# EDGAR Filing Document

**Accession Number:** 0000756913
**File Stem:** 0001145549-23-009624
**Filing Date:** 2023-2
**Character Count:** 394547
**Document Hash:** af8c1cff022a6a4192d2ff5887fb34ff
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-009624.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001145549-23-009624

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JOHN HANCOCK VARIABLE INSURANCE TRUST
- **CENTRAL INDEX KEY:** 0000756913
- **IRS NUMBER:** 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:** 23664355

**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          |  |
| C000117965 | Series I     | JTBMX           |
| C000117966 | Series II    |  |

## 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:** 617-312-0176

**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:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $860404820.85

**Total Liabilities:** $67526.96

**Net Assets:** $860337293.89

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1143.115915000000 | **1-Year:** -26340.447349000000 | **5-Year:** -87198.894249000000 | **10-Year:** -145111.533135000000 | **30-Year:** -63844.550207999900

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

- **3-Month:** -22.534272000000 | **1-Year:** -390.339474000000 | **5-Year:** -1038.356648000000 | **10-Year:** -1353.497427000000 | **30-Year:** -348.618972000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000022342 | -1.26%               | 3.63%                | -0.68%               |
| Class ID C000117965 | -1.32%               | 3.63%                | -0.68%               |
| Class ID C000117966 | -1.31%               | 3.63%                | -0.68%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1062.07                | $-10648325.80                              |
| Month 2  | $-462617.47              | $26445370.46                               |
| Month 3  | $-216923.31              | $-7979826.33                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| The Allstate Corporation                                                        | ALLSTATE CORP/THE SR UNSECURED 12/26 3.28                   | CUSIP: 020002BD2<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $474710.69    | 0.06%             | 2026-12-15      | Fixed         | 3.28%                 | 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      | $428627.87    | 0.05%             | 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      | $511058.98    | 0.06%             | 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        |    609000 | PA      | $420169.38    | 0.05%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                             | ABBOTT LABORATORIES SR UNSECURED 03/25 2.95                 | CUSIP: 002824BB5<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    300000 | PA      | $289693.70    | 0.03%             | 2025-03-15      | Fixed         | 2.95%                 | 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      | $275508.33    | 0.03%             | 2026-11-30      | Fixed         | 3.75%                 | 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      | $234772.96    | 0.03%             | 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      | $233782.76    | 0.03%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 11/42 4.4                           | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    260000 | PA      | $225529.81    | 0.03%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 05/26 3.2                           | CUSIP: 00287YAY5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    716000 | PA      | $677928.92    | 0.08%             | 2026-05-14      | Fixed         | 3.20%                 | 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      | $375372.75    | 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        |    400000 | PA      | $265298.73    | 0.03%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 11/29 3.2                           | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $901474.00    | 0.10%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc.                                                         | CHUBB INA HOLDINGS INC COMPANY GUAR 05/26 3.35              | CUSIP: 00440EAV9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    300000 | PA      | $287177.92    | 0.03%             | 2026-05-03      | Fixed         | 3.35%                 | 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        |    600000 | PA      | $514466.74    | 0.06%             | 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      | $504168.67    | 0.06%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Allergan Funding SCS                                                            | ALLERGAN FUNDING SCS COMPANY GUAR 03/45 4.75                | CUSIP: 00507UAU5<br>LEI: 222100FLFVOSKCBCAR54 | Long             | DBT              | CORP              | LU        |    321000 | PA      | $246004.42    | 0.03%             | 2045-03-15      | Fixed         | 4.75%                 | 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        |    400000 | PA      | $381773.87    | 0.04%             | 2026-04-03      | Fixed         | 4.45%                 | 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      | $326660.12    | 0.04%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corporation                                                        | DEVON FINANCING CO LLC COMPANY GUAR 09/31 7.875             | CUSIP: 25179SAD2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    170000 | PA      | $191833.99    | 0.02%             | 2031-09-30      | Fixed         | 7.88%                 | 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        |    200000 | PA      | $189348.78    | 0.02%             | 2028-07-15      | Fixed         | 4.45%                 | 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        |    500000 | PA      | $428068.78    | 0.05%             | 2044-06-01      | Fixed         | 4.12%                 | 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        |    500000 | PA      | $390880.38    | 0.05%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp.                                                       | TWDC ENTERPRISES 18 CORP COMPANY GUAR 09/25 3.15            | CUSIP: 25468PDF0<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479048.38    | 0.06%             | 2025-09-17      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                    | DISCOVERY COMMUNICATIONS LLC COMPANY GUAR 05/29 4.125       | CUSIP: 25470DBF5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    900000 | PA      | $779908.53    | 0.09%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                    | DISCOVERY COMMUNICATIONS LLC COMPANY GUAR 05/49 5.3         | CUSIP: 25470DBG3<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    400000 | PA      | $302435.33    | 0.04%             | 2049-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                            | DOMINION ENERGY INC SR UNSECURED 10/25 3.9                  | CUSIP: 25746UCE7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    242000 | PA      | $235675.10    | 0.03%             | 2025-10-01      | Fixed         | 3.90%                 | 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        |    600000 | PA      | $528729.80    | 0.06%             | 2030-04-01      | Fixed         | 3.38%                 | 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        |    590000 | PA      | $488532.50    | 0.06%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                         | DUKE ENERGY CORP SR UNSECURED 04/24 3.75                    | CUSIP: 26441CAN5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491083.47    | 0.06%             | 2024-04-15      | Fixed         | 3.75%                 | 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        |     40716 | PA      | $41000.10     | 0.00%             | 2036-02-01      | Fixed         | 5.00%                 | 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        |    405969 | PA      | $407746.58    | 0.05%             | 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        |     32848 | PA      | $33091.34     | 0.00%             | 2036-07-01      | Fixed         | 5.00%                 | 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        |     45613 | PA      | $46726.69     | 0.01%             | 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        |      2026 | PA      | $2001.39      | 0.00%             | 2034-06-01      | Fixed         | 4.50%                 | 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        |     18661 | PA      | $19074.36     | 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        |     11952 | PA      | $11823.42     | 0.00%             | 2035-01-01      | Floating      | 1.71%                 | 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        |     39472 | PA      | $40199.05     | 0.00%             | 2036-05-01      | Floating      | 3.08%                 | 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        |     36265 | PA      | $37766.95     | 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        |     73639 | PA      | $74076.82     | 0.01%             | 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        |     25806 | PA      | $26522.35     | 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        |     17026 | PA      | $17753.47     | 0.00%             | 2036-05-01      | Fixed         | 6.00%                 | 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        |     22612 | PA      | $23275.81     | 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        |     27518 | PA      | $29267.52     | 0.00%             | 2036-02-01      | Fixed         | 6.50%                 | 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        |    976099 | PA      | $911882.61    | 0.11%             | 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        |    408013 | PA      | $380149.91    | 0.04%             | 2046-07-01      | Fixed         | 3.50%                 | 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        |    888183 | PA      | $828385.93    | 0.10%             | 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        |   1037862 | PA      | $991490.61    | 0.12%             | 2048-05-01      | Fixed         | 4.00%                 | 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        |    467601 | PA      | $452938.89    | 0.05%             | 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        |    663725 | PA      | $613836.56    | 0.07%             | 2048-11-01      | Fixed         | 3.50%                 | 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        |    939664 | PA      | $893642.35    | 0.10%             | 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        |   2199197 | PA      | $1959045.28   | 0.23%             | 2049-12-01      | Fixed         | 3.00%                 | 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        |   3223577 | PA      | $2651836.18   | 0.31%             | 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        |   1504848 | PA      | $1343694.11   | 0.16%             | 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        |   2811838 | PA      | $2406162.71   | 0.28%             | 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        |  14866401 | PA      | $12192497.60  | 1.42%             | 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        |   8306729 | PA      | $7361347.07   | 0.86%             | 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        |   3986531 | PA      | $3947014.50   | 0.46%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K047 A2                                     | FREDDIE MAC MULTIFAMILY STRUCT FHMS K047 A2                 | CUSIP: 3137BKRJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $677953.57    | 0.08%             | 2025-05-25      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K050 A2                                     | FREDDIE MAC MULTIFAMILY STRUCT FHMS K050 A2                 | CUSIP: 3137BLW95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $676708.62    | 0.08%             | 2025-08-25      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                          | FEDERAL HOME LOAN MORTGAGE COR NOTES 06/23 2.75             | CUSIP: 3137EAEN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   2000000 | PA      | $1983123.36   | 0.23%             | 2023-06-19      | Fixed         | 2.75%                 | 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        |       261 | PA      | $277.86       | 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        |      1432 | PA      | $1506.52      | 0.00%             | 2031-05-01      | Fixed         | 7.00%                 | 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        |    210000 | PA      | $237553.54    | 0.03%             | 2038-05-15      | Fixed         | 6.38%                 | 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        |       858 | PA      | $903.63       | 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        |      2072 | PA      | $2182.20      | 0.00%             | 2031-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc.                                                    | GLAXOSMITHKLINE CAPITAL INC COMPANY GUAR 05/25 3.625        | CUSIP: 377372AM9<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488221.57    | 0.06%             | 2025-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 01/23 3.625        | CUSIP: 38141GRD8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499580.09    | 0.06%             | 2023-01-22      | Fixed         | 3.62%                 | 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        |      2053 | PA      | $2177.19      | 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        |      2373 | PA      | $2506.63      | 0.00%             | 2030-09-01      | Fixed         | 7.50%                 | 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        |    700000 | PA      | $584163.40    | 0.07%             | 2030-02-07      | Fixed         | 2.60%                 | 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      | $811980.53    | 0.09%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 05/25 2.95                         | CUSIP: 68389XBC8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    550000 | PA      | $521816.81    | 0.06%             | 2025-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 05/45 4.125                        | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $377085.84    | 0.04%             | 2045-05-15      | Fixed         | 4.12%                 | 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        |      1573 | PA      | $1656.13      | 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        |       300 | PA      | $306.30       | 0.00%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE 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        |     29491 | PA      | $30318.58     | 0.00%             | 2038-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE 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        |     39865 | PA      | $40989.07     | 0.00%             | 2038-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 09/23 2.4                          | CUSIP: 68389XBL8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    435000 | PA      | $426359.27    | 0.05%             | 2023-09-15      | Fixed         | 2.40%                 | 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      | $284928.11    | 0.03%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 11/38 FIXED 5                                                     | GINNIE MAE II POOL G2 11/38 FIXED 5                         | CUSIP: 36202EXS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7596 | PA      | $7661.90      | 0.00%             | 2038-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE 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        |     29385 | PA      | $30269.74     | 0.00%             | 2039-09-20      | Fixed         | 5.50%                 | 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      | $292358.30    | 0.03%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 03/31 2.875                        | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    400000 | PA      | $331650.82    | 0.04%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 11/39 FIXED 5                                                     | GINNIE MAE II POOL G2 11/39 FIXED 5                         | CUSIP: 36202FCP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    123866 | PA      | $125065.77    | 0.01%             | 2039-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 07/40 FIXED 5                                                     | GINNIE MAE II POOL G2 07/40 FIXED 5                         | CUSIP: 36202FHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32367 | PA      | $32698.65     | 0.00%             | 2040-07-20      | Fixed         | 5.00%                 | 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        |   1000000 | PA      | $914067.14    | 0.11%             | 2029-04-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 02/31 2.5          | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    600000 | PA      | $465531.88    | 0.05%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE 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        |     64960 | PA      | $64298.90     | 0.01%             | 2040-10-20      | Fixed         | 4.50%                 | 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      | $1012079.32   | 0.12%             | 2050-06-01      | Fixed         | 2.52%                 | 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        |    800000 | PA      | $750873.18    | 0.09%             | 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        |    436000 | PA      | $457507.95    | 0.05%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 07/28 3.75         | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26609.94     | 0.00%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 07/25 3.45         | CUSIP: 694308JL2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28399.69     | 0.00%             | 2025-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                             | MITSUBISHI UFJ FINANCIAL GROUP SR UNSECURED 07/27 VAR       | CUSIP: 606822BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   1600000 | PA      | $1387103.46   | 0.16%             | 2027-07-20      | Variable      | 1.54%                 | 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      | $692921.45    | 0.08%             | 2027-05-22      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 07/30 4.55         | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    227000 | PA      | $205752.48    | 0.02%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 07/50 4.95         | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    827000 | PA      | $640793.18    | 0.07%             | 2050-07-01      | Fixed         | 4.95%                 | 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      | $262835.12    | 0.03%             | 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      | $1663754.20   | 0.19%             | 2054-05-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Starbucks Corporation                                                           | STARBUCKS CORP SR UNSECURED 08/29 3.55                      | CUSIP: 855244AT6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276436.07    | 0.03%             | 2029-08-15      | Fixed         | 3.55%                 | 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      | $873003.52    | 0.10%             | 2031-04-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY 01/29 3.772                                  | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    550000 | PA      | $503664.93    | 0.06%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SUBORDINATED 05/23 4.1                       | CUSIP: 61747YDU6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    750000 | PA      | $747258.09    | 0.09%             | 2023-05-22      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 07/27 VAR                       | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $433894.00    | 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        |   1000000 | PA      | $1032304.53   | 0.12%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 10/24 3.7                       | CUSIP: 61761JVL0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    950000 | PA      | $927217.40    | 0.11%             | 2024-10-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Utah Acquisition Sub Inc.                                                       | MYLAN NV COMPANY GUAR 06/26 3.95                            | CUSIP: 62854AAN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $467432.37    | 0.05%             | 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      | $449354.98    | 0.05%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NATIONAL ASSOCIATION                                                | CAPITAL ONE BANK USA NA SUBORDINATED 02/23 3.375            | CUSIP: 140420NB2<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    360000 | PA      | $359370.27    | 0.04%             | 2023-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc.                                                            | CARDINAL HEALTH INC SR UNSECURED 09/25 3.75                 | CUSIP: 14149YBE7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    500000 | PA      | $483783.70    | 0.06%             | 2025-09-15      | Fixed         | 3.75%                 | 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        |    500000 | PA      | $356527.58    | 0.04%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc.                                                                | CATERPILLAR INC SR UNSECURED 05/24 3.4                      | CUSIP: 149123CC3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490311.47    | 0.06%             | 2024-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc.                                                                | CATERPILLAR INC SR UNSECURED 04/50 3.25                     | CUSIP: 149123CJ8<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    400000 | PA      | $302544.38    | 0.04%             | 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        |    700000 | PA      | $656504.25    | 0.08%             | 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        |    300000 | PA      | $286720.27    | 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        |    700000 | PA      | $601546.16    | 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        |    500000 | PA      | $392221.28    | 0.05%             | 2047-05-01      | Fixed         | 5.38%                 | 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        |    800000 | PA      | $758737.81    | 0.09%             | 2026-05-16      | Fixed         | 2.95%                 | 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        |   3449113 | PA      | $2999827.11   | 0.35%             | 2036-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/49 FIXED 4                            | CUSIP: 31418DFS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    868219 | PA      | $825425.57    | 0.10%             | 2049-09-01      | Fixed         | 4.00%                 | 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        |    944400 | PA      | $871423.16    | 0.10%             | 2049-10-01      | Fixed         | 3.50%                 | 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        |    904567 | PA      | $812502.29    | 0.09%             | 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        |     92071 | PA      | $89949.60     | 0.01%             | 2025-12-01      | Fixed         | 3.50%                 | 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        |    407734 | PA      | $394556.52    | 0.05%             | 2041-02-01      | Fixed         | 4.00%                 | 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        |     93108 | PA      | $92254.63     | 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        |    190802 | PA      | $184660.66    | 0.02%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corporation                                                               | FEDEX CORP COMPANY GUAR 08/42 3.875                         | CUSIP: 31428XAT3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    420000 | PA      | $319065.84    | 0.04%             | 2042-08-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FedEx Corporation                                                               | FEDEX CORP COMPANY GUAR 01/47 4.4                           | CUSIP: 31428XBN5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    350000 | PA      | $279113.17    | 0.03%             | 2047-01-15      | Fixed         | 4.40%                 | 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        |    500000 | PA      | $450112.59    | 0.05%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                                     | FISERV INC SR UNSECURED 06/27 2.25                          | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    600000 | PA      | $535490.64    | 0.06%             | 2027-06-01      | Fixed         | 2.25%                 | 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        |    800000 | PA      | $670609.53    | 0.08%             | 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        |    290000 | PA      | $295204.94    | 0.03%             | 2037-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 05/23 3.096           | CUSIP: 345397XZ1<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    280000 | PA      | $277046.00    | 0.03%             | 2023-05-04      | Fixed         | 3.10%                 | 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        |    600000 | PA      | $531596.50    | 0.06%             | 2030-04-08      | Fixed         | 3.50%                 | 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        |      7493 | PA      | $7401.85      | 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        |     18057 | PA      | $18251.36     | 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        |     20523 | PA      | $20318.31     | 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        |     10739 | PA      | $10634.37     | 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        |     58085 | PA      | $57504.81     | 0.01%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/24 FIXED 4.5                          | CUSIP: 31416TEJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1276 | PA      | $1267.70      | 0.00%             | 2024-08-01      | 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        |     93751 | PA      | $90811.17     | 0.01%             | 2039-08-01      | Fixed         | 4.00%                 | 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        |     46937 | PA      | $47388.78     | 0.01%             | 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        |     74180 | PA      | $71713.79     | 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        |   2417696 | PA      | $2264682.00   | 0.26%             | 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        |    111142 | PA      | $110089.14    | 0.01%             | 2040-01-01      | Fixed         | 4.50%                 | 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        |    112504 | PA      | $109516.75    | 0.01%             | 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        |    645171 | PA      | $621587.30    | 0.07%             | 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        |    958188 | PA      | $914013.52    | 0.11%             | 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        |    541303 | PA      | $536469.93    | 0.06%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/48 FIXED 4                            | CUSIP: 31418CWT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    625858 | PA      | $597894.55    | 0.07%             | 2048-05-01      | Fixed         | 4.00%                 | 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        |   2441311 | PA      | $2067821.99   | 0.24%             | 2041-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 02/32 FIXED 6.5                                            | GINNIE MAE GN 02/32 FIXED 6.5                               | CUSIP: 36213YP63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3109 | PA      | $3238.62      | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 08/29 FIXED 7                                              | GINNIE MAE GN 08/29 FIXED 7                                 | CUSIP: 36225BFR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1489 | PA      | $1536.84      | 0.00%             | 2029-08-15      | Fixed         | 7.00%                 | 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        |    500000 | PA      | $546949.86    | 0.06%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                                          | SOUTHWEST AIRLINES CO SR UNSECURED 05/25 5.25               | CUSIP: 844741BJ6<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1204461.34   | 0.14%             | 2025-05-04      | Fixed         | 5.25%                 | 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        |    300000 | PA      | $182320.92    | 0.02%             | 2050-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Stifel Financial Corp.                                                          | STIFEL FINANCIAL CORP SR UNSECURED 07/24 4.25               | CUSIP: 860630AD4<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489872.65    | 0.06%             | 2024-07-18      | Fixed         | 4.25%                 | 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      | $529024.67    | 0.06%             | 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        |    900000 | PA      | $832184.12    | 0.10%             | 2027-07-12      | Fixed         | 3.36%                 | 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      | $1089901.87   | 0.13%             | 2050-04-01      | Fixed         | 6.60%                 | 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      | $120044.23    | 0.01%             | 2028-02-15      | Fixed         | 7.12%                 | 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        |    600000 | PA      | $561307.93    | 0.07%             | 2030-04-15      | Fixed         | 3.88%                 | 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        |    600000 | PA      | $533509.95    | 0.06%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SR UNSECURED 05/28 VAR                        | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $967759.76    | 0.11%             | 2028-05-24      | Variable      | 4.66%                 | 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        |    400000 | PA      | $342017.44    | 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        |    400000 | PA      | $291470.38    | 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        |     52000 | PA      | $57843.42     | 0.01%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                             | COMCAST CORP COMPANY GUAR 02/25 3.375                       | CUSIP: 20030NBL4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    600000 | PA      | $581644.63    | 0.07%             | 2025-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                             | COMCAST CORP COMPANY GUAR 01/27 2.35                        | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    455000 | PA      | $413411.73    | 0.05%             | 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        |    500000 | PA      | $394549.07    | 0.05%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                             | COMCAST CORP COMPANY GUAR 10/38 4.6                         | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    400000 | PA      | $369535.13    | 0.04%             | 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      | $362622.12    | 0.04%             | 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      | $164414.71    | 0.02%             | 2051-11-01      | Fixed         | 2.89%                 | 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        |    700000 | PA      | $549020.14    | 0.06%             | 2050-04-01      | Fixed         | 3.95%                 | 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        |    350000 | PA      | $294542.58    | 0.03%             | 2047-05-09      | Fixed         | 4.50%                 | 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        |    500000 | PA      | $409633.29    | 0.05%             | 2030-04-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                          | CREDIT SUISSE GROUP FUNDING GU COMPANY GUAR 03/25 3.75      | CUSIP: 225433AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |    250000 | PA      | $225009.90    | 0.03%             | 2025-03-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                          | CREDIT SUISSE GROUP FUNDING GU COMPANY GUAR 04/26 4.55      | CUSIP: 225433AR2<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |    800000 | PA      | $705578.46    | 0.08%             | 2026-04-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INTERNATIONAL COR SR UNSECURED 06/26 3.7       | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    400000 | PA      | $380334.00    | 0.04%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INTERNATIONAL COR SR UNSECURED 07/31 2.5       | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    300000 | PA      | $241756.89    | 0.03%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CubeSmart L.P.                                                                  | CUBESMART LP COMPANY GUAR 11/25 4                           | CUSIP: 22966RAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $192045.89    | 0.02%             | 2025-11-15      | Fixed         | 4.00%                 | 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      | $239151.48    | 0.03%             | 2039-11-15      | Fixed         | 3.25%                 | 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      | $341425.78    | 0.04%             | 2031-01-13      | Fixed         | 2.65%                 | 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      | $171246.10    | 0.02%             | 2039-05-15      | Fixed         | 9.40%                 | 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        |    600000 | PA      | $515636.03    | 0.06%             | 2030-04-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVESTMENT BANK SR UNSECURED 01/24 3.25            | CUSIP: 298785GJ9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | LU        |    600000 | PA      | $590095.39    | 0.07%             | 2024-01-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVESTMENT BANK SR UNSECURED 10/24 2.5             | CUSIP: 298785GQ3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | LU        |   1500000 | PA      | $1447475.18   | 0.17%             | 2024-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                               | EVERSOURCE ENERGY SR UNSECURED 04/29 4.25                   | CUSIP: 30040WAF5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    500000 | PA      | $473293.04    | 0.06%             | 2029-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                             | EXELON GENERATION CO LLC SR UNSECURED 10/39 6.25            | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163200.88    | 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      | $514621.14    | 0.06%             | 2026-04-15      | Fixed         | 3.40%                 | 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      | $254488.55    | 0.03%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Evernorth Health Inc.                                                           | EXPRESS SCRIPTS HOLDING CO COMPANY GUAR 11/41 6.125         | CUSIP: 30219GAG3<br>LEI: 5493003UA6VMND084504 | Long             | DBT              | CORP              | US        |    330000 | PA      | $334521.39    | 0.04%             | 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        |    500000 | PA      | $378352.87    | 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        |    400000 | PA      | $305715.64    | 0.04%             | 2039-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 02/24 FIXED 4                                          | FREDDIE MAC FG 02/24 FIXED 4                                | CUSIP: 3128MMKP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2007 | PA      | $1992.66      | 0.00%             | 2024-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 04/29 FIXED 7                                          | FREDDIE MAC FG 04/29 FIXED 7                                | CUSIP: 31292GZV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2907 | PA      | $3025.50      | 0.00%             | 2029-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP SR UNSECURED 02/29 4.8                              | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    400000 | PA      | $382775.97    | 0.04%             | 2029-02-15      | Fixed         | 4.80%                 | 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      | $282860.39    | 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        |    350000 | PA      | $280986.38    | 0.03%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2013-C14                             | JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2013 C14 A4            | CUSIP: 46640LAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    301517 | PA      | $299312.67    | 0.03%             | 2046-08-15      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2013-C16                 | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2013 C16 A4            | CUSIP: 46641BAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $492947.10    | 0.06%             | 2046-12-15      | Fixed         | 4.17%                 | 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        |    700000 | PA      | $644150.92    | 0.07%             | 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      | $453765.53    | 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      | $563614.09    | 0.07%             | 2029-12-05      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE + CO 04/31 1                                 | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $818286.86    | 0.10%             | 2031-04-22      | Variable      | 2.52%                 | 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      | $974783.38    | 0.11%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                        | JAPAN BANK FOR INTERNATIONAL C GOVT GUARANT 05/24 2.5       | CUSIP: 471048BY3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    800000 | PA      | $773710.39    | 0.09%             | 2024-05-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corporation                                                          | MCDONALD'S CORP SR UNSECURED 07/25 3.3                      | CUSIP: 58013MFN9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $967298.68    | 0.11%             | 2025-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 08/50 FIXED 3                                                     | GINNIE MAE II POOL G2 08/50 FIXED 3                         | CUSIP: 36179VSH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5240119 | PA      | $4709377.49   | 0.55%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 05/51 FIXED 3.5                                                   | GINNIE MAE G2 05/51 FIXED 3.5                               | CUSIP: 36179WFJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1671343 | PA      | $1552166.77   | 0.18%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 07/51 FIXED 3                                                     | GINNIE MAE G2 07/51 FIXED 3                                 | CUSIP: 36179WJS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2437380 | PA      | $2182704.30   | 0.25%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE 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        |   2299488 | PA      | $1995311.32   | 0.23%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE 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        |   2635731 | PA      | $2434197.87   | 0.28%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE 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        |   2466782 | PA      | $2394928.39   | 0.28%             | 2052-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 01/43 FIXED 3.5                                            | GINNIE MAE GN 01/43 FIXED 3.5                               | CUSIP: 36180CYU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1458545 | PA      | $1366425.00   | 0.16%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 08/43 FIXED 3                                              | GINNIE MAE GN 08/43 FIXED 3                                 | CUSIP: 36181LT73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    513635 | PA      | $468806.12    | 0.05%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE 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        |    372900 | PA      | $347125.43    | 0.04%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 04/33 FIXED 5.5                                            | GINNIE MAE GN 04/33 FIXED 5.5                               | CUSIP: 36200MFY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4230 | PA      | $4301.12      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 10/33 FIXED 5                                              | GINNIE MAE GN 10/33 FIXED 5                                 | CUSIP: 36200MWW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5349 | PA      | $5336.83      | 0.00%             | 2033-10-15      | 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      | $18977970.81  | 2.21%             | 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        |   6800000 | PA      | $6416171.89   | 0.75%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 10/25 3                      | CUSIP: 9128285J5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2000000 | PA      | $1931562.50   | 0.22%             | 2025-10-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/23 2.875                  | CUSIP: 9128285P1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2000000 | PA      | $1967343.76   | 0.23%             | 2023-11-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/29 2.375                  | CUSIP: 9128286T2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   5000000 | PA      | $4545312.50   | 0.53%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/26 2.125                  | CUSIP: 9128286X3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   3000000 | PA      | $2807109.36   | 0.33%             | 2026-05-31      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/26 1.375                  | CUSIP: 912828YD6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   5000000 | PA      | $4533007.80   | 0.53%             | 2026-08-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/24 1.25                   | CUSIP: 912828YE4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   5000000 | PA      | $4733398.45   | 0.55%             | 2024-08-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 12/24 1.75                   | CUSIP: 912828YY0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   5000000 | PA      | $4746093.75   | 0.55%             | 2024-12-31      | Fixed         | 1.75%                 | 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        |  30000000 | PA      | $27085546.80  | 3.15%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 03/27 0.625                  | CUSIP: 912828ZE3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   6000000 | PA      | $5206406.28   | 0.61%             | 2027-03-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 07/25 0.25                   | CUSIP: 91282CAB7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4000000 | PA      | $3609531.24   | 0.42%             | 2025-07-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 07/27 0.375                  | CUSIP: 91282CAD3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1800000 | PA      | $1527046.88   | 0.18%             | 2027-07-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 10/25 0.25                   | CUSIP: 91282CAT8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  12000000 | PA      | $10730156.28  | 1.25%             | 2025-10-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 10/27 0.5                    | CUSIP: 91282CAU5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  12000000 | PA      | $10149843.72  | 1.18%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 06/24 0.25                   | CUSIP: 91282CCX7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2000000 | PA      | $1863984.38   | 0.22%             | 2024-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 09/26 0.875                  | CUSIP: 91282CCZ2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   5000000 | PA      | $4439648.45   | 0.52%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/31 1.375                  | CUSIP: 91282CDJ7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   3000000 | PA      | $2441718.75   | 0.28%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 01/24 0.875                  | CUSIP: 91282CDV0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  10000000 | PA      | $9594921.90   | 1.12%             | 2024-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 01/29 1.75                   | CUSIP: 91282CDW8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  29000000 | PA      | $25472422.02  | 2.96%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/32 1.875                  | CUSIP: 91282CEP2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   5000000 | PA      | $4607812.50   | 0.54%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/32 2.75                   | CUSIP: 91282CFF3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   5000000 | PA      | $4553125.00   | 0.53%             | 2032-08-15      | Fixed         | 2.75%                 | 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        |   5000000 | PA      | $4808984.40   | 0.56%             | 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        |  10000000 | PA      | $9929296.90   | 1.15%             | 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      | $10037500.00  | 1.17%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 09/24 4.25                   | CUSIP: 91282CFN6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  10000000 | PA      | $9948828.10   | 1.16%             | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 10/25 4.25                   | CUSIP: 91282CFP1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  10000000 | PA      | $9992187.50   | 1.16%             | 2025-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 10/24 4.375                  | CUSIP: 91282CFQ9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  10000000 | PA      | $9971484.40   | 1.16%             | 2024-10-31      | Fixed         | 4.38%                 | 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        |  15000000 | PA      | $15004687.50  | 1.74%             | 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      | $10036718.80  | 1.17%             | 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        |   5000000 | PA      | $5102343.75   | 0.59%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 01/25 1.125                  | CUSIP: 91282CFW6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  10000000 | PA      | $10060156.20  | 1.17%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corporation                                               | UNITED TECHNOLOGIES CORP SR UNSECURED 07/38 6.125           | CUSIP: 913017BP3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    225000 | PA      | $239662.97    | 0.03%             | 2038-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ameren Corporation                                                              | AMEREN CORP SR UNSECURED 01/31 3.5                          | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $884412.62    | 0.10%             | 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        |    215850 | PA      | $188334.87    | 0.02%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 03/45 FIXED 3.5                                        | FREDDIE MAC FG 03/45 FIXED 3.5                              | CUSIP: 3128MAFA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    997048 | PA      | $933563.74    | 0.11%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 07/32 FIXED 3                                          | FREDDIE MAC FG 07/32 FIXED 3                                | CUSIP: 3128MFFD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    435652 | PA      | $414610.75    | 0.05%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 01/34 FIXED 3.5                                        | FREDDIE MAC FG 01/34 FIXED 3.5                              | CUSIP: 3128MFV70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    603556 | PA      | $582402.53    | 0.07%             | 2034-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 01/33 FIXED 3                                          | FREDDIE MAC FG 01/33 FIXED 3                                | CUSIP: 3128MFVK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1007987 | PA      | $958042.06    | 0.11%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 11/48 FIXED 4.5                                        | FREDDIE MAC FG 11/48 FIXED 4.5                              | CUSIP: 3128MJ5J5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    290711 | PA      | $283130.87    | 0.03%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 09/35 FIXED 5.5                                        | FREDDIE MAC FG 09/35 FIXED 5.5                              | CUSIP: 3128MJCS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32764 | PA      | $33748.72     | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 10/36 FIXED 6                                          | FREDDIE MAC FG 10/36 FIXED 6                                | CUSIP: 3128MJE63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45619 | PA      | $47660.75     | 0.01%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 08/46 FIXED 3                                          | FREDDIE MAC FG 08/46 FIXED 3                                | CUSIP: 3128MJYM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    383734 | PA      | $345874.43    | 0.04%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 04/31 FIXED 2.5                                        | FREDDIE MAC FG 04/31 FIXED 2.5                              | CUSIP: 3128MMUV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    589295 | PA      | $552886.38    | 0.06%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 02/30 FIXED 7                                          | FREDDIE MAC FG 02/30 FIXED 7                                | CUSIP: 31294DAF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2333 | PA      | $2444.13      | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 06/40 FIXED 4.5                                            | GINNIE MAE GN 06/40 FIXED 4.5                               | CUSIP: 3620C0W53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    127766 | PA      | $125755.85    | 0.01%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 01/34 FIXED 6                                              | GINNIE MAE GN 01/34 FIXED 6                                 | CUSIP: 36210RW63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2457 | PA      | $2539.75      | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 05/31 FIXED 6.5                                            | GINNIE MAE GN 05/31 FIXED 6.5                               | CUSIP: 36210SSG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5512 | PA      | $5733.36      | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 07/29 FIXED 6                                              | GINNIE MAE GN 07/29 FIXED 6                                 | CUSIP: 36211LJJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17409 | PA      | $17803.17     | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 09/30 FIXED 7.5                                            | GINNIE MAE GN 09/30 FIXED 7.5                               | CUSIP: 36211RXD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4443 | PA      | $4677.13      | 0.00%             | 2030-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 06/31 FIXED 7                                              | GINNIE MAE GN 06/31 FIXED 7                                 | CUSIP: 36212RQU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       557 | PA      | $582.06       | 0.00%             | 2031-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 08/31 FIXED 7                                              | GINNIE MAE GN 08/31 FIXED 7                                 | CUSIP: 36213DG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1352 | PA      | $1406.65      | 0.00%             | 2031-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 01/33 FIXED 6.5                                            | GINNIE MAE GN 01/33 FIXED 6.5                               | CUSIP: 36213FLD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5535 | PA      | $5766.51      | 0.00%             | 2033-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 04/33 FIXED 6                                              | GINNIE MAE GN 04/33 FIXED 6                                 | CUSIP: 36213FQU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3859 | PA      | $3990.65      | 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 GN 01/32 FIXED 6.5                               | CUSIP: 36213GV57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3217 | PA      | $3355.13      | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 11/33 FIXED 6                                              | GINNIE MAE GN 11/33 FIXED 6                                 | CUSIP: 36213MWX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4080 | PA      | $4220.24      | 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 GN 09/33 FIXED 5.5                               | CUSIP: 36213UZY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9231 | PA      | $9404.42      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | 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      | $958414.51    | 0.11%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 02/26 3.75         | CUSIP: 38143U8H7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $481278.47    | 0.06%             | 2026-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 01/25 3.5          | CUSIP: 38148LAC0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    750000 | PA      | $724496.22    | 0.08%             | 2025-01-23      | Fixed         | 3.50%                 | 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      | $226039.39    | 0.03%             | 2040-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC SR SECURED 02/27 4.5                                | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $481888.54    | 0.06%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC SR SECURED 06/47 5.5                                | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $355248.42    | 0.04%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc.                                                      | HEALTHPEAK PROPERTIES INC SR UNSECURED 07/29 3.5            | CUSIP: 40414LAR0<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    400000 | PA      | $355970.70    | 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        |    660000 | PA      | $672935.90    | 0.08%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                               | HSBC HOLDINGS PLC SR UNSECURED 06/29 VAR                    | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $920626.47    | 0.11%             | 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      | $798105.65    | 0.09%             | 2031-06-04      | Variable      | 2.85%                 | 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        |   1473642 | PA      | $1478290.62   | 0.17%             | 2052-10-01      | Fixed         | 5.50%                 | 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        |   1446483 | PA      | $1406934.52   | 0.16%             | 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        |   4733820 | PA      | $3661006.57   | 0.43%             | 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        |   5509829 | PA      | $4518819.05   | 0.53%             | 2051-05-01      | 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        |   2286837 | PA      | $2011566.59   | 0.23%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                          | FEDERAL HOME LOAN MORTGAGE COR BONDS 09/29 6.75             | CUSIP: 3134A3U46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   1200000 | PA      | $1375764.10   | 0.16%             | 2029-09-15      | Fixed         | 6.75%                 | 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      | $524849.19    | 0.06%             | 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      | $247895.98    | 0.03%             | 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      | $1739495.50   | 0.20%             | 2030-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FEDERAL NATIONAL MORTGAGE ASSO NOTES 04/26 2.125            | CUSIP: 3135G0K36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   2000000 | PA      | $1874212.88   | 0.22%             | 2026-04-24      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                           | FREEPORT-MCMORAN INC COMPANY GUAR 03/23 3.875               | CUSIP: 35671DAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $498655.40    | 0.06%             | 2023-03-15      | Fixed         | 3.88%                 | 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        |    822000 | PA      | $757415.88    | 0.09%             | 2035-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 11/26 FIXED 4                                              | GINNIE MAE GN 11/26 FIXED 4                                 | CUSIP: 36176WXU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47703 | PA      | $46943.22     | 0.01%             | 2026-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 04/42 FIXED 3.5                                            | GINNIE MAE GN 04/42 FIXED 3.5                               | CUSIP: 36176XKS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    886374 | PA      | $831421.68    | 0.10%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE 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        |    616265 | PA      | $578869.87    | 0.07%             | 2045-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 07/45 FIXED 4                                                     | GINNIE MAE II POOL G2 07/45 FIXED 4                         | CUSIP: 36179RJF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    288000 | PA      | $279287.84    | 0.03%             | 2045-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 08/45 FIXED 4                                                     | GINNIE MAE II POOL G2 08/45 FIXED 4                         | CUSIP: 36179RLQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    113057 | PA      | $109530.45    | 0.01%             | 2045-08-20      | Fixed         | 4.00%                 | 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      | $618221.91    | 0.07%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 04/47 FIXED 3                                                     | GINNIE MAE II POOL G2 04/47 FIXED 3                         | CUSIP: 36179S2N6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    881538 | PA      | $797693.04    | 0.09%             | 2047-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE 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        |    440432 | PA      | $412330.37    | 0.05%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 01/23 3.3                 | CUSIP: 06051GEU9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    800000 | PA      | $799726.32    | 0.09%             | 2023-01-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SUBORDINATED 03/26 4.45                | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    700000 | PA      | $685906.33    | 0.08%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE 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        |    696192 | PA      | $651118.26    | 0.08%             | 2047-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 08/48 FIXED 4                                                     | GINNIE MAE G2 08/48 FIXED 4                                 | CUSIP: 36179T7K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    663096 | PA      | $634746.95    | 0.07%             | 2048-08-20      | Fixed         | 4.00%                 | 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        |    500000 | PA      | $421667.15    | 0.05%             | 2048-01-20      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 01/26 VAR                 | CUSIP: 06051GGZ6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1620918.62   | 0.19%             | 2026-01-23      | Variable      | 3.37%                 | 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      | $248587.37    | 0.03%             | 2038-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Visa Inc.                                                                       | VISA INC SR UNSECURED 12/25 3.15                            | CUSIP: 92826CAD4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    463000 | PA      | $446365.45    | 0.05%             | 2025-12-14      | Fixed         | 3.15%                 | 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        |   1312000 | PA      | $1188054.53   | 0.14%             | 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      | $461362.42    | 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        |   2000000 | PA      | $1816459.44   | 0.21%             | 2030-02-07      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA COMMERCIAL MOR BACM 2015 UBS7 A4                                | BANC OF AMERICA COMMERCIAL MOR BACM 2015 UBS7 A4            | CUSIP: 06054AAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145000 | PA      | $137617.99    | 0.02%             | 2048-09-15      | Fixed         | 3.71%                 | 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      | $752126.65    | 0.09%             | 2027-05-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC SR UNSECURED 11/33 VAR                         | CUSIP: 06738ECE3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    700000 | PA      | $733460.87    | 0.09%             | 2033-11-02      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Baxalta Inc.                                                                    | BAXALTA INC COMPANY GUAR 06/25 4                            | CUSIP: 07177MAB9<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486960.16    | 0.06%             | 2025-06-23      | Fixed         | 4.00%                 | 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      | $61064.47     | 0.01%             | 2050-10-01      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                         | BAYER US FINANCE II LLC COMPANY GUAR 144A 04/25 2.85        | CUSIP: 07274NAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $280963.22    | 0.03%             | 2025-04-15      | Fixed         | 2.85%                 | 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        |    400000 | PA      | $357510.41    | 0.04%             | 2044-12-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Visa Inc.                                                                       | VISA INC SR UNSECURED 12/45 4.3                             | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    463000 | PA      | $422654.10    | 0.05%             | 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        |    600000 | PA      | $506999.54    | 0.06%             | 2030-04-15      | Fixed         | 2.05%                 | 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        |    500000 | PA      | $435346.60    | 0.05%             | 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        |    600000 | PA      | $547220.27    | 0.06%             | 2042-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VMware Inc.                                                                     | VMWARE INC SR UNSECURED 08/28 1.8                           | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    400000 | PA      | $326632.32    | 0.04%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Vodafone Group Public Limited Company                                           | VODAFONE GROUP PLC SR UNSECURED 05/28 4.375                 | CUSIP: 92857WBK5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    400000 | PA      | $393004.92    | 0.05%             | 2028-05-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 02/37 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 02/37 FLOATING VAR             | CUSIP: 3128NHUQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53146 | PA      | $53408.20     | 0.01%             | 2037-02-01      | Floating      | 2.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 04/27 FIXED 5.5                                        | FREDDIE MAC FG 04/27 FIXED 5.5                              | CUSIP: 3128P7D75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17758 | PA      | $18140.31     | 0.00%             | 2027-04-01      | Fixed         | 5.50%                 | 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      | $264218.90    | 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        |    300000 | PA      | $264250.66    | 0.03%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc.                                                                    | WALMART INC SR UNSECURED 06/48 4.05                         | CUSIP: 931142EC3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    500000 | PA      | $443729.19    | 0.05%             | 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        |    600000 | PA      | $561009.73    | 0.07%             | 2029-07-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc.                                                         | BERKSHIRE HATHAWAY INC SR UNSECURED 03/26 3.125             | CUSIP: 084670BS6<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479131.74    | 0.06%             | 2026-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Biogen Inc.                                                                     | BIOGEN INC SR UNSECURED 02/51 3.25                          | CUSIP: 09062XAK9<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    561000 | PA      | $375456.13    | 0.04%             | 2051-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 07/29 FIXED 4.5                                        | FREDDIE MAC FG 07/29 FIXED 4.5                              | CUSIP: 3128P7ME0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     71684 | PA      | $71325.06     | 0.01%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 05/31 FIXED 4.5                                        | FREDDIE MAC FG 05/31 FIXED 4.5                              | CUSIP: 3128P7QX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    157763 | PA      | $156381.27    | 0.02%             | 2031-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                             | STATE OF WASHINGTON WAS 08/39 FIXED 5.481                   | CUSIP: 93974CPM6<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    260000 | PA      | $271988.11    | 0.03%             | 2039-08-01      | Fixed         | 5.48%                 | 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        |    300000 | PA      | $186896.08    | 0.02%             | 2050-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 12/25 FIXED 3.5                                        | FREDDIE MAC FG 12/25 FIXED 3.5                              | CUSIP: 3128PTLB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    170315 | PA      | $166539.23    | 0.02%             | 2025-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 02/30 FIXED 8                                          | FREDDIE MAC FG 02/30 FIXED 8                                | CUSIP: 31292HAX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       462 | PA      | $485.79       | 0.00%             | 2030-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                            | ANTHEM INC SR UNSECURED 08/44 4.65                          | CUSIP: 94973VBK2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133926.33    | 0.02%             | 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        |   1000000 | PA      | $924215.58    | 0.11%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 11/30 FIXED 7.5                                        | FREDDIE MAC FG 11/30 FIXED 7.5                              | CUSIP: 31292HF33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       647 | PA      | $686.27       | 0.00%             | 2030-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 03/32 FIXED 7.5                                        | FREDDIE MAC FG 03/32 FIXED 7.5                              | CUSIP: 31292HQE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3373 | PA      | $3620.10      | 0.00%             | 2032-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                          | BOARDWALK PIPELINES LP COMPANY GUAR 12/24 4.95              | CUSIP: 096630AD0<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395166.75    | 0.05%             | 2024-12-15      | Fixed         | 4.95%                 | 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      | $107914.05    | 0.01%             | 2031-09-15      | Fixed         | 8.75%                 | 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        |    500000 | PA      | $471966.55    | 0.05%             | 2048-06-15      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO + COMPANY 02/31 1                               | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1656132.54   | 0.19%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 05/31 FIXED 7                                          | FREDDIE MAC FG 05/31 FIXED 7                                | CUSIP: 31298NJZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1218 | PA      | $1291.78      | 0.00%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/45 FIXED 3.5                          | CUSIP: 3138WFFF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    867906 | PA      | $810807.50    | 0.09%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO + COMPANY 03/33 1                               | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $842397.78    | 0.10%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Welltower Inc.                                                                  | WELLTOWER INC SR UNSECURED 01/31 2.75                       | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $400002.77    | 0.05%             | 2031-01-15      | Fixed         | 2.75%                 | 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        |   3866722 | PA      | $3314896.50   | 0.39%             | 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        |   2112485 | PA      | $1809689.17   | 0.21%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 10/25 2.6                        | CUSIP: 097023BP9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    438000 | PA      | $407002.73    | 0.05%             | 2025-10-30      | Fixed         | 2.60%                 | 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        |    400000 | PA      | $338769.04    | 0.04%             | 2030-02-01      | Fixed         | 2.95%                 | 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      | $706348.84    | 0.08%             | 2026-06-03      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corporation                                                           | WHIRLPOOL CORP SR UNSECURED 03/43 5.15                      | CUSIP: 96332HCG2<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    300000 | PA      | $259704.62    | 0.03%             | 2043-03-01      | Fixed         | 5.15%                 | 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        |   1470329 | PA      | $1353005.09   | 0.16%             | 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        |   1942466 | PA      | $1502249.58   | 0.17%             | 2051-02-01      | Fixed         | 1.50%                 | 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        |    400000 | PA      | $349711.55    | 0.04%             | 2030-11-15      | Fixed         | 3.50%                 | 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        |    400000 | PA      | $349749.65    | 0.04%             | 2045-09-15      | Fixed         | 5.10%                 | 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        |  10283532 | PA      | $8750074.14   | 1.02%             | 2051-10-01      | 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        |  19864009 | PA      | $16340884.27  | 1.90%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc.                                                                | XCEL ENERGY INC SR UNSECURED 06/25 3.3                      | CUSIP: 98389BAR1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    400000 | PA      | $383922.46    | 0.04%             | 2025-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Xerox Corporation                                                               | XEROX CORP SR UNSECURED 12/39 6.75                          | CUSIP: 984121CB7<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |     60000 | PA      | $44682.09     | 0.01%             | 2039-12-15      | Fixed         | 6.75%                 | 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        |   1601610 | PA      | $1395985.72   | 0.16%             | 2036-12-01      | Fixed         | 1.50%                 | 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        |   3739227 | PA      | $3511396.53   | 0.41%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc.                                                     | ZIMMER BIOMET HOLDINGS INC SR UNSECURED 01/26 3.05          | CUSIP: 98956PAS1<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $471438.41    | 0.05%             | 2026-01-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc.                                                                     | ZOETIS INC SR UNSECURED 05/30 2                             | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    500000 | PA      | $405766.99    | 0.05%             | 2030-05-15      | 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        |    543118 | PA      | $501149.81    | 0.06%             | 2049-09-01      | Fixed         | 3.50%                 | 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        |    636445 | PA      | $605273.99    | 0.07%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY NOTE/BO 01/25 1.125                                      | UNITED STATES TREASURY NOTE/BO 01/25 1.125                  | CUSIP: 9999T03Y6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  20000000 | PA      | $18716406.20  | 2.18%             | 2025-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY NOTE/BO 03/26 0.75                                       | UNITED STATES TREASURY NOTE/BO 03/26 0.75                   | CUSIP: 91282CBT7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4000000 | PA      | $3585156.24   | 0.42%             | 2027-12-31      | Fixed         | 0.00%                 | 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      | $274623.52    | 0.03%             | 2050-02-01      | Fixed         | 3.75%                 | 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        |    600000 | PA      | $556305.51    | 0.06%             | 2050-05-01      | Fixed         | 5.80%                 | 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        |    726385 | PA      | $690699.07    | 0.08%             | 2034-02-01      | 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        |   1358967 | PA      | $1191568.74   | 0.14%             | 2040-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Noble Corporation plc                                                           | NOBLE CORP PLC COMMON STOCK                                 | CUSIP: G65431127<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       192 | NS      | $7240.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/50 FIXED VAR                          | CUSIP: 3140X8KF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4460787 | PA      | $3669611.83   | 0.43%             | 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        |   8836668 | PA      | $7261092.41   | 0.84%             | 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        |   2470288 | PA      | $2357600.26   | 0.27%             | 2050-03-01      | Fixed         | 4.00%                 | 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        |   2728091 | PA      | $2443613.69   | 0.28%             | 2036-11-01      | Fixed         | 2.00%                 | 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        |    500000 | PA      | $380125.81    | 0.04%             | 2032-04-01      | Fixed         | 2.55%                 | 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        |    500000 | PA      | $427094.45    | 0.05%             | 2030-06-01      | Fixed         | 2.65%                 | 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        |   1018999 | PA      | $972122.63    | 0.11%             | 2035-09-01      | Fixed         | 3.00%                 | 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        |  11037684 | PA      | $9441784.15   | 1.10%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc.                                                 | BP CAPITAL MARKETS AMERICA INC COMPANY GUAR 09/25 3.796     | CUSIP: 10373QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $785491.66    | 0.09%             | 2025-09-21      | Fixed         | 3.80%                 | 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      | $441159.78    | 0.05%             | 2035-11-15      | Fixed         | 3.14%                 | 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        |   2616594 | PA      | $2382101.85   | 0.28%             | 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        |   3566092 | PA      | $3272622.28   | 0.38%             | 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        |   3966071 | PA      | $3547542.35   | 0.41%             | 2037-03-01      | Fixed         | 2.00%                 | 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        |   1125424 | PA      | $1002792.89   | 0.12%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | VIACOMCBS INC SR UNSECURED 01/26 4                          | CUSIP: 124857AQ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    600000 | PA      | $575319.91    | 0.07%             | 2026-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cigna Corporation                                                               | CIGNA CORP COMPANY GUAR 10/28 4.375                         | CUSIP: 125523AH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $482216.98    | 0.06%             | 2028-10-15      | Fixed         | 4.38%                 | 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      | $465116.85    | 0.05%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners L.P.                                              | KINDER MORGAN ENERGY PARTNERS COMPANY GUAR 05/24 4.3        | CUSIP: 28370TAG4<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    700000 | PA      | $690655.82    | 0.08%             | 2024-05-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc.                                                                    | ENCANA CORP COMPANY GUAR 08/34 6.5                          | CUSIP: 292505AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $271686.78    | 0.03%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC COMPANY GUAR 06/44 4.5                         | CUSIP: 29250NAJ4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $332573.95    | 0.04%             | 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        |    400000 | PA      | $374432.67    | 0.04%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER OPERATING LP COMPANY GUAR 02/42 6.5         | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49418.89     | 0.01%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER OPERATING LP COMPANY GUAR 12/45 6.125       | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    350000 | PA      | $323834.44    | 0.04%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER OPERATING LP COMPANY GUAR 06/27 5.5         | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    600000 | PA      | $595739.45    | 0.07%             | 2027-06-01      | Fixed         | 5.50%                 | 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        |    700000 | PA      | $545784.26    | 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      | $142020.10    | 0.02%             | 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        |    280000 | PA      | $247335.86    | 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      | $458672.60    | 0.05%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Equifax Inc.                                                                    | EQUIFAX INC SR UNSECURED 05/30 3.1                          | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1009615.13   | 0.12%             | 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      | $318215.70    | 0.04%             | 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        |    400000 | PA      | $338267.99    | 0.04%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                        | LLOYDS BANKING GROUP PLC SR UNSECURED 02/26 VAR             | CUSIP: 539439AV1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $837922.92    | 0.10%             | 2026-02-05      | Variable      | 2.44%                 | 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        |    400000 | PA      | $326668.79    | 0.04%             | 2045-03-01      | Fixed         | 3.80%                 | 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      | $239577.04    | 0.03%             | 2031-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MARYLAND STATE TRANSPORTATION MDSTRN 07/43 FIXED 5.888                          | MARYLAND STATE TRANSPORTATION MDSTRN 07/43 FIXED 5.888      | CUSIP: 574300HZ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $63186.83     | 0.01%             | 2043-07-01      | Fixed         | 5.89%                 | 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      | $557967.52    | 0.06%             | 2038-05-14      | Fixed         | 7.75%                 | 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      | $49143.67     | 0.01%             | 2046-10-01      | Fixed         | 7.46%                 | No            |                  2 | On Loan: No      |
| Microsoft Corporation                                                           | MICROSOFT CORP SR UNSECURED 11/25 3.125                     | CUSIP: 594918BJ2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    438000 | PA      | $423116.76    | 0.05%             | 2025-11-03      | Fixed         | 3.12%                 | 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        |   8000000 | PA      | $4305312.48   | 0.50%             | 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      | $7857187.44   | 0.91%             | 2051-08-15      | Fixed         | 2.00%                 | 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        |       865 | PA      | $919.02       | 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        |      8034 | PA      | $8561.44      | 0.00%             | 2031-08-01      | Fixed         | 7.50%                 | 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        |      1862 | PA      | $1967.77      | 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        |      1242 | PA      | $1320.47      | 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        |    868987 | PA      | $861006.24    | 0.10%             | 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        |    253801 | PA      | $244028.84    | 0.03%             | 2027-01-01      | Fixed         | 3.00%                 | 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        |     35331 | PA      | $34168.60     | 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        |    781526 | PA      | $755555.07    | 0.09%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 06/47 FIXED 3                                                     | GINNIE MAE II POOL G2 06/47 FIXED 3                         | CUSIP: 36179TAJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    547009 | PA      | $494981.51    | 0.06%             | 2047-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 09/47 FIXED 3                                                     | GINNIE MAE G2 09/47 FIXED 3                                 | CUSIP: 36179TG33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2094088 | PA      | $1894260.28   | 0.22%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 09/47 FIXED 4                                                     | GINNIE MAE II POOL G2 09/47 FIXED 4                         | CUSIP: 36179TG58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    433371 | PA      | $415927.02    | 0.05%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 01/48 FIXED 4                                                     | GINNIE MAE II POOL G2 01/48 FIXED 4                         | CUSIP: 36179TQQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    317494 | PA      | $304515.66    | 0.04%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE 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        |    316158 | PA      | $310332.95    | 0.04%             | 2048-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 04/49 FIXED 4                                                     | GINNIE MAE G2 04/49 FIXED 4                                 | CUSIP: 36179UQ54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1243023 | PA      | $1188036.09   | 0.14%             | 2049-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 02/51 FIXED 2                                                     | GINNIE MAE G2 02/51 FIXED 2                                 | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12084522 | PA      | $10197834.35  | 1.19%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE 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        |   8958138 | PA      | $7810947.46   | 0.91%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 04/50 FIXED 3.5                                                   | GINNIE MAE G2 04/50 FIXED 3.5                               | CUSIP: 36179VKM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    815538 | PA      | $759742.58    | 0.09%             | 2050-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE 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        |    542602 | PA      | $529383.00    | 0.06%             | 2050-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 08/50 FIXED 2.5                                                   | GINNIE MAE G2 08/50 FIXED 2.5                               | CUSIP: 36179VSG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3170357 | PA      | $2766338.36   | 0.32%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 12/40 FIXED 4                                                     | GINNIE MAE II POOL G2 12/40 FIXED 4                         | CUSIP: 36202FM78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    442420 | PA      | $426556.29    | 0.05%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 03/34 FIXED 5.5                                            | GINNIE MAE GN 03/34 FIXED 5.5                               | CUSIP: 36202V7K1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11046 | PA      | $11259.98     | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 08/33 FIXED 5                                              | GINNIE MAE GN 08/33 FIXED 5                                 | CUSIP: 36202VDP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9195 | PA      | $9177.17      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | 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        |    470000 | PA      | $475572.91    | 0.06%             | 2035-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc.                                                        | AQUA AMERICA INC SR UNSECURED 05/49 4.276                   | CUSIP: 03836WAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $402775.52    | 0.05%             | 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      | $381430.64    | 0.04%             | 2026-12-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corporation                                                        | ARES CAPITAL CORP SR UNSECURED 01/26 3.875                  | CUSIP: 04010LAZ6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $916450.91    | 0.11%             | 2026-01-15      | Fixed         | 3.88%                 | 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        |    500000 | PA      | $328084.85    | 0.04%             | 2050-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                 | ASTRAZENECA PLC SR UNSECURED 04/26 0.7                      | CUSIP: 046353AV0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $439561.20    | 0.05%             | 2026-04-08      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc.                                                  | AUTOMATIC DATA PROCESSING INC SR UNSECURED 09/25 3.375      | CUSIP: 053015AE3<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    752000 | PA      | $728299.03    | 0.08%             | 2025-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc.                                                                   | AUTOZONE INC SR UNSECURED 04/25 3.25                        | CUSIP: 053332AR3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $958361.03    | 0.11%             | 2025-04-15      | Fixed         | 3.25%                 | 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        |    400000 | PA      | $313901.86    | 0.04%             | 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      | $329355.02    | 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      | $461263.49    | 0.05%             | 2026-09-06      | Fixed         | 3.21%                 | 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        |    600000 | PA      | $468130.34    | 0.05%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                    | TRUIST FINANCIAL CORP SR UNSECURED 10/24 2.85               | CUSIP: 05531FBB8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    700000 | PA      | $674985.42    | 0.08%             | 2024-10-26      | Fixed         | 2.85%                 | 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      | $1735384.60   | 0.20%             | 2055-02-17      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| Baidu Inc.                                                                      | BAIDU INC SR UNSECURED 06/25 4.125                          | CUSIP: 056752AG3<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |    250000 | PA      | $236790.83    | 0.03%             | 2025-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES HOLDINGS LLC / BA SR UNSECURED 12/27 3.337                         | BAKER HUGHES A GE CO LLC / BAK SR UNSECURED 12/27 3.337     | CUSIP: 05723KAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $461851.97    | 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 A GE CO LLC / BAK SR UNSECURED 05/30 4.486     | CUSIP: 05724BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $476541.16    | 0.06%             | 2030-05-01      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER SA 09/27 1                                  | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    700000 | PA      | $597916.50    | 0.07%             | 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        |   2000000 | PA      | $1849875.00   | 0.22%             | 2060-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC SR UNSECURED 01/26 4.375                       | CUSIP: 06738EAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    500000 | PA      | $483845.45    | 0.06%             | 2026-01-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | PROVINCE OF QUEBEC CANADA DEBENTURES 07/23 7.5              | CUSIP: 748148PB3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    410000 | PA      | $415395.03    | 0.05%             | 2023-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | PROVINCE OF QUEBEC CANADA DEBENTURES 02/24 7.125            | CUSIP: 748148PD9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    150000 | PA      | $153507.59    | 0.02%             | 2024-02-09      | Fixed         | 7.12%                 | 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        |    500000 | PA      | $421543.47    | 0.05%             | 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        |    500000 | PA      | $477258.41    | 0.06%             | 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        |    600000 | PA      | $533414.06    | 0.06%             | 2046-07-15      | Fixed         | 4.95%                 | 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        |   1000000 | PA      | $620208.82    | 0.07%             | 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        |    400000 | PA      | $319000.93    | 0.04%             | 2033-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| 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      | $249187.78    | 0.03%             | 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        |    270000 | PA      | $251801.79    | 0.03%             | 2042-03-22      | Fixed         | 4.75%                 | 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      | $482922.20    | 0.06%             | 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        |    800000 | PA      | $643444.72    | 0.07%             | 2031-11-03      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| S. C. Johnson and Son Inc.                                                      | SC JOHNSON and SON INC SR UNSECURED 144A 05/43 4            | CUSIP: 78408LAA5<br>LEI: PH5ZFDENRYXEVLP50443 | Long             | DBT              | CORP              | US        |    250000 | PA      | $200844.80    | 0.02%             | 2043-05-15      | Fixed         | 4.00%                 | 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        |   1452965 | PA      | $1310887.83   | 0.15%             | 2051-02-15      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                                 | SALESFORCE.COM INC SR UNSECURED 07/41 2.7                   | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    400000 | PA      | $285489.92    | 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      | $203519.72    | 0.02%             | 2037-09-15      | Fixed         | 6.12%                 | 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        |    300000 | PA      | $279510.96    | 0.03%             | 2028-01-25      | Fixed         | 3.20%                 | 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        |    572000 | PA      | $537851.98    | 0.06%             | 2026-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 06/34 FIXED 5.5                                            | GINNIE MAE GN 06/34 FIXED 5.5                               | CUSIP: 36291KAF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2146 | PA      | $2190.88      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 10/38 FIXED 6                                              | GINNIE MAE GN 10/38 FIXED 6                                 | CUSIP: 36295K3P6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32258 | PA      | $33685.64     | 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 GN 05/38 FIXED 6.5                               | CUSIP: 36295QDY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42402 | PA      | $44630.97     | 0.01%             | 2038-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 06/23 FIXED 4.5                                            | GINNIE MAE GN 06/23 FIXED 4.5                               | CUSIP: 36296BAM4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       849 | PA      | $847.23       | 0.00%             | 2023-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 08/23 FIXED 5.5                                            | GINNIE MAE GN 08/23 FIXED 5.5                               | CUSIP: 36296DDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       832 | PA      | $831.90       | 0.00%             | 2023-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 07/38 FIXED 6                                              | GINNIE MAE GN 07/38 FIXED 6                                 | CUSIP: 36296G6H9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30490 | PA      | $31842.31     | 0.00%             | 2038-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 10/38 FIXED 6                                              | GINNIE MAE GN 10/38 FIXED 6                                 | CUSIP: 36296LQK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9826 | PA      | $10270.99     | 0.00%             | 2038-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 06/39 FIXED 5                                              | GINNIE MAE GN 06/39 FIXED 5                                 | CUSIP: 36296QV55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    129717 | PA      | $130065.33    | 0.02%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 09/38 FIXED 6                                              | GINNIE MAE GN 09/38 FIXED 6                                 | CUSIP: 36296RZ34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21952 | PA      | $22927.04     | 0.00%             | 2038-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 10/23 FIXED 5                                              | GINNIE MAE GN 10/23 FIXED 5                                 | CUSIP: 36296TQQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       928 | PA      | $925.41       | 0.00%             | 2023-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 01/39 FIXED 5.5                                            | GINNIE MAE GN 01/39 FIXED 5.5                               | CUSIP: 36296XHC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4326 | PA      | $4440.10      | 0.00%             | 2039-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 12/38 FIXED 6.5                                            | GINNIE MAE GN 12/38 FIXED 6.5                               | CUSIP: 36296YTP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24735 | PA      | $26036.05     | 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        |    500000 | PA      | $464666.52    | 0.05%             | 2030-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP 1ST MORTGAGE 01/39 6                             | CUSIP: 695114CL0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    335000 | PA      | $348416.26    | 0.04%             | 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      | $385373.59    | 0.04%             | 2036-01-26      | Fixed         | 6.70%                 | 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        |    400000 | PA      | $376335.05    | 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      | $467104.65    | 0.05%             | 2031-04-01      | Fixed         | 2.80%                 | 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        |   1000000 | PA      | $871047.66    | 0.10%             | 2029-10-01      | Fixed         | 2.85%                 | 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        |    600000 | PA      | $492900.70    | 0.06%             | 2030-06-01      | Fixed         | 2.30%                 | 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      | $169530.78    | 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      | $85748.79     | 0.01%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICANOS COMPANY GUAR 06/35 6.625                | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    230000 | PA      | $166843.66    | 0.02%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc.                                                                    | PEPSICO INC SR UNSECURED 01/40 5.5                          | CUSIP: 713448BP2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    280000 | PA      | $298800.21    | 0.03%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SUBORDINATED 09/25 5.5                        | CUSIP: 172967HB0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402448.28    | 0.05%             | 2025-09-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SR UNSECURED 04/25 3.3                        | CUSIP: 172967JP7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    600000 | PA      | $580957.43    | 0.07%             | 2025-04-27      | Fixed         | 3.30%                 | 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      | $476704.18    | 0.06%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SR UNSECURED 04/48 VAR                        | CUSIP: 172967LJ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $409024.54    | 0.05%             | 2048-04-24      | Variable      | 4.28%                 | 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      | $237654.43    | 0.03%             | 2042-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc.                                                                    | PEPSICO INC SR UNSECURED 02/26 2.85                         | CUSIP: 713448DF2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    495000 | PA      | $470115.34    | 0.05%             | 2026-02-24      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SR UNSECURED 01/31 VAR                        | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $820183.28    | 0.10%             | 2031-01-29      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SR UNSECURED 06/27 VAR                        | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    600000 | PA      | $520444.70    | 0.06%             | 2027-06-09      | Variable      | 1.46%                 | 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      | $263244.61    | 0.03%             | 2037-03-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICANOS COMPANY GUAR 02/32 6.7                  | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    173000 | PA      | $135847.73    | 0.02%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Duke Realty Limited Partnership                                                 | DUKE REALTY LP SR UNSECURED 06/26 3.25                      | CUSIP: 26441YAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $183128.11    | 0.02%             | 2026-06-30      | Fixed         | 3.25%                 | 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        |    200000 | PA      | $209628.85    | 0.02%             | 2038-01-15      | Fixed         | 6.00%                 | 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        |    235000 | PA      | $229280.91    | 0.03%             | 2035-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                     | PFIZER INC SR UNSECURED 05/44 4.4                           | CUSIP: 717081DK6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    264000 | PA      | $244427.56    | 0.03%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Company                                                        | EASTMAN CHEMICAL CO SR UNSECURED 10/44 4.65                 | CUSIP: 277432AP5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    500000 | PA      | $409477.43    | 0.05%             | 2044-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                     | PFIZER INC SR UNSECURED 06/26 2.75                          | CUSIP: 717081DV2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    713000 | PA      | $672149.91    | 0.08%             | 2026-06-03      | Fixed         | 2.75%                 | 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      | $319341.66    | 0.04%             | 2038-05-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                | PHILIP MORRIS INTERNATIONAL IN SR UNSECURED 11/23 3.6       | CUSIP: 718172BE8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247180.66    | 0.03%             | 2023-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Company                                                             | PHILLIPS 66 CO COMPANY GUAR 144A 03/28 3.75                 | CUSIP: 718547AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $184077.86    | 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        |    500000 | PA      | $387331.94    | 0.05%             | 2045-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Potash Corporation of Saskatchewan Inc.                                         | POTASH CORP OF SASKATCHEWAN IN SR UNSECURED 12/40 5.625     | CUSIP: 73755LAK3<br>LEI: QKQ43I6KFB8KSER22F66 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $138822.97    | 0.02%             | 2040-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Precision Castparts Corp.                                                       | PRECISION CASTPARTS CORP SR UNSECURED 06/25 3.25            | CUSIP: 740189AM7<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |    500000 | PA      | $481920.49    | 0.06%             | 2025-06-15      | Fixed         | 3.25%                 | 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        |    300000 | PA      | $279593.17    | 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        |    600000 | PA      | $492607.67    | 0.06%             | 2050-03-25      | Fixed         | 3.60%                 | 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        |    500000 | PA      | $394624.10    | 0.05%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Company                                         | PUBLIC SERVICE ELECTRIC and GAS 1ST MORTGAGE 05/25 3        | CUSIP: 74456QBL9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239314.53    | 0.03%             | 2025-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Qualcomm Incorporated                                                           | QUALCOMM INC SR UNSECURED 05/32 1.65                        | CUSIP: 747525BP7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    566000 | PA      | $435939.10    | 0.05%             | 2032-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Brazilian Government International Bond                                         | BRAZILIAN GOVERNMENT INTERNATI SR UNSECURED 01/25 4.25      | CUSIP: 105756BV1<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |   1612000 | PA      | $1581936.49   | 0.18%             | 2025-01-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Brinker International Inc.                                                      | BRINKER INTERNATIONAL INC SR UNSECURED 05/23 3.875          | CUSIP: 109641AG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $247605.68    | 0.03%             | 2023-05-15      | Fixed         | 3.88%                 | 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        |    500000 | PA      | $381645.31    | 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      | $269745.26    | 0.03%             | 2048-02-20      | Fixed         | 4.55%                 | 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      | $511295.40    | 0.06%             | 2026-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| British Telecommunications plc                                                  | BRITISH TELECOMMUNICATIONS PLC SR UNSECURED 12/30 9.625     | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    190000 | PA      | $227530.50    | 0.03%             | 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        |    700000 | PA      | $625842.91    | 0.07%             | 2029-05-15      | Fixed         | 4.12%                 | 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      | $616938.46    | 0.07%             | 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        |   1000000 | PA      | $750597.19    | 0.09%             | 2033-02-15      | Fixed         | 2.60%                 | 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        |     50000 | PA      | $44673.70     | 0.01%             | 2042-03-15      | Fixed         | 4.40%                 | 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      | $1013605.93   | 0.12%             | 2050-02-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Comm 2014-Ccre21 Mortgage Trust                                                 | COMM 2014-CCRE21 MORTGAGE TRUS COMM 2014 CR21 A3            | CUSIP: 12592RBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    614572 | PA      | $591480.82    | 0.07%             | 2047-12-10      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE8 Mortgage Trust                                                  | COMM 2013-CCRE8 MORTGAGE TRUST COMM 2013 CR8 AM 144A        | CUSIP: 12625KAL9<br>LEI: 549300NGGFIEJ2ER3D22 | Long             | ABS-MBS          | CORP              | US        |    630000 | PA      | $623604.24    | 0.07%             | 2046-06-10      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CR14 MORTGAGE TRUST COMM 2014 CR14 A3                                 | COMM 2014-CR14 MORTGAGE TRUST COMM 2014 CR14 A3             | CUSIP: 12630DAX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $984606.30    | 0.11%             | 2047-02-10      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE27 MORTGAGE TRUS COMM 2015 CR27 A4                                | COMM 2015-CCRE27 MORTGAGE TRUS COMM 2015 CR27 A4            | CUSIP: 12635QBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $950704.80    | 0.11%             | 2048-10-10      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                                                 | CSX CORP SR UNSECURED 11/25 3.35                            | CUSIP: 126408HD8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    420000 | PA      | $403059.25    | 0.05%             | 2025-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                                                 | CSX CORP SR UNSECURED 04/50 3.8                             | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $775493.74    | 0.09%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                          | CVS HEALTH CORP SR UNSECURED 07/25 3.875                    | CUSIP: 126650CL2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    650000 | PA      | $634287.52    | 0.07%             | 2025-07-20      | Fixed         | 3.88%                 | 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        |    389000 | PA      | $376257.41    | 0.04%             | 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        |    500000 | PA      | $448772.45    | 0.05%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST SERIES PASS THRU CE 144A 07/31 8.353                     | CVS PASS-THROUGH TRUST SERIES PASS THRU CE 144A 07/31 8.353 | CUSIP: 126659AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59916 | PA      | $65496.04     | 0.01%             | 2031-07-10      | Fixed         | 8.35%                 | 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      | $96645.10     | 0.01%             | 2034-04-01      | Fixed         | 7.50%                 | 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      | $485949.84    | 0.06%             | 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        |    290000 | PA      | $286902.43    | 0.03%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Company                                                | CANADIAN PACIFIC RAILWAY CO SR UNSECURED 03/23 4.45         | CUSIP: 13645RAK0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $299591.99    | 0.03%             | 2023-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                               | CAPITAL ONE FINANCIAL CORP SR UNSECURED 02/25 3.2           | CUSIP: 14040HBG9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1922882.22   | 0.22%             | 2025-02-05      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                               | CAPITAL ONE FINANCIAL CORP SR UNSECURED 10/24 3.3           | CUSIP: 14040HBT1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1447724.00   | 0.17%             | 2024-10-30      | Fixed         | 3.30%                 | 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        |    400000 | PA      | $384423.30    | 0.04%             | 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      | $440188.43    | 0.05%             | 2045-12-15      | Fixed         | 4.80%                 | 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        |    600000 | PA      | $532419.70    | 0.06%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 12/37 FIXED 5.5                                        | FREDDIE MAC FG 12/37 FIXED 5.5                              | CUSIP: 3128M6AR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32445 | PA      | $33452.25     | 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 FG 08/38 FIXED 6.5                              | CUSIP: 3128M6M62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18404 | PA      | $19679.52     | 0.00%             | 2038-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 11/36 FIXED 5                                          | FREDDIE MAC FG 11/36 FIXED 5                                | CUSIP: 3128M6PR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26116 | PA      | $26326.59     | 0.00%             | 2036-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 10/38 FIXED 6                                          | FREDDIE MAC FG 10/38 FIXED 6                                | CUSIP: 3128M6YH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34191 | PA      | $35886.07     | 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 FG 01/39 FIXED 5.5                              | CUSIP: 3128M7CW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25194 | PA      | $26032.18     | 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 FG 05/39 FIXED 4.5                              | CUSIP: 3128M7L61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     83901 | PA      | $83171.66     | 0.01%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 09/39 FIXED 5                                          | FREDDIE MAC FG 09/39 FIXED 5                                | CUSIP: 3128M7TS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40043 | PA      | $40498.60     | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 05/31 FIXED 7                                          | FREDDIE MAC FG 05/31 FIXED 7                                | CUSIP: 31292HJU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       162 | PA      | $171.27       | 0.00%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 07/31 FIXED 7                                          | FREDDIE MAC FG 07/31 FIXED 7                                | CUSIP: 31292HKL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       353 | PA      | $373.11       | 0.00%             | 2031-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 08/31 FIXED 7                                          | FREDDIE MAC FG 08/31 FIXED 7                                | CUSIP: 31292HKY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1095 | PA      | $1159.84      | 0.00%             | 2031-08-01      | Fixed         | 7.00%                 | 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        |    400000 | PA      | $370048.40    | 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      | $478071.50    | 0.06%             | 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      | $849690.00    | 0.10%             | 2027-11-24      | Fixed         | 0.75%                 | 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      | $21305.08     | 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      | $173978.54    | 0.02%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corporation                                     | INTERNATIONAL BUSINESS MACHINE SR UNSECURED 02/26 3.45      | CUSIP: 459200JG7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1071219.26   | 0.12%             | 2026-02-19      | Fixed         | 3.45%                 | 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        |    500000 | PA      | $471355.97    | 0.05%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ISRAEL GOVERNMENT AID BOND US GOVT GUAR 09/23 5.5                               | ISRAEL GOVERNMENT AID BOND US GOVT GUAR 09/23 5.5           | CUSIP: 46513EFF4<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    455000 | PA      | $456998.71    | 0.05%             | 2023-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY GOVERNMENT I SR UNSECURED 09/23 6.875                         | REPUBLIC OF ITALY GOVERNMENT I SR UNSECURED 09/23 6.875     | CUSIP: 465410AH1<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |    300000 | PA      | $301643.60    | 0.04%             | 2023-09-27      | Fixed         | 6.88%                 | 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        |    125000 | PA      | $135025.01    | 0.02%             | 2038-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SUBORDINATED 05/23 3.375              | CUSIP: 46625HJJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497649.27    | 0.06%             | 2023-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 02/24 3.875              | CUSIP: 46625HJT8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1283102.04   | 0.15%             | 2024-02-01      | Fixed         | 3.88%                 | 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      | $663553.72    | 0.08%             | 2026-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corporation                                               | UNITED TECHNOLOGIES CORP SR UNSECURED 11/48 4.625           | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    500000 | PA      | $450535.13    | 0.05%             | 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        |    300000 | PA      | $316434.80    | 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        |     50000 | PA      | $44675.06     | 0.01%             | 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      | $266336.78    | 0.03%             | 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      | $270609.79    | 0.03%             | 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        |    500000 | PA      | $416679.21    | 0.05%             | 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      | $722181.47    | 0.08%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| University of California                                                        | UNIVERSITY OF CALIFORNIA UNVHGR 05/43 FIXED OID 5.77        | CUSIP: 91412F7Y7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    320000 | PA      | $336729.50    | 0.04%             | 2043-05-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Utah State of                                                                   | STATE OF UTAH UTS 07/24 FIXED 4.554                         | CUSIP: 917542QR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $94619.12     | 0.01%             | 2024-07-01      | Fixed         | 4.55%                 | 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        |    286286 | PA      | $280816.22    | 0.03%             | 2025-07-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                                              | VALE OVERSEAS LTD COMPANY GUAR 11/39 6.875                  | CUSIP: 91911TAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    350000 | PA      | $368804.99    | 0.04%             | 2039-11-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corporation                                                       | VALERO ENERGY CORP COMPANY GUAR 04/32 7.5                   | CUSIP: 91913YAE0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    270000 | PA      | $303472.21    | 0.04%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corporation                                                       | VALERO ENERGY CORP SR UNSECURED 04/25 2.85                  | CUSIP: 91913YAY6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    600000 | PA      | $567822.54    | 0.07%             | 2025-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                     | VERIZON COMMUNICATIONS INC SR UNSECURED 01/36 4.272         | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    458000 | PA      | $407704.54    | 0.05%             | 2036-01-15      | Fixed         | 4.27%                 | 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        |   1260000 | PA      | $1072266.80   | 0.12%             | 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        |    500000 | PA      | $467025.81    | 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      | $313479.64    | 0.04%             | 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        |    400000 | PA      | $311788.32    | 0.04%             | 2030-10-30      | Fixed         | 1.68%                 | 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      | $561679.11    | 0.07%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                     | VIATRIS INC COMPANY GUAR 06/30 2.7                          | CUSIP: 92556VAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $390917.13    | 0.05%             | 2030-06-22      | Fixed         | 2.70%                 | 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        |    400000 | PA      | $309901.58    | 0.04%             | 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        |    900000 | PA      | $760872.71    | 0.09%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                        | HOSPITALITY PROPERTIES TRUST SR UNSECURED 03/25 4.5         | CUSIP: 44106MAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $172509.38    | 0.02%             | 2025-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                                     | HUMANA INC SR UNSECURED 10/24 3.85                          | CUSIP: 444859BD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $342949.06    | 0.04%             | 2024-10-01      | Fixed         | 3.85%                 | 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      | $449040.00    | 0.05%             | 2029-05-01      | Fixed         | 4.50%                 | 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        |    115000 | PA      | $110369.97    | 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        |    260000 | PA      | $273526.40    | 0.03%             | 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      | $161030.54    | 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        |    187000 | PA      | $192751.09    | 0.02%             | 2037-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES GLOBAL HOLDING COMPANY LIMITED                               | INGERSOLL-RAND GLOBAL HOLDING COMPANY GUAR 02/48 4.3        | CUSIP: 45687AAN2<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |    600000 | PA      | $460874.96    | 0.05%             | 2048-02-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                               | INTEL CORP SR UNSECURED 08/31 2                             | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    500000 | PA      | $395998.29    | 0.05%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                 | INTER-AMERICAN DEVELOPMENT BAN SR UNSECURED 06/25 7         | CUSIP: 458182BV3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |    325000 | PA      | $343552.22    | 0.04%             | 2025-06-15      | Fixed         | 7.00%                 | 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      | $924050.49    | 0.11%             | 2026-07-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kellogg Company                                                                 | KELLOGG CO SR UNSECURED 04/26 3.25                          | CUSIP: 487836BP2<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    400000 | PA      | $380274.26    | 0.04%             | 2026-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc.                                                              | KINDER MORGAN INC/DE COMPANY GUAR 06/45 5.55                | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    375000 | PA      | $341929.27    | 0.04%             | 2045-06-01      | Fixed         | 5.55%                 | 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        |    500000 | PA      | $477361.61    | 0.06%             | 2026-02-01      | Fixed         | 3.50%                 | 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        |     90000 | PA      | $98951.89     | 0.01%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                                                | SHELL INTERNATIONAL FINANCE BV COMPANY GUAR 05/45 4.375     | CUSIP: 822582BF8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $873796.22    | 0.10%             | 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        |    300000 | PA      | $281381.08    | 0.03%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Simon Property Group L.P.                                                       | SIMON PROPERTY GROUP LP SR UNSECURED 09/25 3.5              | CUSIP: 828807CV7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    441500 | PA      | $422840.49    | 0.05%             | 2025-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 01/38 FIXED 5.5                                        | FREDDIE MAC FG 01/38 FIXED 5.5                              | CUSIP: 3128M5NM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27988 | PA      | $28964.65     | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 01/38 FIXED 6                                          | FREDDIE MAC FG 01/38 FIXED 6                                | CUSIP: 3128M5Q52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9566 | PA      | $10017.46     | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEXAS TRANSPORTATION COMMISSIO TXSTRN 04/30 FIXED 5.178                         | TEXAS TRANSPORTATION COMMISSIO TXSTRN 04/30 FIXED 5.178     | CUSIP: 88283LHU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    310000 | PA      | $315878.50    | 0.04%             | 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      | $323947.72    | 0.04%             | 2031-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Thomson Reuters Corporation                                                     | THOMSON REUTERS CORP SR UNSECURED 05/43 4.5                 | CUSIP: 884903BM6<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $192449.36    | 0.02%             | 2043-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| 3M Company                                                                      | 3M CO SR UNSECURED 08/25 3                                  | CUSIP: 88579YAR2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    330000 | PA      | $316247.63    | 0.04%             | 2025-08-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable Enterprises LLC                                               | TIME WARNER ENTERTAINMENT CO L SR SECURED 07/33 8.375       | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $583194.49    | 0.07%             | 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      | $170747.31    | 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        |    800000 | PA      | $629908.52    | 0.07%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Tosco Corporation                                                               | TOSCO CORP COMPANY GUAR 02/30 8.125                         | CUSIP: 891490AT1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    383000 | PA      | $446300.51    | 0.05%             | 2030-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Totalenergies Capital International                                             | TOTALENERGIES CAPITAL INTERNAT COMPANY GUAR 01/24 3.7       | CUSIP: 89153VAG4<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $493301.01    | 0.06%             | 2024-01-15      | Fixed         | 3.70%                 | 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        |    400000 | PA      | $372179.63    | 0.04%             | 2028-06-01      | Fixed         | 4.45%                 | 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        |    300000 | PA      | $276800.57    | 0.03%             | 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        |    500000 | PA      | $425318.49    | 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        |    700000 | PA      | $552680.16    | 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        |    405000 | PA      | $397913.97    | 0.05%             | 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      | $54374.93     | 0.01%             | 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      | $241040.83    | 0.03%             | 2048-03-07      | Fixed         | 4.05%                 | 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        |    400000 | PA      | $381389.96    | 0.04%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                    | US BANCORP SR UNSECURED 07/26 2.375                         | CUSIP: 91159HHN3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $922740.65    | 0.11%             | 2026-07-22      | Fixed         | 2.38%                 | 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      | $3975498.46   | 0.46%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 12/40 FIXED 4                                          | FREDDIE MAC FG 12/40 FIXED 4                                | CUSIP: 31292K6A0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    251040 | PA      | $243190.15    | 0.03%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 03/39 FIXED 4.5                                        | FREDDIE MAC FG 03/39 FIXED 4.5                              | CUSIP: 312932C20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49527 | PA      | $49068.51     | 0.01%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 11/39 FIXED 4.5                                        | FREDDIE MAC FG 11/39 FIXED 4.5                              | CUSIP: 3129366F9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67763 | PA      | $67177.75     | 0.01%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 09/40 FIXED 4                                          | FREDDIE MAC FG 09/40 FIXED 4                                | CUSIP: 312942NF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80980 | PA      | $78483.41     | 0.01%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 08/33 FIXED 4.5                                        | FREDDIE MAC FG 08/33 FIXED 4.5                              | CUSIP: 31296K5E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8113 | PA      | $8022.45      | 0.00%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 10/33 FIXED 4.5                                        | FREDDIE MAC FG 10/33 FIXED 4.5                              | CUSIP: 31296N6S1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3253 | PA      | $3216.73      | 0.00%             | 2033-10-01      | Fixed         | 4.50%                 | 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        |   1808448 | PA      | $1576267.82   | 0.18%             | 2036-12-01      | Fixed         | 1.50%                 | 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        |    741497 | PA      | $663249.16    | 0.08%             | 2035-07-01      | Fixed         | 2.00%                 | 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        |   1898735 | PA      | $1710974.25   | 0.20%             | 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        |    588284 | PA      | $551453.33    | 0.06%             | 2031-08-01      | Fixed         | 2.50%                 | 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        |   3582022 | PA      | $3271141.21   | 0.38%             | 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        |   5471457 | PA      | $4855166.58   | 0.56%             | 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        |   2711095 | PA      | $2479148.19   | 0.29%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 07/52 FIXED 4.5                         | CUSIP: 3132DNNQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2445086 | PA      | $2369026.71   | 0.28%             | 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        |   8304027 | PA      | $7069641.60   | 0.82%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 11/41 FIXED 4.5                                        | FREDDIE MAC FG 11/41 FIXED 4.5                              | CUSIP: 3132GK5A0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    251559 | PA      | $250071.88    | 0.03%             | 2041-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 10/42 FIXED 3                                          | FREDDIE MAC FG 10/42 FIXED 3                                | CUSIP: 3132HM4M0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    999342 | PA      | $906104.06    | 0.11%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 09/47 FIXED 4                                          | FREDDIE MAC FG 09/47 FIXED 4                                | CUSIP: 3132L8YS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    787861 | PA      | $755577.67    | 0.09%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 07/46 FIXED 3                                          | FREDDIE MAC FG 07/46 FIXED 3                                | CUSIP: 3132WFG52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    611420 | PA      | $551096.70    | 0.06%             | 2046-07-01      | Fixed         | 3.00%                 | 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        |    194973 | PA      | $187053.92    | 0.02%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 03/41 6.375                         | CUSIP: 00206RDG4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    360000 | PA      | $374508.69    | 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        |     50000 | PA      | $45286.19     | 0.01%             | 2042-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 04/31 7.625                         | CUSIP: 00206RHZ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    285000 | PA      | $318698.02    | 0.04%             | 2031-04-15      | Fixed         | 7.62%                 | 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        |    200000 | PA      | $166946.60    | 0.02%             | 2027-10-15      | Fixed         | 1.40%                 | 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        |    500000 | PA      | $447765.98    | 0.05%             | 2030-04-15      | Fixed         | 3.10%                 | 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        |    300000 | PA      | $245197.22    | 0.03%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN COMPANY GUAR 05/23 4.25      | CUSIP: 37045XAL0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    280000 | PA      | $278841.97    | 0.03%             | 2023-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corporation                                                  | JOHN DEERE CAPITAL CORP SR UNSECURED 01/25 2.05             | CUSIP: 24422EVC0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    500000 | PA      | $474631.26    | 0.06%             | 2025-01-09      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC C SR UNSECURED 10/29 5.3                           | DELL INTERNATIONAL LLC / EMC C SR SECURED 10/29 5.3         | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $586801.23    | 0.07%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines 2019-1 Class AA Pass Through Trust                              | DELTA AIR LINES 2019-1 CLASS A PASS THRU CE 10/25 3.204     | CUSIP: 24737BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $193367.22    | 0.02%             | 2024-04-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                | DEUTSCHE BANK AG/NEW YORK NY SR UNSECURED 11/26 VAR         | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    600000 | PA      | $529324.81    | 0.06%             | 2026-11-24      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN COMPANY GUAR 03/26 5.25      | CUSIP: 37045XBG0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    650000 | PA      | $639893.32    | 0.07%             | 2026-03-01      | Fixed         | 5.25%                 | 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        |    300000 | PA      | $248761.80    | 0.03%             | 2028-10-15      | Fixed         | 2.40%                 | 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        |    146000 | PA      | $172171.59    | 0.02%             | 2030-06-15      | Fixed         | 8.75%                 | 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      | $764124.92    | 0.09%             | 2045-06-15      | Fixed         | 5.00%                 | 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      | $246415.08    | 0.03%             | 2030-04-29      | Fixed         | 2.00%                 | 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      | $248313.17    | 0.03%             | 2042-11-01      | Fixed         | 4.50%                 | 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        |    350000 | PA      | $274239.61    | 0.03%             | 2032-01-12      | Fixed         | 3.10%                 | 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      | $330990.42    | 0.04%             | 2039-02-01      | Fixed         | 5.95%                 | 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        |   1573805 | PA      | $1428503.59   | 0.17%             | 2043-04-01      | Fixed         | 3.00%                 | 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        |    324016 | PA      | $307173.12    | 0.04%             | 2028-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc.                                                            | GILEAD SCIENCES INC SR UNSECURED 03/26 3.65                 | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    600000 | PA      | $578439.75    | 0.07%             | 2026-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                            | GLENCORE FUNDING LLC COMPANY GUAR 144A 09/31 2.625          | CUSIP: 378272BG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $398303.85    | 0.05%             | 2031-09-23      | Fixed         | 2.62%                 | 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        |     73500 | PA      | $75294.60     | 0.01%             | 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        |      8457 | PA      | $8352.17      | 0.00%             | 2033-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC                                            | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    700000 | PA      | $575496.28    | 0.07%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC SR SECURED 04/30 3.875                     | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    600000 | PA      | $543488.85    | 0.06%             | 2030-04-15      | Fixed         | 3.88%                 | 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        |      5058 | PA      | $4995.23      | 0.00%             | 2033-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Johnson and Johnson                                                             | JOHNSON and JOHNSON SR UNSECURED 09/40 2.1                  | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    500000 | PA      | $344015.85    | 0.04%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC SR SECURED 02/41 3                         | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    400000 | PA      | $282249.60    | 0.03%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Target Corporation                                                              | TARGET CORP SR UNSECURED 11/47 3.9                          | CUSIP: 87612EBG0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $407341.25    | 0.05%             | 2047-11-15      | Fixed         | 3.90%                 | 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      | $130295.45    | 0.02%             | 2041-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Kansas City Southern                                                            | KANSAS CITY SOUTHERN COMPANY GUAR 11/29 2.875               | CUSIP: 485170BD5<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    500000 | PA      | $431812.17    | 0.05%             | 2029-11-15      | Fixed         | 2.88%                 | 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        |    500000 | PA      | $488486.09    | 0.06%             | 2028-05-25      | Fixed         | 4.60%                 | 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      | $214713.42    | 0.02%             | 2046-07-30      | Fixed         | 3.20%                 | 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      | $181397.01    | 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        |     60000 | PA      | $59348.72     | 0.01%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Teck Resources Limited                                                          | TECK RESOURCES LTD SR UNSECURED 07/41 6.25                  | CUSIP: 878742AW5<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |    270000 | PA      | $264718.06    | 0.03%             | 2041-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                            | TELEFONICA EUROPE BV COMPANY GUAR 09/30 8.25                | CUSIP: 879385AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    350000 | PA      | $390470.73    | 0.05%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt Fuer Wiederaufbau                                                 | KREDITANSTALT FUER WIEDERAUFBA GOVT GUARANT 01/23 2.125     | CUSIP: 500769FK5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |    600000 | PA      | $599386.60    | 0.07%             | 2023-01-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc.                                                                  | MEDTRONIC INC COMPANY GUAR 03/35 4.375                      | CUSIP: 585055BT2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    500000 | PA      | $472592.13    | 0.05%             | 2035-03-15      | Fixed         | 4.38%                 | 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      | $235810.08    | 0.03%             | 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        |    200000 | PA      | $176165.97    | 0.02%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Merck and Co. Inc.                                                              | MERCK and CO INC SR UNSECURED 02/25 2.75                    | CUSIP: 58933YAR6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    850000 | PA      | $814523.13    | 0.09%             | 2025-02-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                                    | METLIFE INC SR UNSECURED 05/46 4.6                          | CUSIP: 59156RBR8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    500000 | PA      | $449249.11    | 0.05%             | 2046-05-13      | Fixed         | 4.60%                 | 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      | $274609.79    | 0.03%             | 2039-04-01      | Fixed         | 5.52%                 | 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      | $2470546.86   | 0.29%             | 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      | $1206972.66   | 0.14%             | 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      | $1405937.50   | 0.16%             | 2049-08-15      | Fixed         | 2.25%                 | 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        |    700000 | PA      | $652821.76    | 0.08%             | 2030-03-19      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 12/34 FIXED 5.5                                        | FREDDIE MAC FG 12/34 FIXED 5.5                              | CUSIP: 31283H4Z5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46473 | PA      | $47705.71     | 0.01%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 09/30 FIXED 7.5                                        | FREDDIE MAC FG 09/30 FIXED 7.5                              | CUSIP: 31283HHG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       215 | PA      | $227.07       | 0.00%             | 2030-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 04/32 FIXED 7                                          | FREDDIE MAC FG 04/32 FIXED 7                                | CUSIP: 31283HRL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1891 | PA      | $1994.75      | 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        |    377020 | PA      | $379760.54    | 0.04%             | 2037-08-01      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 07/35 FIXED 5                                          | FREDDIE MAC FG 07/35 FIXED 5                                | CUSIP: 3128K64H0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     69390 | PA      | $69884.44     | 0.01%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 10/35 FIXED 4.5                                        | FREDDIE MAC FG 10/35 FIXED 4.5                              | CUSIP: 3128LXC32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82329 | PA      | $81461.93     | 0.01%             | 2035-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 10/36 FIXED 5                                          | FREDDIE MAC FG 10/36 FIXED 5                                | CUSIP: 3128LXS92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23104 | PA      | $23299.25     | 0.00%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 10/36 FIXED 5.5                                        | FREDDIE MAC FG 10/36 FIXED 5.5                              | CUSIP: 3128LXTD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43475 | PA      | $44864.76     | 0.01%             | 2036-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 11/36 FIXED 6                                          | FREDDIE MAC FG 11/36 FIXED 6                                | CUSIP: 3128LXUE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40785 | PA      | $42601.57     | 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 FG 09/37 FIXED 5.5                              | CUSIP: 3128M43K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32339 | PA      | $33458.26     | 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 FG 08/37 FIXED 6.5                              | CUSIP: 3128M4ZM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8188 | PA      | $8732.80      | 0.00%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| The Hartford Financial Services Group Inc.                                      | HARTFORD FINANCIAL SERVICES GR SR UNSECURED 10/36 5.95      | CUSIP: 416515AS3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169267.97    | 0.02%             | 2036-10-15      | Fixed         | 5.95%                 | 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        |    400000 | PA      | $412306.21    | 0.05%             | 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        |    280000 | PA      | $299436.39    | 0.03%             | 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        |    390000 | PA      | $337668.36    | 0.04%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| The Home Depot Inc.                                                             | HOME DEPOT INC/THE SR UNSECURED 09/25 3.35                  | CUSIP: 437076BK7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    752000 | PA      | $728938.33    | 0.08%             | 2025-09-15      | Fixed         | 3.35%                 | 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        |    700000 | PA      | $610363.05    | 0.07%             | 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        |    500000 | PA      | $412585.56    | 0.05%             | 2030-06-01      | Fixed         | 1.95%                 | 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        |   1000000 | PA      | $834042.79    | 0.10%             | 2030-01-16      | Fixed         | 3.10%                 | 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        |    240000 | PA      | $220423.92    | 0.03%             | 2041-10-01      | Fixed         | 4.84%                 | 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        |    300000 | PA      | $276674.90    | 0.03%             | 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      | $191917.67    | 0.02%             | 2030-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corporation                                                              | NVIDIA CORP SR UNSECURED 06/31 2                            | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    400000 | PA      | $320369.86    | 0.04%             | 2031-06-15      | Fixed         | 2.00%                 | 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      | $227085.14    | 0.03%             | 2038-09-01      | Fixed         | 7.50%                 | 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        |    268000 | PA      | $268197.03    | 0.03%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/24 FIXED 4                            | CUSIP: 31412PBG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2810 | PA      | $2784.50      | 0.00%             | 2024-03-01      | 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        |    447052 | PA      | $419300.25    | 0.05%             | 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        |     10064 | PA      | $10541.69     | 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        |     26303 | PA      | $27519.28     | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/37 FLOATING VAR                       | CUSIP: 31413KDN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13291 | PA      | $13425.44     | 0.00%             | 2037-10-01      | Floating      | 4.17%                 | 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        |     20751 | PA      | $21459.15     | 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        |     31164 | PA      | $31455.50     | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/23 FIXED 6                            | CUSIP: 31414SW82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3447 | PA      | $3443.15      | 0.00%             | 2023-08-01      | Fixed         | 6.00%                 | 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        |      6526 | PA      | $6836.69      | 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        |     25820 | PA      | $27978.19     | 0.00%             | 2038-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/23 FIXED 5                            | CUSIP: 31415XRJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2320 | PA      | $2311.83      | 0.00%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt Fuer Wiederaufbau                                                 | KREDITANSTALT FUER WIEDERAUFBA GOVT GUARANT 02/24 2.625     | CUSIP: 500769HX5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |    800000 | PA      | $780305.67    | 0.09%             | 2024-02-28      | Fixed         | 2.62%                 | 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      | $43394.57     | 0.01%             | 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      | $428605.29    | 0.05%             | 2026-06-01      | Fixed         | 3.00%                 | 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      | $255899.13    | 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      | $370205.58    | 0.04%             | 2027-03-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Laboratory Corporation of America Holdings                                      | LABORATORY CORP OF AMERICA HOL SR UNSECURED 12/29 2.95      | CUSIP: 50540RAW2<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $430680.36    | 0.05%             | 2029-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc.                                                       | LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 05/60 3.95       | CUSIP: 53079EBK9<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    500000 | PA      | $327466.75    | 0.04%             | 2060-05-15      | Fixed         | 3.95%                 | 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        |    150000 | PA      | $156342.30    | 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        |    500000 | PA      | $468364.54    | 0.05%             | 2026-12-12      | Fixed         | 3.62%                 | 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        |   1000000 | PA      | $944614.72    | 0.11%             | 2033-08-03      | Variable      | 4.42%                 | 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        |    600000 | PA      | $476303.52    | 0.06%             | 2031-01-13      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| American International Group Inc.                                               | AMERICAN INTERNATIONAL GROUP I SR UNSECURED 05/36 6.25      | CUSIP: 026874AZ0<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    430000 | PA      | $453173.50    | 0.05%             | 2036-05-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| American International Group Inc.                                               | AMERICAN INTERNATIONAL GROUP I SR UNSECURED 02/24 4.125     | CUSIP: 026874CY1<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    550000 | PA      | $544106.05    | 0.06%             | 2024-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMERICAN TOWER CORP SR UNSECURED 02/24 5                    | CUSIP: 03027XAD2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498157.30    | 0.06%             | 2024-02-15      | Fixed         | 5.00%                 | 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        |    350000 | PA      | $296163.77    | 0.03%             | 2045-09-01      | Fixed         | 4.30%                 | 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      | $217833.20    | 0.03%             | 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        |    659000 | PA      | $566995.73    | 0.07%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Anadarko Petroleum Corporation                                                  | ANADARKO PETROLEUM CORP SR UNSECURED 09/36 6.45             | CUSIP: 032511AY3<br>LEI: B78FQ7XBQFLP4AYJ6F79 | Long             | DBT              | CORP              | US        |    280000 | PA      | $271958.40    | 0.03%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COS LLC / ANHEU COMPANY GUAR 02/26 3.65                          | ANHEUSER-BUSCH COS LLC / ANHEU COMPANY GUAR 02/26 3.65      | CUSIP: 03522AAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $769924.98    | 0.09%             | 2026-02-01      | Fixed         | 3.65%                 | 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        |    500000 | PA      | $454537.61    | 0.05%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                                             | ANHEUSER-BUSCH INBEV WORLDWIDE COMPANY GUAR 01/29 4.75      | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493546.20    | 0.06%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                                             | ANHEUSER-BUSCH INBEV WORLDWIDE COMPANY GUAR 06/50 4.5       | CUSIP: 035240AT7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    400000 | PA      | $349855.24    | 0.04%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                            | ANTHEM INC SR UNSECURED 03/28 4.101                         | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    350000 | PA      | $335413.27    | 0.04%             | 2028-03-01      | Fixed         | 4.10%                 | 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        |    333000 | PA      | $355001.80    | 0.04%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                      | APPLE INC SR UNSECURED 05/23 2.4                            | CUSIP: 037833AK6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    800000 | PA      | $793601.23    | 0.09%             | 2023-05-03      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                      | APPLE INC SR UNSECURED 02/26 3.25                           | CUSIP: 037833BY5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    500000 | PA      | $480334.38    | 0.06%             | 2026-02-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                      | APPLE INC SR UNSECURED 08/26 2.45                           | CUSIP: 037833BZ2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $983025.35    | 0.11%             | 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        |    900000 | PA      | $735070.27    | 0.09%             | 2030-05-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc.                                                          | APPLIED MATERIALS INC SR UNSECURED 10/25 3.9                | CUSIP: 038222AJ4<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    470000 | PA      | $459522.31    | 0.05%             | 2025-10-01      | Fixed         | 3.90%                 | 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        |    300000 | PA      | $289203.54    | 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        |    500000 | PA      | $313236.41    | 0.04%             | 2050-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Lowe`s Companies Inc.                                                           | LOWE'S COS INC SR UNSECURED 09/25 3.375                     | CUSIP: 548661DH7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    460000 | PA      | $441742.03    | 0.05%             | 2025-09-15      | Fixed         | 3.38%                 | 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        |   2047910 | PA      | $1976558.28   | 0.23%             | 2052-09-01      | Fixed         | 4.50%                 | 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        |     21514 | PA      | $22937.65     | 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        |     19050 | PA      | $20296.89     | 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        |     31505 | PA      | $32951.85     | 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        |     42796 | PA      | $43014.71     | 0.00%             | 2037-09-01      | Floating      | 3.13%                 | 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        |     63875 | PA      | $63297.12     | 0.01%             | 2034-07-01      | Floating      | 2.89%                 | 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        |     53046 | PA      | $54731.63     | 0.01%             | 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        |      7778 | PA      | $8041.76      | 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        |      9014 | PA      | $9302.30      | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | 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        |    600000 | PA      | $567804.00    | 0.07%             | 2029-01-15      | Fixed         | 5.30%                 | 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        |     63816 | PA      | $64510.53     | 0.01%             | 2037-04-01      | Floating      | 3.00%                 | 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        |     80317 | PA      | $77797.40     | 0.01%             | 2039-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 05/32 FIXED 7                                              | GINNIE MAE GN 05/32 FIXED 7                                 | CUSIP: 36200Q6R0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1933 | PA      | $2024.66      | 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 GN 05/32 FIXED 6.5                               | CUSIP: 36200Q7M0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1631 | PA      | $1697.86      | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 07/34 FIXED 6                                              | GINNIE MAE GN 07/34 FIXED 6                                 | CUSIP: 36200R2R2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3155 | PA      | $3278.00      | 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 GN 03/33 FIXED 5.5                               | CUSIP: 36201CYE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7584 | PA      | $7704.20      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 04/32 FIXED 6                                              | GINNIE MAE GN 04/32 FIXED 6                                 | CUSIP: 36201LTM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10330 | PA      | $10656.76     | 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 GN 11/32 FIXED 5.5                               | CUSIP: 36201UCF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12731 | PA      | $12947.35     | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE 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        |    115788 | PA      | $114546.41    | 0.01%             | 2039-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE 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        |      6386 | PA      | $6306.03      | 0.00%             | 2035-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE 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        |     23906 | PA      | $24517.67     | 0.00%             | 2037-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE 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        |     20905 | PA      | $22184.31     | 0.00%             | 2037-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FEDERAL NATIONAL MORTGAGE ASSO NOTES 09/24 2.625            | CUSIP: 3135G0ZR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $970149.17    | 0.11%             | 2024-09-06      | Fixed         | 2.62%                 | 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        |       261 | PA      | $278.31       | 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        |       143 | PA      | $151.18       | 0.00%             | 2030-11-01      | Fixed         | 7.50%                 | 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        |      1832 | PA      | $1920.94      | 0.00%             | 2031-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/23 FIXED 5                            | CUSIP: 31371LA82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       568 | PA      | $565.47       | 0.00%             | 2023-08-01      | Fixed         | 5.00%                 | 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        |     14972 | PA      | $15440.92     | 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        |     45164 | PA      | $47116.89     | 0.01%             | 2036-08-01      | Fixed         | 6.00%                 | 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        |     21500 | PA      | $21905.01     | 0.00%             | 2027-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K041 A2                                     | FREDDIE MAC MULTIFAMILY STRUCT FHMS K041 A2                 | CUSIP: 3137BFE98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $678002.43    | 0.08%             | 2024-10-25      | Fixed         | 3.17%                 | 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        |    787188 | PA      | $714511.33    | 0.08%             | 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        |    690185 | PA      | $662316.45    | 0.08%             | 2028-11-01      | Fixed         | 3.00%                 | 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        |   7000000 | PA      | $4998164.08   | 0.58%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/52 3                      | CUSIP: 912810TJ7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4000000 | PA      | $3295625.00   | 0.38%             | 2052-08-15      | Fixed         | 3.00%                 | 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        |   8000000 | PA      | $7150000.00   | 0.83%             | 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      | $6008437.50   | 0.70%             | 2052-11-15      | Fixed         | 4.00%                 | 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        |    500000 | PA      | $429867.23    | 0.05%             | 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        |    168000 | PA      | $184769.81    | 0.02%             | 2039-01-10      | Fixed         | 6.88%                 | 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      | $73095.97     | 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        |    600000 | PA      | $518355.78    | 0.06%             | 2030-04-15      | Fixed         | 2.88%                 | 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      | $382235.50    | 0.04%             | 2031-01-15      | Fixed         | 1.65%                 | 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        |    700000 | PA      | $636079.98    | 0.07%             | 2032-11-01      | Fixed         | 4.02%                 | 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      | $108523.44    | 0.01%             | 2041-01-01      | Fixed         | 7.10%                 | 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      | $348719.50    | 0.04%             | 2039-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corporation                                    | NEW YORK STATE URBAN DEVELOPME NYSDEV 03/39 FIXED 5.77      | CUSIP: 650035TD0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    300000 | PA      | $308084.52    | 0.04%             | 2039-03-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Newmont Corporation                                                             | NEWMONT GOLDCORP CORP COMPANY GUAR 03/42 4.875              | CUSIP: 651639AP1<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    270000 | PA      | $245247.62    | 0.03%             | 2042-03-15      | Fixed         | 4.88%                 | 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        |    700000 | PA      | $575644.34    | 0.07%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NIKE Inc.                                                                       | NIKE INC SR UNSECURED 03/25 2.4                             | CUSIP: 654106AH6<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $955141.11    | 0.11%             | 2025-03-27      | Fixed         | 2.40%                 | 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        |    400000 | PA      | $310268.98    | 0.04%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corporation                                                    | NOVARTIS CAPITAL CORP COMPANY GUAR 11/25 3                  | CUSIP: 66989HAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $479291.88    | 0.06%             | 2025-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                                                   | JH COLLATERAL                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |    463576 | NS      | $4633810.88   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| GINNIE MAE I POOL GN 12/30 FIXED 7                                              | GINNIE MAE GN 12/30 FIXED 7                                 | CUSIP: 36225BLL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4305 | PA      | $4448.28      | 0.00%             | 2030-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 09/31 FIXED 7                                              | GINNIE MAE GN 09/31 FIXED 7                                 | CUSIP: 36225BPM4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2391 | PA      | $2483.10      | 0.00%             | 2031-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 11/32 FIXED 6                                              | GINNIE MAE GN 11/32 FIXED 6                                 | CUSIP: 36225BVU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6254 | PA      | $6447.31      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 02/38 FIXED 5.5                                            | GINNIE MAE GN 02/38 FIXED 5.5                               | CUSIP: 36241KQ27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13241 | PA      | $13575.97     | 0.00%             | 2038-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 10/40 FIXED 4                                              | GINNIE MAE GN 10/40 FIXED 4                                 | CUSIP: 36241LP42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    104562 | PA      | $100423.08    | 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 GN 07/40 FIXED 4.5                               | CUSIP: 36241LUE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    141213 | PA      | $138995.32    | 0.02%             | 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        |   2846635 | PA      | $2623445.08   | 0.30%             | 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        |   2750637 | PA      | $2540237.04   | 0.30%             | 2050-03-10      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 09/33 FIXED 5                                              | GINNIE MAE GN 09/33 FIXED 5                                 | CUSIP: 36290QKC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4451 | PA      | $4441.18      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 08/33 FIXED 4.5                                            | GINNIE MAE GN 08/33 FIXED 4.5                               | CUSIP: 36290SFJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6644 | PA      | $6534.67      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 10/33 FIXED 5                                              | GINNIE MAE GN 10/33 FIXED 5                                 | CUSIP: 36290SKY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6819 | PA      | $6798.78      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | 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        |    500000 | PA      | $465943.15    | 0.05%             | 2027-06-15      | Fixed         | 3.38%                 | 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      | $125764.01    | 0.01%             | 2035-07-15      | Fixed         | 5.35%                 | 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        |    700000 | PA      | $576488.93    | 0.07%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| State Street Corporation                                                        | STATE STREET CORP SUBORDINATED 05/23 3.1                    | CUSIP: 857477AL7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248329.14    | 0.03%             | 2023-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Stryker Corporation                                                             | STRYKER CORP SR UNSECURED 03/46 4.625                       | CUSIP: 863667AJ0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    350000 | PA      | $308171.17    | 0.04%             | 2046-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | SUNOCO LOGISTICS PARTNERS OPER COMPANY GUAR 01/23 3.45      | CUSIP: 86765BAL3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169858.05    | 0.02%             | 2023-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Aetna Inc.                                                                      | AETNA INC SR UNSECURED 11/24 3.5                            | CUSIP: 00817YAQ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194274.85    | 0.02%             | 2024-11-15      | Fixed         | 3.50%                 | 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      | $361814.08    | 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        |    600000 | PA      | $497217.97    | 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        |    500000 | PA      | $444246.35    | 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        |    100000 | PA      | $107053.04    | 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        |    400000 | PA      | $297420.04    | 0.03%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 11/48 FIXED 4.5                                        | FREDDIE MAC FG 11/48 FIXED 4.5                              | CUSIP: 3132Y33P7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    675394 | PA      | $661773.18    | 0.08%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 06/48 FIXED 3.5                                        | FREDDIE MAC FG 06/48 FIXED 3.5                              | CUSIP: 31335BRF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    690019 | PA      | $638752.88    | 0.07%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 04/24 FIXED 5                                          | FREDDIE MAC FG 04/24 FIXED 5                                | CUSIP: 31335H4G5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1141 | PA      | $1135.36      | 0.00%             | 2024-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 05/24 FIXED 4.5                                        | FREDDIE MAC FG 05/24 FIXED 4.5                              | CUSIP: 31335H4P5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       570 | PA      | $566.04       | 0.00%             | 2024-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 02/23 FIXED 5.5                                        | FREDDIE MAC FG 02/23 FIXED 5.5                              | CUSIP: 31335HVX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        38 | PA      | $37.64        | 0.00%             | 2023-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 06/23 FIXED 5                                          | FREDDIE MAC FG 06/23 FIXED 5                                | CUSIP: 31335HXL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       163 | PA      | $162.61       | 0.00%             | 2023-06-01      | Fixed         | 5.00%                 | 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        |   3476374 | PA      | $2975909.67   | 0.35%             | 2050-08-01      | Fixed         | 2.50%                 | 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      | $1856111.30   | 0.22%             | 2036-07-15      | Fixed         | 5.50%                 | 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        |       926 | PA      | $978.31       | 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        |     11397 | PA      | $11868.90     | 0.00%             | 2031-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Johnson and Johnson                                                             | JOHNSON and JOHNSON SR UNSECURED 07/38 5.85                 | CUSIP: 478160AT1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    285000 | PA      | $316475.80    | 0.04%             | 2038-07-15      | Fixed         | 5.85%                 | 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        |    700000 | PA      | $590094.82    | 0.07%             | 2027-08-03      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Turkey Government International Bond                                            | TURKEY GOVERNMENT INTERNATIONA SR UNSECURED 01/41 6         | CUSIP: 900123BJ8<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |    400000 | PA      | $289082.89    | 0.03%             | 2041-01-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                       | UNION PACIFIC CORP SR UNSECURED 08/25 3.25                  | CUSIP: 907818ED6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $480532.82    | 0.06%             | 2025-08-15      | Fixed         | 3.25%                 | 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        |    313000 | PA      | $248989.32    | 0.03%             | 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      | $589192.85    | 0.07%             | 2071-04-06      | Fixed         | 3.80%                 | 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        |    220707 | PA      | $187658.46    | 0.02%             | 2028-10-07      | Fixed         | 2.88%                 | 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      | $902079.25    | 0.10%             | 2040-01-11      | Fixed         | 6.05%                 | 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        |    400000 | PA      | $371812.82    | 0.04%             | 2029-03-15      | Fixed         | 3.40%                 | 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      | $5373242.20   | 0.62%             | 2040-02-15      | Fixed         | 4.62%                 | 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        |    750000 | PA      | $766230.47    | 0.09%             | 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      | $2174531.24   | 0.25%             | 2041-02-15      | Fixed         | 4.75%                 | 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        |   1830000 | PA      | $1895765.63   | 0.22%             | 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        |  11185000 | PA      | $9155534.21   | 1.06%             | 2047-02-15      | 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      | $2340585.93   | 0.27%             | 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      | $5491644.55   | 0.64%             | 2048-02-15      | Fixed         | 3.00%                 | 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      | $1437050.79   | 0.17%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 06/34 FIXED 5                                              | GINNIE MAE GN 06/34 FIXED 5                                 | CUSIP: 36202VXU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4994 | PA      | $4986.39      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 03/31 FIXED 7                                              | GINNIE MAE GN 03/31 FIXED 7                                 | CUSIP: 36207LH35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5485 | PA      | $5678.28      | 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 GN 05/28 FIXED 6.5                               | CUSIP: 36209JAX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2020 | PA      | $2071.04      | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 01/31 FIXED 7.5                                            | GINNIE MAE GN 01/31 FIXED 7.5                               | CUSIP: 36209Y5K0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       315 | PA      | $328.44       | 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 GN 04/31 FIXED 6.5                               | CUSIP: 36209YFQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1156 | PA      | $1196.55      | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 11/39 FIXED 5                                              | GINNIE MAE GN 11/39 FIXED 5                                 | CUSIP: 3620A9V24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    124667 | PA      | $125027.75    | 0.01%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 02/41 FIXED 4                                              | GINNIE MAE GN 02/41 FIXED 4                                 | CUSIP: 3620AR4A6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    320911 | PA      | $308069.11    | 0.04%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer