 FIXED 5                                               | FREDDIE MAC POOL FR 03/53 FIXED 5                          | CUSIP: 3132DPUP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    497517 | PA      | $490751.02    | 0.05%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/53 FIXED 5                                               | FREDDIE MAC POOL FR 07/53 FIXED 5                          | CUSIP: 3132DQ3C8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    907572 | PA      | $893753.87    | 0.09%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/53 FIXED 5.5                                             | FREDDIE MAC POOL FR 07/53 FIXED 5.5                        | CUSIP: 3132DQUC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    895538 | PA      | $900905.02    | 0.09%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/53 FIXED 6                                               | FREDDIE MAC POOL FR 07/53 FIXED 6                          | CUSIP: 3132DQXR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    843386 | PA      | $864404.03    | 0.08%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/53 FIXED 5.5                                             | FREDDIE MAC POOL FR 09/53 FIXED 5.5                        | CUSIP: 3132DSGS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1009578 | PA      | $1012599.85   | 0.10%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 3                                               | FREDDIE MAC POOL FR 08/52 FIXED 3                          | CUSIP: 3132DTFN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    515764 | PA      | $453273.34    | 0.04%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/54 FIXED 5.5                                             | FREDDIE MAC POOL FR 09/54 FIXED 5.5                        | CUSIP: 3132DUBM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1905351 | PA      | $1916651.25   | 0.18%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/54 FIXED 5.5                                             | FREDDIE MAC POOL FR 09/54 FIXED 5.5                        | CUSIP: 3132DUGR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1001268 | PA      | $1001762.24   | 0.10%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/54 FIXED 5.5                                             | FREDDIE MAC POOL FR 12/54 FIXED 5.5                        | CUSIP: 3132DUY43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    582026 | PA      | $584386.76    | 0.06%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/53 FIXED 6                                               | FREDDIE MAC POOL FR 09/53 FIXED 6                          | CUSIP: 3132E0NN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    872422 | PA      | $893345.25    | 0.09%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 11/41 FIXED 4.5                                        | FREDDIE MAC GOLD POOL FG 11/41 FIXED 4.5                   | CUSIP: 3132GK5A0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    176369 | PA      | $174653.61    | 0.02%             | 2041-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 10/42 FIXED 3                                          | FREDDIE MAC GOLD POOL FG 10/42 FIXED 3                     | CUSIP: 3132HM4M0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    806753 | PA      | $735997.20    | 0.07%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 09/47 FIXED 4                                          | FREDDIE MAC GOLD POOL FG 09/47 FIXED 4                     | CUSIP: 3132L8YS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    614856 | PA      | $582218.80    | 0.06%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 07/46 FIXED 3                                          | FREDDIE MAC GOLD POOL FG 07/46 FIXED 3                     | CUSIP: 3132WFG52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    534233 | PA      | $475960.43    | 0.05%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 11/48 FIXED 4.5                                        | FREDDIE MAC GOLD POOL FG 11/48 FIXED 4.5                   | CUSIP: 3132Y33P7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    458612 | PA      | $445299.80    | 0.04%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 06/48 FIXED 3.5                                        | FREDDIE MAC GOLD POOL FG 06/48 FIXED 3.5                   | CUSIP: 31335BRF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    545527 | PA      | $500469.59    | 0.05%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/52 FIXED 2.5                                             | FREDDIE MAC POOL FR 01/52 FIXED 2.5                        | CUSIP: 3133B2YC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    231764 | PA      | $194335.25    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/27 FIXED 6                           | CUSIP: 31371NGL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6159 | PA      | $6219.07      | 0.00%             | 2027-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/47 FIXED 4                           | CUSIP: 3138WKQG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137416 | PA      | $130083.61    | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/43 FIXED 3                           | CUSIP: 3138WPG24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1234926 | PA      | $1121052.97   | 0.11%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc.                                            | NEXTERA ENERGY CAPITAL HOLDING COMPANY GUAR 06/30 2.25     | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    730000 | PA      | $657424.71    | 0.06%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc.                                            | NEXTERA ENERGY CAPITAL HOLDING COMPANY GUAR 02/53 5.25     | CUSIP: 65339KCQ1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    725000 | PA      | $669358.51    | 0.06%             | 2053-02-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc.                                                            | NOMURA HOLDINGS INC SR UNSECURED 01/30 3.103               | CUSIP: 65535HAQ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1050000 | PA      | $980844.41    | 0.09%             | 2030-01-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                    | NORTHROP GRUMMAN CORP SR UNSECURED 01/28 3.25              | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122119.21    | 0.01%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                    | NORTHROP GRUMMAN CORP SR UNSECURED 05/30 4.4               | CUSIP: 666807BS0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200277.51    | 0.02%             | 2030-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Nucor Corporation                                                               | NUCOR CORP SR UNSECURED 06/30 2.7                          | CUSIP: 670346AS4<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276769.41    | 0.03%             | 2030-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corporation                                                              | NVIDIA CORP SR UNSECURED 06/31 2                           | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    425000 | PA      | $377030.88    | 0.04%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 09/30 6.625         | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    385000 | PA      | $407091.30    | 0.04%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 08/29 5.2           | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250804.00    | 0.02%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 01/32 5.375         | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99177.11     | 0.01%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Company LLC                                             | ONCOR ELECTRIC DELIVERY CO LLC SR SECURED 09/38 7.5        | CUSIP: 68233JAF1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    188000 | PA      | $225476.10    | 0.02%             | 2038-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Company LLC                                             | ONCOR ELECTRIC DELIVERY CO LLC SR SECURED 09/32 4.55       | CUSIP: 68233JCK8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113546.15    | 0.01%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc.                                                                      | ONEOK INC COMPANY GUAR 11/28 5.65                          | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    390000 | PA      | $404022.28    | 0.04%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc.                                                                      | ONEOK INC COMPANY GUAR 09/53 6.625                         | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    375000 | PA      | $389724.19    | 0.04%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners L.P.                                                             | ONEOK PARTNERS LP COMPANY GUAR 10/36 6.65                  | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    288000 | PA      | $309414.09    | 0.03%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 05/45 4.125                       | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    545000 | PA      | $433096.41    | 0.04%             | 2045-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 09/29 4.2                         | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297934.67    | 0.03%             | 2029-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                           | PNC FINANCIAL SERVICES GROUP I SR UNSECURED 04/29 3.45     | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1030644.05   | 0.10%             | 2029-04-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                           | PNC FINANCIAL SERVICES GROUP I SR UNSECURED 01/27 VAR      | CUSIP: 693475BL8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300438.76    | 0.03%             | 2027-01-26      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                           | PNC FINANCIAL SERVICES GROUP I SR UNSECURED 05/31 VAR      | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    320000 | PA      | $324064.41    | 0.03%             | 2031-05-13      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-30

**Name of Applicant:** John Hancock Variable Insurance Trust

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer