# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0000035402-25-001406
**Filing Date:** 2025-10
**Character Count:** 295177
**Document Hash:** 730df89c8a7805680fb233dea22e7429
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-25-001406.hdr.sgml**: 20251028

**ACCESSION NUMBER**: 0000035402-25-001406

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251028

**DATE AS OF CHANGE**: 20251028

**PERIOD START**: 20250831

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02105
- **FILM NUMBER:** 251424451

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

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

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

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

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

## Series and Classes Contracts Data

### Fidelity SAI Enhanced Core Bond Fund (Series ID: S000090603)

| Class ID   | Class Name                           | Ticker Symbol   |
|:---|:---|:---|
| C000257875 | Fidelity SAI Enhanced Core Bond Fund | FECBX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

- **a. Name of Series:** Fidelity SAI Enhanced Core Bond Fund

- **b. EDGAR series identifier (if any):** S000090603

- **c. LEI of Series:** 2549002BBZXSDISY9L21

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

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

- **b. Date as of which information is reported:** 2025-08-31

**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:** $2212736838.04

**Total Liabilities:** $613580957.80

**Net Assets:** $1599155880.24

**Delayed Delivery Securities:** $409952769.82

**Cash Not Reported:** $1486014.04

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 20387.25666477 | **1-Year:** 143157.35056252 | **5-Year:** 258837.42241690 | **10-Year:** 279701.58739751 | **30-Year:** 146769.65974754

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

- **3-Month:** 46.69303500 | **1-Year:** 142.71423000 | **5-Year:** 135.15012000 | **10-Year:** 2.04564000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000257875 | 1.55%                | -0.16%               | 1.15%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-761881.50              | $15746403.53                               |
| Month 2  | $1795534.58              | $-9925750.80                               |
| Month 3  | $668906.47               | $11521424.83                               |

**Designated Index Information**

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

- **Index Identifier:** 19808143

### Schedule of Portfolio Investments

| Name                                                                          | Title                                                                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BLUE OWL CAPITAL CORP                                                         | BLUE OWL CAPITAL CORP 3.4% 07/15/2026                                                              | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987815.71    | 0.06%             | 2026-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                   | VENTAS RLTY LTD PARTNERSHIP 5.1% 07/15/2032                                                        | CUSIP: 92277GBB2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1023226.31   | 0.06%             | 2032-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                         | WELLS FARGO COMMERCIAL MORTGAGE TRUST 21-C59 A5 2.626% 04/15/2054                                  | CUSIP: 95003CAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $448972.30    | 0.03%             | 2054-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TR 2022-4                                    | SANTANDER DRIVE AUTO RECEIVABLES TR 2022-4 5% 11/15/2029                                           | CUSIP: 80286FAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $251302.20    | 0.02%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC DEL                                                         | KINDER MORGAN INC DEL 4.8% 02/01/2033                                                              | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494288.09    | 0.03%             | 2033-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                     | BOEING CO 7.008% 05/01/2064                                                                        | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1107983.11   | 0.07%             | 2064-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2019-GC38                                                      | GS MTG SECS TR 2019-GC38 3.968% 02/10/2052                                                         | CUSIP: 36252SAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    413000 | PA      | $403905.57    | 0.03%             | 2052-02-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAP CORP                                                             | NOVARTIS CAP CORP 2.2% 08/14/2030                                                                  | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $229401.06    | 0.01%             | 2030-08-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                              | EXXON MOBIL CORP 3.567% 03/06/2045                                                                 | CUSIP: 30231GAN2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    350000 | PA      | $268376.59    | 0.02%             | 2045-03-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 5% 09/01/2055 #TBA                                                                         | CUSIP: 21H050698<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -6000000 | PA      | $-5935987.20  | -0.37%            | 2055-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMAX OWNER TR 2023-1                                                        | CARMAX OWNER TR 2023-1 4.65% 01/16/2029                                                            | CUSIP: 14318DAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    221000 | PA      | $222334.13    | 0.01%             | 2029-01-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                     | TORONTO DOMINION BANK 5.146%/VAR 09/10/2034                                                        | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   3600000 | PA      | $3634329.60   | 0.23%             | 2034-09-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 3.5% 09/01/2055 #TBA                                                                       | CUSIP: 21H032696<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4700000 | PA      | $4277616.17   | 0.27%             | 2055-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINANCE CORP                                              | BLUE OWL TECHNOLOGY FINANCE CORP 6.1% 03/15/2028 144A                                              | CUSIP: 095924AA4<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    750000 | PA      | $759388.21    | 0.05%             | 2028-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2021-GSA3                                                      | GS MTG SECS TR 2021-GSA3 2.6183% 12/15/2054                                                        | CUSIP: 36263UAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195000 | PA      | $171739.76    | 0.01%             | 2054-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                          | UMBS 30YR 2.5% 09/01/2055 #TBA                                                                     | CUSIP: 01F022691<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  68000000 | PA      | $56453280.40  | 3.53%             | 2055-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                           | SYNCHRONY FINANCIAL 6%/VAR 07/29/2036                                                              | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2678449.90   | 0.17%             | 2036-07-29      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA INC 4.125% 06/15/2029                                                                          | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990422.61    | 0.06%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2021-B24 MTG TR                                                     | BENCHMARK 2021-B24 MTG TR 2.5843% 03/15/2054                                                       | CUSIP: 08163CBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1332371.70   | 0.08%             | 2054-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                  | AT and T INC 3.85% 06/01/2060                                                                      | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    700000 | PA      | $480610.21    | 0.03%             | 2060-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                   | ORACLE CORP 6.9% 11/09/2052                                                                        | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $7037406.03   | 0.44%             | 2052-11-09      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| S and P GLOBAL INC                                                            | S and P GLOBAL INC 2.7% 03/01/2029                                                                 | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    850000 | PA      | $813409.62    | 0.05%             | 2029-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                               | TYSON FOODS INC 4.35% 03/01/2029                                                                   | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000366.62   | 0.06%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                          | UMBS 30YR 5.5% 09/01/2055 #TBA                                                                     | CUSIP: 01F052698<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5000000 | PA      | $5029297.00   | 0.31%             | 2055-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                           | AMERICAN EXPRESS CO 4.351%/VAR 07/20/2029                                                          | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2713922.55   | 0.17%             | 2029-07-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                          | VERIZON MASTER TRUST 5.54% 04/22/2030                                                              | CUSIP: 92348KCS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $101864.81    | 0.01%             | 2030-04-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                          | EDISON INTERNATIONAL 6.95% 11/15/2029                                                              | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    950000 | PA      | $1008051.01   | 0.06%             | 2029-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FIN LTD                                                              | WOODSIDE FIN LTD 4.9% 05/19/2028                                                                   | CUSIP: 980236AX1<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   2800000 | PA      | $2835742.87   | 0.18%             | 2028-05-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                    | TENNESSEE VALLEY AUTHORITY 4.625% 09/15/2060                                                       | CUSIP: 880591EJ7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    150000 | PA      | $129499.80    | 0.01%             | 2060-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                 | FHLG 30YR 1.5% 10/01/2050#SD8082                                                                   | CUSIP: 3132DV6T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3479637 | PA      | $2645270.31   | 0.17%             | 2050-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                         | FEDERAL HOME LN MTG MLT CTF GT 3.459% 11/25/2032                                                   | CUSIP: 3137FDET5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $235780.60    | 0.01%             | 2032-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                            | ALLY FINL INC 5.737%/VAR 05/15/2029                                                                | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    136000 | PA      | $139660.63    | 0.01%             | 2029-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                    | PACIFICORP 6.25% 10/15/2037                                                                        | CUSIP: 695114CG1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    750000 | PA      | $793202.27    | 0.05%             | 2037-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 30YR 2.5% 04/01/2051#FM6799                                                                   | CUSIP: 3140XARV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1964592 | PA      | $1634560.73   | 0.10%             | 2051-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                          | WESTPAC BANKING CORP 4.11%/VAR 07/24/2034                                                          | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   4000000 | PA      | $3915047.96   | 0.24%             | 2034-07-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                      | TELEFONICA EMISIONES SAU 7.045% 06/20/2036                                                         | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    500000 | PA      | $556753.02    | 0.03%             | 2036-06-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                          | UMBS 30YR 2% 09/01/2055 #TBA                                                                       | CUSIP: 01F020695<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  49850000 | PA      | $39580122.34  | 2.48%             | 2055-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                   | UNITED STATES TREASURY BOND 3.125% 05/15/2048                                                      | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42500000 | PA      | $31823535.05  | 1.99%             | 2048-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                  | NEXTERA ENERGY CAP HLDGS INC 3.8%/VAR 03/15/2082                                                   | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3035551.68   | 0.19%             | 2082-03-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                               | PHILIP MORRIS INTL INC 4.875% 02/13/2029                                                           | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1276553.20   | 0.08%             | 2029-02-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 30YR 4.5% 10/01/2053#MA5163                                                                   | CUSIP: 31418EWZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    903430 | PA      | $870922.53    | 0.05%             | 2053-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                     | TRANSCANADA PIPELINES LTD 7.25% 08/15/2038                                                         | CUSIP: 89352HAE9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $567866.28    | 0.04%             | 2038-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                          | UMBS 30YR 5% 09/01/2055 #TBA                                                                       | CUSIP: 01F050692<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5290000 | PA      | $5217055.66   | 0.33%             | 2055-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2017-GS8                                                       | GS MTG SECS CORP TR 2017-GS8 A4 3.469% 11/10/2050                                                  | CUSIP: 36254KAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $783558.56    | 0.05%             | 2050-11-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                             | GENERAL MOTORS CO 5.35% 04/15/2028                                                                 | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1278132.64   | 0.08%             | 2028-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 30YR 5% 11/01/2053#MA5189                                                                     | CUSIP: 31418EXT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    297430 | PA      | $294421.71    | 0.02%             | 2053-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SHERWIN WILLIAMS CO                                                           | SHERWIN WILLIAMS CO 2.95% 08/15/2029                                                               | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1188489.90   | 0.07%             | 2029-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                | DEUTSCHE BANK AG NEW YORK BNCH 5.297%/VAR 05/09/2031                                               | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1024568.34   | 0.06%             | 2031-05-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                                  | GALLAGHER (ARTHUR J.) and CO 6.75% 02/15/2054                                                      | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    750000 | PA      | $819043.16    | 0.05%             | 2054-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                   | BANK OF AMERICA CORPORATION 4.623%/VAR 05/09/2029                                                  | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1264099.96   | 0.08%             | 2029-05-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 4% 09/01/2055 #TBA                                                                         | CUSIP: 21H040699<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  67700000 | PA      | $63133526.68  | 3.95%             | 2055-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                    | TENNESSEE VALLEY AUTHORITY 4.375% 08/01/2034                                                       | CUSIP: 880591FB3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |   1500000 | PA      | $1497374.64   | 0.09%             | 2034-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                          | UMBS 30YR 6.5% 09/01/2055 #TBA                                                                     | CUSIP: 01F062697<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4250000 | PA      | $4403896.33   | 0.28%             | 2055-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                               | MAREX GROUP PLC 5.829% 05/08/2028                                                                  | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |   2650000 | PA      | $2686025.96   | 0.17%             | 2028-05-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                          | UMBS 30YR 2% 10/01/2055 #TBA                                                                       | CUSIP: 01F0206A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  23925000 | PA      | $18999816.25  | 1.19%             | 2055-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BROWN and BROWN INC                                                           | BROWN and BROWN INC 4.2% 03/17/2032                                                                | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478898.29    | 0.03%             | 2032-03-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                         | FEDERAL HOME LN MTG MLT CTF GT 3.85% 05/25/2028                                                    | CUSIP: 3137FG6Y6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    465000 | PA      | $462692.02    | 0.03%             | 2028-05-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                             | ENTERPRISE PRODS OPER LLC 4.6% 01/15/2031                                                          | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2522563.55   | 0.16%             | 2031-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B9 MTG TR                                                      | BENCHMARK 2019-B9 MTG TR 2.928% 12/15/2072                                                         | CUSIP: 08160KAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $420045.17    | 0.03%             | 2072-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                              | WELLTOWER OP LLC 4.5% 07/01/2030                                                                   | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2321245.45   | 0.15%             | 2030-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                 | FHLG 30YR 5.5% 12/01/2053#SD8383                                                                   | CUSIP: 3132DWJ46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1306896 | PA      | $1318152.78   | 0.08%             | 2053-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                              | LPL HOLDINGS INC 6% 05/20/2034                                                                     | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1033245.48   | 0.06%             | 2034-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| 3M CO                                                                         | 3M CO 3.05% 04/15/2030                                                                             | CUSIP: 88579YBN0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    750000 | PA      | $712936.53    | 0.04%             | 2030-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-3                                                | CARMAX AUTO OWNER TRUST 2024-3 4.89% 07/16/2029                                                    | CUSIP: 14319GAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    597000 | PA      | $604047.35    | 0.04%             | 2029-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                             | ENTERPRISE PRODS OPER LLC 5.25%/VAR 08/16/2077                                                     | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1508972.71   | 0.09%             | 2077-08-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2022-B34 MORTGAGE TRUST                                             | BENCHMARK 2022-B34 MORTGAGE TRUST 3.786% 04/15/2055                                                | CUSIP: 08161YBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $465026.75    | 0.03%             | 2055-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2023-A                                           | FORD CREDIT AUTO OWNER TRUST 2023-A 4.56% 12/15/2028                                               | CUSIP: 344928AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $251471.05    | 0.02%             | 2028-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK AMER MERRILL LYNCH TR 2016-C30                              | MSBAM 2016-C30 A5 2.86% 09/15/49                                                                   | CUSIP: 61766NBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $881704.26    | 0.06%             | 2049-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                        | CORP ANDINA DE FOMENTO 4.125% 06/30/2028                                                           | CUSIP: 219868CN4<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | VE        |   1750000 | PA      | $1758260.00   | 0.11%             | 2028-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                        | CENTERPOINT ENERGY INC 6.7%/VAR 05/15/2055                                                         | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1024078.00   | 0.06%             | 2055-05-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                     | UST NOTES 4% 01/31/2031                                                                            | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27000000 | PA      | $27320625.00  | 1.71%             | 2031-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                           | SUMITOMO MITSUI FINL GRP INC 5.71% 01/13/2030                                                      | CUSIP: 86562MCW8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    750000 | PA      | $791252.08    | 0.05%             | 2030-01-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                              | ALTRIA GROUP INC 4.8% 02/14/2029                                                                   | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    750000 | PA      | $761917.36    | 0.05%             | 2029-02-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                     | UST NOTES 2.875% 05/15/2028                                                                        | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  51000000 | PA      | $50061679.56  | 3.13%             | 2028-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENEL CHILE SA                                                                 | ENEL CHILE SA 4.875% 06/12/2028                                                                    | CUSIP: 29278DAA3<br>LEI: 549300YM5CWCAUVOPB53 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $202588.00    | 0.01%             | 2028-06-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                 | FHLG 30YR 4.5% 11/01/2053#SD6736                                                                   | CUSIP: 3132DUPV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    922701 | PA      | $890077.03    | 0.06%             | 2053-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                          | EDISON INTERNATIONAL 5.45% 06/15/2029                                                              | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    650000 | PA      | $657166.63    | 0.04%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| 3M CO                                                                         | 3M CO 2.375% 08/26/2029                                                                            | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    500000 | PA      | $468329.86    | 0.03%             | 2029-08-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC HOLDINGS PLC 4.755%/VAR 06/09/2028                                                            | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    625000 | PA      | $629642.66    | 0.04%             | 2028-06-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                            | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.5%/VAR 01/31/2056                             | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    950000 | PA      | $977273.55    | 0.06%             | 2056-01-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                  | MEXICO UNITED MEXICAN STATES 6.625% 01/29/2038                                                     | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    300000 | PA      | $307500.00    | 0.02%             | 2038-01-29      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                          | UMBS 30YR 4% 09/01/2055 #TBA                                                                       | CUSIP: 01F040693<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  29000000 | PA      | $27066288.70  | 1.69%             | 2055-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 30YR 2.5% 02/01/2052#FS2660                                                                   | CUSIP: 3140XH5W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17112640 | PA      | $14221849.54  | 0.89%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-CX10 COML MTG TR                                                   | CSAIL 2017-CX10 COMMERCIAL MORTGAGE TRUST 3.4578% 11/15/2027                                       | CUSIP: 12595JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $435152.43    | 0.03%             | 2050-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                               | NXP B V/NXP FDG LLC/NXP USA INC 4.3% 08/19/2028                                                    | CUSIP: 62954HBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1019000 | PA      | $1021150.49   | 0.06%             | 2028-08-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                              | ISRAEL STATE OF 2.75% 07/03/2030                                                                   | CUSIP: 46513JB34<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   2500000 | PA      | $2290843.78   | 0.14%             | 2030-07-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                   | WALMART INC 2.5% 09/22/2041                                                                        | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    500000 | PA      | $352382.41    | 0.02%             | 2041-09-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                            | MITSUBISHI UFJ FIN GRP INC 2.559% 02/25/2030                                                       | CUSIP: 606822BR4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   2250000 | PA      | $2095024.86   | 0.13%             | 2030-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                   | UNITED STATES TREASURY BOND 2.25% 08/15/2049                                                       | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35000000 | PA      | $21598828.30  | 1.35%             | 2049-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                              | WILLIAMS COS INC 5.3% 09/30/2035                                                                   | CUSIP: 969457CS7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1501306.52   | 0.09%             | 2035-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                        | MARVELL TECHNOLOGY INC 4.75% 07/15/2030                                                            | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    324000 | PA      | $326953.26    | 0.02%             | 2030-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                | FAIRFAX FINANCIAL HLDGS LTD 6.5% 05/20/2055 144A                                                   | CUSIP: 303901BW1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   1690000 | PA      | $1739223.13   | 0.11%             | 2055-05-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                  | ING GROEP NV 4.05% 04/09/2029                                                                      | CUSIP: 456837AQ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1500000 | PA      | $1488532.11   | 0.09%             | 2029-04-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSAIL 2021-C20                                                                | CSAIL 2021-C20 2.8048% 03/15/2054                                                                  | CUSIP: 22945EAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $135838.47    | 0.01%             | 2054-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B14 MTG TR                                                     | BENCHMARK 2019-B14 MTG TR 2.7946% 12/15/2062                                                       | CUSIP: 08162YAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $376195.68    | 0.02%             | 2062-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                | DEUTSCHE BANK AG NEW YORK BNCH 4.875%/VAR 12/01/2032                                               | CUSIP: 251526BN8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1494998.48   | 0.09%             | 2032-12-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                                                                  | AVANGRID INC 3.8% 06/01/2029                                                                       | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1179581.09   | 0.07%             | 2029-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE CO OF CO                                                       | PUBLIC SERVICE CO OF CO 5.35% 05/15/2034                                                           | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1780877.74   | 0.11%             | 2034-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO NJ                                                       | NATIONAL FUEL GAS CO NJ 2.95% 03/01/2031                                                           | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $910023.68    | 0.06%             | 2031-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                     | APPLE INC 2.375% 02/08/2041                                                                        | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    750000 | PA      | $525170.48    | 0.03%             | 2041-02-08      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST 2024-A                                                | NISSAN AUTO LEASE TRUST 2024-A 4.97% 09/15/2028                                                    | CUSIP: 65481CAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    700000 | PA      | $704304.93    | 0.04%             | 2028-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                 | FHLG 30YR 6% 03/01/2054#SD8409                                                                     | CUSIP: 3132DWKW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1121278 | PA      | $1147644.50   | 0.07%             | 2054-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                 | FHLG 30YR 5.5% 01/01/2055#SL0019                                                                   | CUSIP: 31427MAV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2430053 | PA      | $2444909.10   | 0.15%             | 2055-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST                                  | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 5.15% 09/15/2030                                      | CUSIP: 02589BAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1555431.15   | 0.10%             | 2030-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                     | UST NOTES 4.5% 05/31/2029                                                                          | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55000000 | PA      | $56662890.90  | 3.54%             | 2029-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                  | ALPHABET INC 5.25% 05/15/2055                                                                      | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1461101.00   | 0.09%             | 2055-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                       | SANTANDER HLDGS USA INC 6.565%/VAR 06/12/2029                                                      | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    750000 | PA      | $788806.65    | 0.05%             | 2029-06-12      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD ASHANTI HLDGS PLC                                                   | ANGLOGOLD ASHANTI HLDGS PLC 3.375% 11/01/2028                                                      | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |   1000000 | PA      | $963148.60    | 0.06%             | 2028-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 2.5% 08/20/2050#MA6819                                                                     | CUSIP: 36179VSG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10249936 | PA      | $8750825.67   | 0.55%             | 2050-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                    | TENNESSEE VALLEY AUTHORITY 6.15% 01/15/2038                                                        | CUSIP: 880591CP5<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    500000 | PA      | $573241.90    | 0.04%             | 2038-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                           | AMERICAN EXPRESS CO 5.389%/VAR 07/28/2027                                                          | CUSIP: 025816DG1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009591.67   | 0.06%             | 2027-07-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 4% 10/01/2055 #TBA                                                                         | CUSIP: 21H0406A6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  36350000 | PA      | $33889617.54  | 2.12%             | 2055-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK25                                                               | BANK 2020-BNK25 2.841% 01/15/2063                                                                  | CUSIP: 06539WBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    355000 | PA      | $325945.88    | 0.02%             | 2063-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                     | UST NOTES 4.375% 12/31/2029                                                                        | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10283203.10  | 0.64%             | 2029-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                            | BANCO SANTANDER SA 1.722%/VAR 09/14/2027                                                           | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2200000 | PA      | $2140172.50   | 0.13%             | 2027-09-14      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                  | ING GROEP NV 5.066%/VAR 03/25/2031                                                                 | CUSIP: 456837BR3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1750000 | PA      | $1791790.74   | 0.11%             | 2031-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                   | TRUIST BANK 4.42%/VAR 07/24/2028                                                                   | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2507514.85   | 0.16%             | 2028-07-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                            | BANCO SANTANDER SA 5.552%/VAR 03/14/2028                                                           | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1400000 | PA      | $1424859.90   | 0.09%             | 2028-03-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 4% 09/01/2055 #TBA                                                                         | CUSIP: 21H040699<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        | -67700000 | PA      | $-63133526.68 | -3.95%            | 2055-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                 | APPLOVIN CORP 5.375% 12/01/2031                                                                    | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515191.16    | 0.03%             | 2031-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                      | EQT CORP 7.5% 06/01/2027 144A                                                                      | CUSIP: 26884LBG3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6109776.54   | 0.38%             | 2027-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TR 2024-1                                  | CAPITAL ONE PRIME AUTO RECEIVABLES TR 2024-1 4.62% 07/16/2029                                      | CUSIP: 14043NAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $503587.05    | 0.03%             | 2029-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                | PUBLIC STORAGE 4.375% 07/01/2030                                                                   | CUSIP: 74464AAC5<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3018735.00   | 0.19%             | 2030-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC                        | BAKER HUGHES A GE CO LLC / CO-OBLIGOR INC 4.08% 12/15/2047                                         | CUSIP: 05723KAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $778343.76    | 0.05%             | 2047-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                            | BANCO SANTANDER SA 5.294% 08/18/2027                                                               | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2000000 | PA      | $2036787.74   | 0.13%             | 2027-08-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 3.5% 10/01/2055 #TBA                                                                       | CUSIP: 21H0326A3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2350000 | PA      | $2133208.51   | 0.13%             | 2055-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                 | GOLDMAN SACHS GROUP INC (THE) 1.542%/VAR 09/10/2027                                                | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1943100.82   | 0.12%             | 2027-09-10      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | CITIGROUP INC 5.592%/VAR 11/19/2034                                                                | CUSIP: 172967PN5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    750000 | PA      | $766413.75    | 0.05%             | 2034-11-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                                          | SABRA HEALTH CARE LP 3.9% 10/15/2029                                                               | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $966851.78    | 0.06%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL FINANCIAL INC                                               | FIDELITY NATIONAL FINANCIAL INC 4.5% 08/15/2028                                                    | CUSIP: 31620RAH8<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002542.67   | 0.06%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                                                    | MASTEC INC 5.9% 06/15/2029                                                                         | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   3950000 | PA      | $4125901.40   | 0.26%             | 2029-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORDF 2025-1 A1                                                               | FORDF 2025-1 A1 4.63% 04/15/2030                                                                   | CUSIP: 34529BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1521973.95   | 0.10%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                          | UMBS 30YR 6% 09/01/2055 #TBA                                                                       | CUSIP: 01F060691<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  14625000 | PA      | $14942637.45  | 0.93%             | 2055-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2016-BNK2                                             | MORGAN STANLEY CAP I TR 2016-BNK2 3.049% 11/15/2049                                                | CUSIP: 61690YBU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $489157.45    | 0.03%             | 2049-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-2                             | GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-2 4.82% 10/16/2028                                 | CUSIP: 362583AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $502928.80    | 0.03%             | 2028-10-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                            | WELLS FARGO and CO NEW 3.584%/VAR 05/22/2028                                                       | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1978535.52   | 0.12%             | 2028-05-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                 | GOLDMAN SACHS GROUP INC (THE) 2.64%/VAR 02/24/2028                                                 | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $976469.48    | 0.06%             | 2028-02-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 5% 03/20/2055#MB0258                                                                       | CUSIP: 3618N5JC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2971915 | PA      | $2941003.15   | 0.18%             | 2055-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                   | UNITED STATES TREASURY BOND 4.625% 11/15/2044                                                      | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42000000 | PA      | $40743281.04  | 2.55%             | 2044-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                       | MPLX LP 4.5% 04/15/2038                                                                            | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $936293.86    | 0.06%             | 2038-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BN35                                                                | BANK 2021-BN35 2.457% 06/15/2064                                                                   | CUSIP: 06540CCL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    360000 | PA      | $312156.32    | 0.02%             | 2064-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                    | HASBRO INC 6.05% 05/14/2034                                                                        | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260177.94    | 0.02%             | 2034-05-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                               | PHILIP MORRIS INTL INC 6.375% 05/16/2038                                                           | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $442895.96    | 0.03%             | 2038-05-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                          | ROYAL BANK OF CANADA 4.65%/VAR 10/18/2030                                                          | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1512800.81   | 0.09%             | 2030-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-1                                                | CARMAX AUTO OWNER TRUST 2024-1 4.92% 10/16/2028                                                    | CUSIP: 14318WAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $251593.35    | 0.02%             | 2028-10-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                            | BANCO SANTANDER SA 6.033% 01/17/2035                                                               | CUSIP: 05964HBK0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1061446.69   | 0.07%             | 2035-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                         | QUEST DIAGNOSTICS INC 4.625% 12/15/2029                                                            | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253850.56    | 0.02%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                     | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC 6.15% 01/15/2031                                         | CUSIP: 40408AAA9<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1733251.25   | 0.11%             | 2031-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C18 COML MTG TR                                                    | CSAIL 2019-C18 COML MTG TR 2.968% 12/15/2052                                                       | CUSIP: 12597DAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $164424.70    | 0.01%             | 2052-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 15YR 3% 05/01/2037#MA4604                                                                     | CUSIP: 31418EDJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3489030 | PA      | $3337864.32   | 0.21%             | 2037-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WORLD FINL NETWORK CC MASTR TR                                                | WORLD FINL NETWORK CC MASTR TR 5.47% 02/15/2031                                                    | CUSIP: 981464HR4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $510745.45    | 0.03%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                          | UMBS 30YR 4.5% 09/01/2055 #TBA                                                                     | CUSIP: 01F042699<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5000000 | PA      | $4809375.00   | 0.30%             | 2055-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                   | CUMMINS INC 4.7% 02/15/2031                                                                        | CUSIP: 231021AZ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    900000 | PA      | $914374.12    | 0.06%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC HOLDINGS PLC 5.24%/VAR 05/13/2031                                                             | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1250000 | PA      | $1284958.46   | 0.08%             | 2031-05-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 30YR 4.5% 08/01/2054#                                                                         | CUSIP: 31418FBL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7722443 | PA      | $7431903.68   | 0.46%             | 2054-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA LUXEMBOURG                                                   | ARCELORMITTAL SA LUXEMBOURG 6.55% 11/29/2027                                                       | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   2000000 | PA      | $2086527.98   | 0.13%             | 2027-11-29      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                 | INTERCONTINENTAL EXCHANGE INC 5.2% 06/15/2062                                                      | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1374215.70   | 0.09%             | 2062-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DRIVE 2025-1 A2                                                               | DRIVE 2025-1 A2 4.73% 09/15/2032                                                                   | CUSIP: 262102AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1750000 | PA      | $1761580.28   | 0.11%             | 2032-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST 2025                                                   | JOHN DEERE OWNER TRUST 2025 4.23% 09/17/2029                                                       | CUSIP: 47800DAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    245000 | PA      | $246272.78    | 0.02%             | 2029-09-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                         | JPMORGAN CHASE and CO 5.717%/VAR 09/14/2033                                                        | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1574767.67   | 0.10%             | 2033-09-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                         | CAMDEN PROPERTY TRUST 3.15% 07/01/2029                                                             | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    750000 | PA      | $720615.12    | 0.05%             | 2029-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 6.5% 09/01/2055 #TBA                                                                       | CUSIP: 21H062693<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4000000 | PA      | $4115934.00   | 0.26%             | 2055-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                       | SANTANDER HLDGS USA INC 6.174%/VAR 01/09/2030                                                      | CUSIP: 80282KBJ4<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    500000 | PA      | $524792.10    | 0.03%             | 2030-01-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                     | UST NOTES 4.125% 11/30/2031                                                                        | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1750000 | PA      | $1775976.56   | 0.11%             | 2031-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                         | MICRON TECHNOLOGY INC 6.05% 11/01/2035                                                             | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3677338.07   | 0.23%             | 2035-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                          | UMBS 30YR 3% 09/01/2055 #TBA                                                                       | CUSIP: 01F030694<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  20000000 | PA      | $17328124.00  | 1.08%             | 2055-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ESSENT GROUP LTD                                                              | ESSENT GROUP LTD 6.25% 07/01/2029                                                                  | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |    750000 | PA      | $786660.39    | 0.05%             | 2029-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NSTAR ELEC CO                                                                 | NSTAR ELEC CO 4.85% 03/01/2030                                                                     | CUSIP: 67021CAX5<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2048167.56   | 0.13%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2019-GC39                                                      | GS MTG SECS TR 2019-GC39 3.567% 05/10/2052                                                         | CUSIP: 36260JAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $191101.44    | 0.01%             | 2052-05-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                           | DOMINION ENERGY INC 6.625%/VAR 05/15/2055                                                          | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1024412.00   | 0.06%             | 2055-05-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                 | FHLG 15YR 3% 05/01/2037#SB8155                                                                     | CUSIP: 3132D6BY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1659919 | PA      | $1588001.52   | 0.10%             | 2037-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR4                                                               | BANK5 2023-5YR4 6.5% 12/15/2056                                                                    | CUSIP: 06211FAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1298420 | PA      | $1372884.66   | 0.09%             | 2056-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                     | UNITED PARCEL SERVICE INC 4.65% 10/15/2030                                                         | CUSIP: 911312CH7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1532894.24   | 0.10%             | 2030-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2023-C19                                                         | BBCMS MTG TR 2023-C19 5.753% 04/15/2056                                                            | CUSIP: 05553RAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $357950.99    | 0.02%             | 2056-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INTL FIN BV                                                  | DEUTSCHE TELEKOM INTL FIN BV VAR 06/15/2030                                                        | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |   1400000 | PA      | $1654593.64   | 0.10%             | 2030-06-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 2% 09/01/2055 #TBA                                                                         | CUSIP: 21H020691<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -1550000 | PA      | $-1268862.24  | -0.08%            | 2055-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC                                                            | ENACT HOLDINGS INC 6.25% 05/28/2029                                                                | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3756621.42   | 0.23%             | 2029-05-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                | FAIRFAX FINANCIAL HLDGS LTD 5.75% 05/20/2035 144A                                                  | CUSIP: 303901BV3<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1021285.53   | 0.06%             | 2035-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                               | MAREX GROUP PLC 6.404% 11/04/2029                                                                  | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |   1875000 | PA      | $1932396.69   | 0.12%             | 2029-11-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                       | AMERICA MOVIL SAB DE CV 2.875% 05/07/2030                                                          | CUSIP: 02364WBJ3<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   1500000 | PA      | $1398285.00   | 0.09%             | 2030-05-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                   | EQUINOR ASA 3.125% 04/06/2030                                                                      | CUSIP: 29446MAF9<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    100000 | PA      | $95900.26     | 0.01%             | 2030-04-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                            | WELLS FARGO and CO NEW 3.526%/VAR 03/24/2028                                                       | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1236672.10   | 0.08%             | 2028-03-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS COML MTG TR 2017-C3                                                       | UBS COML MTG TR 2017-C3 3.426% 08/15/2050                                                          | CUSIP: 90276GAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $146096.30    | 0.01%             | 2050-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BMO 2023-5C2 MORTGAGE TRUST                                                   | BMO 2023-5C2 MORTGAGE TRUST VAR 11/15/2056                                                         | CUSIP: 05610QAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $537552.20    | 0.03%             | 2056-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                        | CHUBB INA HOLDINGS INC 4.65% 08/15/2029                                                            | CUSIP: 171239AL0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254886.62    | 0.02%             | 2029-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK12                                                               | BANK 2018-BNK12 VAR 05/15/2061                                                                     | CUSIP: 06541KBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    665000 | PA      | $656316.50    | 0.04%             | 2061-05-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA INC 5.25% 03/01/2030                                                                           | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516678.32    | 0.03%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                     | TRANSCANADA PIPELINES LTD 6.2% 10/15/2037                                                          | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $527150.36    | 0.03%             | 2037-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                         | FEDERAL HOME LN MTG MLT CTF GT 5.15% 12/25/2033                                                    | CUSIP: 3137HBP73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1573335.45   | 0.10%             | 2033-12-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                   | EQUIFAX INC 4.8% 09/15/2029                                                                        | CUSIP: 294429AX3<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508229.01    | 0.03%             | 2029-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                   | VENTAS RLTY LTD PARTNERSHIP 5.625% 07/01/2034                                                      | CUSIP: 92277GAX5<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517169.88    | 0.03%             | 2034-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                   | HONEYWELL INTL INC 4.7% 02/01/2030                                                                 | CUSIP: 438516CY0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305707.48    | 0.02%             | 2030-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC                                             | HUNTINGTON INGALLS INDUSTRIES INC 5.353% 01/15/2030                                                | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2576485.03   | 0.16%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                           | AMERICAN TOWER CORP 3.95% 03/15/2029                                                               | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2177278.36   | 0.14%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON MOTORCYCLE TRUST 2024-A                                       | HARLEY-DAVIDSON MOTORCYCLE TRUST 2024-A 5.29% 12/15/2031                                           | CUSIP: 412922AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    180000 | PA      | $184612.72    | 0.01%             | 2031-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                    | CAPITAL ONE FIN CORP 5.247%/VAR 07/26/2030                                                         | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205677.79    | 0.01%             | 2030-07-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                             | STATE STREET CORP 3.031%/VAR 11/01/2034                                                            | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2814759.57   | 0.18%             | 2034-11-01      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                 | GOLDMAN SACHS GROUP INC (THE) 5.218%/VAR 04/23/2031                                                | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2064872.32   | 0.13%             | 2031-04-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEX INC                                                               | ENTERGY TEX INC 5.25% 04/15/2035                                                                   | CUSIP: 29365TAQ7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    750000 | PA      | $763107.68    | 0.05%             | 2035-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                | US BANCORP DEL 6.787%/VAR 10/26/2027                                                               | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    750000 | PA      | $770813.51    | 0.05%             | 2027-10-26      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST                             | UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST 5.875% 04/15/2029                                | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    691457 | PA      | $707829.83    | 0.04%             | 2029-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 15YR 2% 05/01/2036#MA4329                                                                     | CUSIP: 31418DY30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    587620 | PA      | $540103.11    | 0.03%             | 2036-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                 | FHLG 30YR 5.5% 03/01/2054#SD8408                                                                   | CUSIP: 3132DWKV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3580731 | PA      | $3609335.76   | 0.23%             | 2054-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                  | ENBRIDGE INC 4.6% 06/20/2028                                                                       | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    439000 | PA      | $443689.24    | 0.03%             | 2028-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                  | NISOURCE INC 5.4% 06/30/2033                                                                       | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1183411.84   | 0.07%             | 2033-06-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                            | ROYALTY PHARMA PLC 5.15% 09/02/2029                                                                | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   2600000 | PA      | $2670639.63   | 0.17%             | 2029-09-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                   | CORNING INC 5.45% 11/15/2079                                                                       | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1588131.00   | 0.10%             | 2079-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CR ACC MST TR                                                | AMERICAN EXPRESS CR ACC MST TR 4.51% 07/15/2032                                                    | CUSIP: 02582JKT6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2200000 | PA      | $2244629.42   | 0.14%             | 2032-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                     | UST NOTES 4.125% 11/15/2032                                                                        | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4044687.52   | 0.25%             | 2032-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                              | BAT CAPITAL CORP 6.25% 08/15/2055                                                                  | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008617.59   | 0.06%             | 2055-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                     | UST NOTES 4.125% 03/31/2032                                                                        | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18750000 | PA      | $19002685.50  | 1.19%             | 2032-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                  | NEXTERA ENERGY CAP HLDGS INC 4.8%/VAR 12/01/2077                                                   | CUSIP: 65339KAV2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192885.88    | 0.01%             | 2077-12-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                     | UST NOTES 4.25% 01/31/2030                                                                         | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14300000 | PA      | $14636832.07  | 0.92%             | 2030-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                | TD SYNNEX CORP 1.75% 08/09/2026                                                                    | CUSIP: 87162WAF7<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195039.03    | 0.01%             | 2026-08-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2021-B29 MORTGAGE TRUST                                             | BENCHMARK 2021-B29 MORTGAGE TRUST 2.284% 09/15/2054                                                | CUSIP: 08163JAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    710000 | PA      | $655274.69    | 0.04%             | 2054-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TR 2022-3                                    | SANTANDER DRIVE AUTO RECEIVABLES TR 2022-3 4.49% 08/15/2029                                        | CUSIP: 80285UAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    585150 | PA      | $585449.87    | 0.04%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP INC                                                                | WEIR GROUP INC 5.35% 05/06/2030 144A                                                               | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |    750000 | PA      | $765828.35    | 0.05%             | 2030-05-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                              | LPL HOLDINGS INC 5.2% 03/15/2030                                                                   | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1534510.53   | 0.10%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                       | SANTANDER HLDGS USA INC 5.473%/VAR 03/20/2029                                                      | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3071093.34   | 0.19%             | 2029-03-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                      | VISA INC 4.3% 12/14/2045                                                                           | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $865214.10    | 0.05%             | 2045-12-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                         | REPUBLIC SERVICES INC 5% 11/15/2029                                                                | CUSIP: 760759BJ8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    750000 | PA      | $775146.39    | 0.05%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                       | MANULIFE FINANCIAL CORP 4.061%/VAR 02/24/2032                                                      | CUSIP: 56501RAE6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |   7000000 | PA      | $6928522.93   | 0.43%             | 2032-02-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 2% 10/20/2050#MA6930                                                                       | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1684277 | PA      | $1379379.39   | 0.09%             | 2050-10-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                             | DELL INTL/EMC CORP 8.1% 07/15/2036                                                                 | CUSIP: 24703TAJ5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1816440.24   | 0.11%             | 2036-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                | PNC FINANCIAL SERVICES GRP INC 4.626%/VAR 06/06/2033                                               | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3198164.84   | 0.20%             | 2033-06-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                            | PANAMA REPUBLIC OF 3.16% 01/23/2030                                                                | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   2500000 | PA      | $2302500.00   | 0.14%             | 2030-01-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                          | UMBS 30YR 2% 09/01/2055 #TBA                                                                       | CUSIP: 01F020695<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        | -35525000 | PA      | $-28206295.81 | -1.76%            | 2055-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                         | JPMORGAN CHASE and CO 2.956%/VAR 05/13/2031                                                        | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3734197.00   | 0.23%             | 2031-05-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                           | HUNGARY REPUBLIC OF 7.625% 03/29/2041                                                              | CUSIP: 445545AF3<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |   1000000 | PA      | $1153820.00   | 0.07%             | 2041-03-29      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB INC                                                      | UTAH ACQUISITION SUB INC 3.95% 06/15/2026                                                          | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1242717.43   | 0.08%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                   | UNITED STATES TREASURY BOND 4.125% 08/15/2044                                                      | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8900000 | PA      | $8084746.12   | 0.51%             | 2044-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                 | FHLG 15YR 2.5% 01/01/2037#SB8138                                                                   | CUSIP: 3132D6BF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    635388 | PA      | $596621.67    | 0.04%             | 2037-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                         | GENERAL DYNAMICS CORP 4.95% 08/15/2035                                                             | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    700000 | PA      | $707389.38    | 0.04%             | 2035-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                          | EDISON INTERNATIONAL 5.25% 11/15/2028                                                              | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1262155.71   | 0.08%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 30YR 6% 04/01/2055#FA1377                                                                     | CUSIP: 3140W1Q71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3860825 | PA      | $3945578.58   | 0.25%             | 2055-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                             | ATMOS ENERGY CORP 5.75% 10/15/2052                                                                 | CUSIP: 049560AY1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248479.54    | 0.02%             | 2052-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 15YR 2.5% 08/01/2036#MA4404                                                                   | CUSIP: 31418D3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2958586 | PA      | $2778999.70   | 0.17%             | 2036-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TR 2024-C                                                    | JOHN DEERE OWNER TR 2024-C 4.15% 08/15/2031                                                        | CUSIP: 477911AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     45000 | PA      | $45198.96     | 0.00%             | 2031-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FINANCE BV                                                | SHELL INTL FIN B V 3.125% 11/07/2049                                                               | CUSIP: 822582CE0<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $166591.28    | 0.01%             | 2049-11-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                      | GENERAL MTRS FINL CO INC 5.35% 01/07/2030                                                          | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511360.15    | 0.03%             | 2030-01-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                            | HONDA MOTOR CO LTD 4.436% 07/08/2028                                                               | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   4500000 | PA      | $4528136.75   | 0.28%             | 2028-07-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALBEMARL CORP                                                                 | ALBEMARLE CORP US 5.05% 06/01/2032                                                                 | CUSIP: 012653AE1<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244700.61    | 0.02%             | 2032-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                    | PACIFICORP 5.1% 02/15/2029                                                                         | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512099.74    | 0.03%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                                                      | WASTE MANAGEMENT INC DEL 3.875% 01/15/2029                                                         | CUSIP: 94106LCA5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3224558.25   | 0.20%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                               | CATERPILLAR INC 5.2% 05/15/2035                                                                    | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1024631.76   | 0.06%             | 2035-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMDB COML MTG SECS TR 2016-C4                                                | JPMDB COML MTG SECS TR 2016-C4 A3 3.1413% 12/15/2049                                               | CUSIP: 46646RAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $293565.33    | 0.02%             | 2049-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                               | PHILIP MORRIS INTL INC 5.125% 11/17/2027                                                           | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1940295.37   | 0.12%             | 2027-11-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                           | SUMITOMO MITSUI FINL GRP INC 4.66%/VAR 07/08/2031                                                  | CUSIP: 86562MDY3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2800000 | PA      | $2832299.46   | 0.18%             | 2031-07-08      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                              | CROWN CASTLE INC 5.6% 06/01/2029                                                                   | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1038931.32   | 0.06%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UBS COML MTG TR 2018-C10                                                      | UBS COML MTG TR 2018-C10 A4 4.3134% 05/15/2051                                                     | CUSIP: 90276FAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $347721.64    | 0.02%             | 2051-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 3.5% 09/01/2055 #TBA                                                                       | CUSIP: 21H032696<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -4700000 | PA      | $-4277616.17  | -0.27%            | 2055-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2017-GS5                                                       | GS MTG SECS TR 2017-GS5 3.674% 03/10/2050                                                          | CUSIP: 36252HAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $394224.96    | 0.02%             | 2050-03-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                               | PHILIP MORRIS INTL INC 4.375% 04/30/2030                                                           | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1508371.62   | 0.09%             | 2030-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                | OMEGA HEALTHCARE INVESTORS INC 5.2% 07/01/2030                                                     | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2028827.08   | 0.13%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                          | ROYAL BANK OF CANADA 4.498%/VAR 08/06/2029                                                         | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2500000 | PA      | $2522415.05   | 0.16%             | 2029-08-06      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TR 2023-5                                    | SANTANDER DRIVE AUTO RECEIVABLES TR 2023-5 6.16% 12/17/2029                                        | CUSIP: 80286PAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $152740.88    | 0.01%             | 2029-12-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                              | SOUTHERN COMPANY 3.75%/VAR 09/15/2051                                                              | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2043682.23   | 0.13%             | 2051-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                 | SOUTHERN CALIFORNIA EDISON CO 5.3% 03/01/2028                                                      | CUSIP: 842400HU0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1788691.33   | 0.11%             | 2028-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2023-1 CLASS A PASS THROUGH TRUST                             | UNITED AIRLINES 2023-1 CLASS A PASS THROUGH TRUST 5.8% 07/15/2037                                  | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    373188 | PA      | $383757.51    | 0.02%             | 2037-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                            | CANADIAN IMPERIAL BK OF COMM 5.926% 10/02/2026                                                     | CUSIP: 13607LWT6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1018416.95   | 0.06%             | 2026-10-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                     | UST NOTES 4% 04/30/2032                                                                            | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5028906.25   | 0.31%             | 2032-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP NEW                                                              | ENTERGY CORP NEW 7.125%/VAR 12/01/2054                                                             | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1562180.22   | 0.10%             | 2054-12-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                | TARGA RES CORP 4.9% 09/15/2030                                                                     | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    351000 | PA      | $356370.96    | 0.02%             | 2030-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                              | ISRAEL STATE OF 5.75% 03/12/2054                                                                   | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1000000 | PA      | $924229.97    | 0.06%             | 2054-03-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                            | REALTY INCOME CORP 4% 07/15/2029                                                                   | CUSIP: 756109CB8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1389941.06   | 0.09%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2025-5C33                                                        | BBCMS MTG TR 2025-5C33 6.168% 03/15/2058                                                           | CUSIP: 072924AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $419356.00    | 0.03%             | 2058-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                               | PHILIP MORRIS INTL INC 5.125% 02/15/2030                                                           | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    750000 | PA      | $776155.97    | 0.05%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 30YR 2.5% 12/01/2051#FS6925                                                                   | CUSIP: 3140XNVT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6131304 | PA      | $5095559.70   | 0.32%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                         | JPMORGAN CHASE and CO 5.615%/VAR 07/23/2036                                                        | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2040014.00   | 0.13%             | 2036-07-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                           | AMERICAN TOWER CORP 5.2% 02/15/2029                                                                | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257092.60    | 0.02%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                      | FORD MOTOR CREDIT CO LLC 7.35% 11/04/2027                                                          | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    700000 | PA      | $728695.28    | 0.05%             | 2027-11-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                    | FANNIEMAE 30YR 5.5% 01/01/2055#FA0445                                                              | CUSIP: 3140W0P74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18366429 | PA      | $18480780.19  | 1.16%             | 2055-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                          | UMBS 30YR 6% 10/01/2055 #TBA                                                                       | CUSIP: 01F0606A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3625000 | PA      | $3700615.33   | 0.23%             | 2055-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                 | FHLG 30YR 3% 05/01/2051#RA5152                                                                     | CUSIP: 3133KLWM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1755390 | PA      | $1524043.81   | 0.10%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB DE CV                                                      | GRUPO TELEVISA SAB DE CV 6.125% 01/31/2046                                                         | CUSIP: 40049JBC0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    750000 | PA      | $603750.00    | 0.04%             | 2046-01-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL LEASING TRUST 2024-1                                             | GM FINANCIAL LEASING TRUST 2024-1 5.09% 02/22/2028                                                 | CUSIP: 36269FAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    270000 | PA      | $271818.48    | 0.02%             | 2028-02-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                     | KROGER CO 5.65% 09/15/2064                                                                         | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    850000 | PA      | $797432.57    | 0.05%             | 2064-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                            | CANADIAN IMPERIAL BK OF COMM 5.245%/VAR 01/13/2031                                                 | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2064557.24   | 0.13%             | 2031-01-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                            | HONDA MOTOR CO LTD 4.688% 07/08/2030                                                               | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   1300000 | PA      | $1311967.54   | 0.08%             | 2030-07-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KINROSS GOLD CORP                                                             | KINROSS GOLD CORP 6.25% 07/15/2033                                                                 | CUSIP: 496902AT4<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $810355.94    | 0.05%             | 2033-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 5% 12/20/2054#MB0091                                                                       | CUSIP: 3618N5C56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2928051 | PA      | $2897595.64   | 0.18%             | 2054-12-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | CITIGROUP INC 8.125% 07/15/2039                                                                    | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $4104252.46   | 0.26%             | 2039-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                               | SANTANDER UK GROUP HOLDINGS PLC 3.823%/VAR 11/03/2028                                              | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $987488.98    | 0.06%             | 2028-11-03      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                | PNC FINANCIAL SERVICES GRP INC 5.373%/VAR 07/21/2036                                               | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406484.94    | 0.03%             | 2036-07-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TOTAL CAPITAL INTL SA                                                         | TOTAL CAP INTL 3.461% 07/12/2049                                                                   | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $703277.77    | 0.04%             | 2049-07-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELEC PWR CO                                                         | WISCONSIN ELEC PWR CO 5% 05/15/2029                                                                | CUSIP: 976656CQ9<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1288542.09   | 0.08%             | 2029-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                 | FHLG 30YR 5.5% 01/01/2054#SD8395                                                                   | CUSIP: 3132DWKG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    437690 | PA      | $441459.75    | 0.03%             | 2054-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                    | HASBRO INC 3.9% 11/19/2029                                                                         | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487910.10    | 0.03%             | 2029-11-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                      | LLOYDS BANKING GROUP PLC 5.721%/VAR 06/05/2030                                                     | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1150693.84   | 0.07%             | 2030-06-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                          | UMBS 15YR 4% 09/01/2040 #TBA                                                                       | CUSIP: 01F040495<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  15000000 | PA      | $14732812.50  | 0.92%             | 2040-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 2% 11/20/2050#MA6994                                                                       | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3667844 | PA      | $3004442.12   | 0.19%             | 2050-11-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                            | ROYALTY PHARMA PLC 5.9% 09/02/2054                                                                 | CUSIP: 78081BAS2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   2950000 | PA      | $2831439.56   | 0.18%             | 2054-09-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                 | FHLG 30YR 4.5% 11/01/2054#SL0454                                                                   | CUSIP: 31427MQG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6834653 | PA      | $6577515.37   | 0.41%             | 2054-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | CITIGROUP INC 3.668%/VAR 07/24/2028                                                                | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2620561.18   | 0.16%             | 2028-07-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C2                                   | CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C2 2.832% 08/10/2049                                      | CUSIP: 17291CBR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    214594 | PA      | $210925.69    | 0.01%             | 2049-08-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                            | ALLY FINL INC 6.992%/VAR 06/13/2029                                                                | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1904956.87   | 0.12%             | 2029-06-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                             | SUNCOR ENERGY INC 6.8% 05/15/2038                                                                  | CUSIP: 71644EAJ1<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1622579.58   | 0.10%             | 2038-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN INC                                                            | BROOKFIELD FIN INC 4.35% 04/15/2030                                                                | CUSIP: 11271LAE2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $749488.54    | 0.05%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC                                                    | CITIZENS FINANCIAL GRP INC 5.841%/VAR 01/23/2030                                                   | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208008.68    | 0.01%             | 2030-01-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2021-B23 MTG TR                                                     | BENCHMARK 2021-B23 MORTGAGE TRUST 2.07% 02/15/2054                                                 | CUSIP: 08162RAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1302172.35   | 0.08%             | 2054-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES 2024-1 OWNER TR                                        | HONDA AUTO RECEIVABLES 2024-1 OWNER TR 5.17% 05/15/2030                                            | CUSIP: 437918AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    120000 | PA      | $122085.22    | 0.01%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                 | APPLOVIN CORP 5.95% 12/01/2054                                                                     | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4670993.71   | 0.29%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                  | MEXICO UNITED MEXICAN STATES 5.85% 07/02/2032                                                      | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1500000 | PA      | $1531500.00   | 0.10%             | 2032-07-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                         | FEDERAL HOME LN MTG MLT CTF GT 3.059% 04/25/2034                                                   | CUSIP: 3137FMTT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    750000 | PA      | $671963.33    | 0.04%             | 2034-04-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                     | UST NOTES 4.375% 05/15/2034                                                                        | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  62500000 | PA      | $63720703.13  | 3.98%             | 2034-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN INC                                                            | BROOKFIELD FIN INC 6.35% 01/05/2034                                                                | CUSIP: 11271LAK8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   1300000 | PA      | $1405596.60   | 0.09%             | 2034-01-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                                    | EVERGY INC 6.65%/VAR 06/01/2055                                                                    | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507308.30    | 0.03%             | 2055-06-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                     | UST NOTES 0.75% 08/31/2026                                                                         | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $48490625.00  | 3.03%             | 2026-08-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                            | BANCO SANTANDER SA 5.565% 01/17/2030                                                               | CUSIP: 05964HBJ3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $625937.88    | 0.04%             | 2030-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                                                       | DEERE JOHN CAPITAL CORP 4.5% 01/16/2029                                                            | CUSIP: 24422EXH7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015804.22   | 0.06%             | 2029-01-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO NJ                                                       | NATIONAL FUEL GAS CO NJ 5.5% 03/15/2030                                                            | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    750000 | PA      | $774891.89    | 0.05%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                       | AMERICA MOVIL SAB DE CV 3.625% 04/22/2029                                                          | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   2000000 | PA      | $1946360.00   | 0.12%             | 2029-04-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                             | NATWEST GROUP PLC 6.475%/VAR 06/01/2034                                                            | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1950000 | PA      | $2048107.13   | 0.13%             | 2034-06-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                     | UST NOTES 3.75% 08/15/2027                                                                         | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45000000 | PA      | $45089648.55  | 2.82%             | 2027-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | CITIGROUP INC 3.98%/VAR 03/20/2030                                                                 | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3949980.68   | 0.25%             | 2030-03-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FIN LTD                                                              | WOODSIDE FIN LTD 5.7% 05/19/2032                                                                   | CUSIP: 980236AU7<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   1100000 | PA      | $1136713.84   | 0.07%             | 2032-05-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                      | LLOYDS BANKING GROUP PLC 4.818%/VAR 06/13/2029                                                     | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $507071.12    | 0.03%             | 2029-06-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                          | UMBS 30YR 3.5% 10/01/2055 #TBA                                                                     | CUSIP: 01F0326A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  17550000 | PA      | $15850529.96  | 0.99%             | 2055-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                       | AMERICA MOVIL SAB DE CV 5% 01/20/2033                                                              | CUSIP: 02364WBM6<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   2000000 | PA      | $2013200.00   | 0.13%             | 2033-01-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | CITIGROUP INC 3.52%/VAR 10/27/2028                                                                 | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1231107.49   | 0.08%             | 2028-10-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                     | TRANSCANADA PIPELINES LTD 4.625% 03/01/2034                                                        | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   4250000 | PA      | $4096581.76   | 0.26%             | 2034-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-1                                                | CARMAX AUTO OWNER TRUST 2024-1 4.94% 08/15/2029                                                    | CUSIP: 14318WAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $254232.40    | 0.02%             | 2029-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                         | FEDERAL HOME LN MTG MLT CTF GT 1.493% 09/25/2030                                                   | CUSIP: 3137F62M8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $618970.52    | 0.04%             | 2030-09-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA GTD MTG PASS THRU CTF 1.27% 07/25/2030                                                        | CUSIP: 3136BBN73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $219579.68    | 0.01%             | 2030-07-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                                      | MAIN STR CAP CORP 5.4% 08/15/2028                                                                  | CUSIP: 56035LAK0<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2007063.08   | 0.13%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 6% 09/01/2055 #TBA                                                                         | CUSIP: 21H060697<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7975000 | PA      | $8134124.38   | 0.51%             | 2055-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                           | COMMONSPIRIT HEALTH 5.318% 12/01/2034                                                              | CUSIP: 20268JAS2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1262471.65   | 0.08%             | 2034-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                     | TORONTO DOMINION BANK 3.625%/VAR 09/15/2031                                                        | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   3450000 | PA      | $3416452.65   | 0.21%             | 2031-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                       | AMERICA MOVIL SAB DE CV 6.125% 03/30/2040                                                          | CUSIP: 02364WAW5<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    350000 | PA      | $369033.00    | 0.02%             | 2040-03-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                  | AT and T INC 5.15% 11/15/2046                                                                      | CUSIP: 00206RHA3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    950000 | PA      | $869434.80    | 0.05%             | 2046-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 2.5% 05/20/2051#MA7367                                                                     | CUSIP: 36179WFG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1611195 | PA      | $1373870.09   | 0.09%             | 2051-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                   | UNITED STATES TREASURY BOND 4.5% 11/15/2054                                                        | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45000000 | PA      | $42006445.20  | 2.63%             | 2054-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                           | SYNCHRONY FINANCIAL 5.935%/VAR 08/02/2030                                                          | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1553515.46   | 0.10%             | 2030-08-02      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                        | EXTRA SPACE STORAGE LP 3.9% 04/01/2029                                                             | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    350000 | PA      | $344529.33    | 0.02%             | 2029-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                               | CVS HEALTH CORP 6.2% 09/15/2055                                                                    | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1968510.88   | 0.12%             | 2055-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK21                                                               | BANK 2019-BN21 A5 2.851% 10/17/2052                                                                | CUSIP: 06540BBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $327488.49    | 0.02%             | 2052-10-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                    | MIZUHO FINL GROUP INC 4.711%/VAR 07/08/2031                                                        | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   2448000 | PA      | $2476166.88   | 0.15%             | 2031-07-08      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                   | ORACLE CORP 6.125% 08/03/2065                                                                      | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2669765.70   | 0.17%             | 2065-08-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                 | FHLG 15YR 2% 06/01/2036#SB8107                                                                     | CUSIP: 3132D6AG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2199986 | PA      | $2022088.11   | 0.13%             | 2036-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIBANK CR CARD ISSUANCE TR                                                  | CITIBANK CR CARD ISSUANCE TR 2007-A3 A3 6.15% 06/15/2039                                           | CUSIP: 17305EDT9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1103486.50   | 0.07%             | 2039-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                   | NUTRIEN LTD 5.4% 06/21/2034                                                                        | CUSIP: 67077MBD9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1018685.40   | 0.06%             | 2034-06-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | MORGAN STANLEY 2.475%/VAR 01/21/2028                                                               | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1952253.34   | 0.12%             | 2028-01-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                           | HUNGARY REPUBLIC OF 6% 09/26/2035 144A                                                             | CUSIP: 445545AW6<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |    750000 | PA      | $768517.50    | 0.05%             | 2035-09-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK25                                                               | BANK 2020-BNK25 2.649% 01/15/2063                                                                  | CUSIP: 06539WBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $737868.96    | 0.05%             | 2063-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                  | TAPESTRY INC 5.5% 03/11/2035                                                                       | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010837.34   | 0.06%             | 2035-03-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                          | UMBS 30YR 6% 09/01/2055 #TBA                                                                       | CUSIP: 01F060691<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        | -10250000 | PA      | $-10472617.70 | -0.65%            | 2055-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                  | TAPESTRY INC 5.1% 03/11/2030                                                                       | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    750000 | PA      | $766534.79    | 0.05%             | 2030-03-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST                                                 | SYNCHRONY CARD ISSUANCE TRUST 2025-A2 A 4.49% 05/15/2031                                           | CUSIP: 87166PAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1012425.30   | 0.06%             | 2031-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD ASHANTI HLDGS PLC                                                   | ANGLOGOLD ASHANTI HLDGS PLC 3.75% 10/01/2030                                                       | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    500000 | PA      | $473128.87    | 0.03%             | 2030-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                         | REPUBLIC SERVICES INC 2.3% 03/01/2030                                                              | CUSIP: 760759AV2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $924463.65    | 0.06%             | 2030-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                           | GILEAD SCIENCES INC 5.55% 10/15/2053                                                               | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    450000 | PA      | $440159.81    | 0.03%             | 2053-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                         | ENTERGY LA LLC 3.1% 06/15/2041                                                                     | CUSIP: 29364WBJ6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $927629.11    | 0.06%             | 2041-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                            | MITSUBISHI UFJ FIN GRP INC 2.048% 07/17/2030                                                       | CUSIP: 606822BU7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1250000 | PA      | $1125019.04   | 0.07%             | 2030-07-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                     | UST NOTES 4.75% 02/15/2045                                                                         | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $689609.38    | 0.04%             | 2045-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                          | LAS VEGAS SANDS CORP 5.625% 06/15/2028                                                             | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1023801.70   | 0.06%             | 2028-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2017-GS7                                                       | GS MTG SECS TR 2017-GS7 A4 3.43% 08/10/2050                                                        | CUSIP: 36254CAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $263609.34    | 0.02%             | 2050-08-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                   | AMERICAN HONDA FINANCE CORP 4.45% 10/22/2027                                                       | CUSIP: 02665WFT3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007592.74   | 0.06%             | 2027-10-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                             | ARES CAPITAL CORP 7% 01/15/2027                                                                    | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1287995.56   | 0.08%             | 2027-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                    | PACIFICORP 7.375%/VAR 09/15/2055                                                                   | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    650000 | PA      | $674479.50    | 0.04%             | 2055-09-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                        | SEMPRA 6.625%/VAR 04/01/2055                                                                       | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501386.50    | 0.03%             | 2055-04-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2017-C39                                              | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C39 3.418% 09/15/2050                                   | CUSIP: 95000XAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $487955.30    | 0.03%             | 2050-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2020-GSA2                                                      | GS MTG SECS TR 2020-GSA2 2.012% 12/12/2053                                                         | CUSIP: 36264KAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $351943.56    | 0.02%             | 2053-12-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                   | BANK OF AMERICA CORPORATION T5Y+NA 03/08/2037                                                      | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2770765.53   | 0.17%             | 2037-03-08      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK22                                                               | BANK 2019-BNK22 2.978% 11/15/2062                                                                  | CUSIP: 06540XBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $150859.89    | 0.01%             | 2062-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 5.5% 11/20/2054#MB0026                                                                     | CUSIP: 3618N5A41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9967960 | PA      | $10045775.60  | 0.63%             | 2054-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | BARCLAYS PLC 5.088%/VAR 06/20/2030                                                                 | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1750000 | PA      | $1774894.05   | 0.11%             | 2030-06-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                     | UST NOTES 4.375% 08/31/2028                                                                        | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10221093.80  | 0.64%             | 2028-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                    | CAPITAL ONE FIN CORP 6.183%/VAR 01/30/2036                                                         | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257864.05    | 0.02%             | 2036-01-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DUPONT (EI) DE NEMOURS and CO                                                 | DUPONT (EI) DE NEMOURS and CO 4.8% 05/15/2033                                                      | CUSIP: 263534CR8<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    750000 | PA      | $750267.62    | 0.05%             | 2033-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                  | ING GROEP NV 5.335%/VAR 03/19/2030                                                                 | CUSIP: 456837BL6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2750000 | PA      | $2838455.10   | 0.18%             | 2030-03-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD5 MTG TR                                                            | CD 2017-CD5 MTG TR A4 3.431% 08/15/2050                                                            | CUSIP: 12515HAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $392255.28    | 0.02%             | 2050-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                     | TORONTO DOMINION BANK 4.574% 06/02/2028                                                            | CUSIP: 89115KAD2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2023217.90   | 0.13%             | 2028-06-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                  | NEXTERA ENERGY CAP HLDGS INC 4.685% 09/01/2027                                                     | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    700000 | PA      | $706615.40    | 0.04%             | 2027-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                | DEUTSCHE BANK AG NEW YORK BNCH 5.414% 05/10/2029                                                   | CUSIP: 251526CW7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   3450000 | PA      | $3590320.23   | 0.22%             | 2029-05-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TR 2025-A                                           | CARMAX SELECT RECEIVABLES TR 2025-A 4.77% 09/17/2029                                               | CUSIP: 14319UAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    225000 | PA      | $226767.44    | 0.01%             | 2029-09-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN                     | TARGA RES P LP/TARGA RES P FIN 4% 01/15/2032                                                       | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1316141.85   | 0.08%             | 2032-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                     | TRANSCANADA PIPELINES LTD 7.625% 01/15/2039                                                        | CUSIP: 8935268Z9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $879498.18    | 0.05%             | 2039-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                 | FHLG 30YR 6% 12/01/2054#SD8495                                                                     | CUSIP: 3132DWNL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    881739 | PA      | $901095.42    | 0.06%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                          | UMBS 30YR 2.5% 09/01/2055 #TBA                                                                     | CUSIP: 01F022691<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        | -68000000 | PA      | $-56453280.40 | -3.53%            | 2055-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                       | SIMON PROPERTY GROUP LP 4.375% 10/01/2030                                                          | CUSIP: 828807DZ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3007662.42   | 0.19%             | 2030-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                           | GILEAD SCIENCES INC 5.1% 06/15/2035                                                                | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1419784.59   | 0.09%             | 2035-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL INC                                                   | GLAXOSMITHKLINE CAPITAL INC 6.375% 05/15/2038                                                      | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |   5900000 | PA      | $6568020.48   | 0.41%             | 2038-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 30YR 4.5% 01/01/2053#                                                                         | CUSIP: 31418EMR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    744080 | PA      | $718701.12    | 0.04%             | 2053-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                              | WELLTOWER OP LLC 2.05% 01/15/2029                                                                  | CUSIP: 95040QAN4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1168925.31   | 0.07%             | 2029-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 2.5% 01/20/2050#MA6408                                                                     | CUSIP: 36179VDM9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    475002 | PA      | $406519.76    | 0.03%             | 2050-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                              | BAT CAPITAL CORP 7.079% 08/02/2043                                                                 | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2773227.50   | 0.17%             | 2043-08-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                         | FEDERAL HOME LN MTG MLT CTF GT 0.743% 11/25/2029                                                   | CUSIP: 3137FVYT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     89110 | PA      | $83030.76     | 0.01%             | 2029-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                    | CAPITAL ONE FIN CORP 5.7%/VAR 02/01/2030                                                           | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1762236.68   | 0.11%             | 2030-02-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                     | UST NOTES 3.5% 09/30/2026                                                                          | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $24907226.50  | 1.56%             | 2026-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                               | FOX CORP 4.709% 01/25/2029                                                                         | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1213691.22   | 0.08%             | 2029-01-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                         | JPMORGAN CHASE and CO 3.702%/VAR 05/06/2030                                                        | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1470561.08   | 0.09%             | 2030-05-06      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                         | JPMORGAN CHASE and CO 4.995%/VAR 07/22/2030                                                        | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2820446.12   | 0.18%             | 2030-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                             | NATWEST GROUP PLC 5.115%/VAR 05/23/2031                                                            | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1024375.06   | 0.06%             | 2031-05-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | MORGAN STANLEY 5.23%/VAR 01/15/2031                                                                | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    750000 | PA      | $774149.08    | 0.05%             | 2031-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                       | SANTANDER HLDGS USA INC 5.741%/VAR 03/20/2031                                                      | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207849.78    | 0.01%             | 2031-03-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 30YR 3% 05/01/2051#FS3235                                                                     | CUSIP: 3140XJSZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2068454 | PA      | $1795848.31   | 0.11%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                   | ORACLE CORP 6.125% 07/08/2039                                                                      | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1567374.09   | 0.10%             | 2039-07-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2019 C-17                                       | UBS COMMERCIAL MORTGAGE TRUST 2019 C-17 2.921% 10/15/2052                                          | CUSIP: 90278MBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $141140.87    | 0.01%             | 2052-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                                | AMERICAN ELECTRIC POWER INC 3.875%/VAR 02/15/2062                                                  | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4847447.30   | 0.30%             | 2062-02-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST                                                 | SYNCHRONY CARD ISSUANCE TRUST 4.93% 07/15/2030                                                     | CUSIP: 87166PAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2160000 | PA      | $2195655.12   | 0.14%             | 2030-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                          | LAS VEGAS SANDS CORP 3.5% 08/18/2026                                                               | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1238063.88   | 0.08%             | 2026-08-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                          | UMBS 30YR 2.5% 10/01/2055 #TBA                                                                     | CUSIP: 01F0226A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  34000000 | PA      | $28230625.00  | 1.77%             | 2055-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 30YR 5% 11/01/2054#MA5530                                                                     | CUSIP: 31418FEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2377487 | PA      | $2345271.72   | 0.15%             | 2054-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 30YR 5% 10/01/2053#MA5164                                                                     | CUSIP: 31418EW22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    350306 | PA      | $346763.39    | 0.02%             | 2053-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                         | JPMORGAN CHASE and CO 3.54%/VAR 05/01/2028                                                         | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1236466.64   | 0.08%             | 2028-05-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK AMER MERRILL LYNCH TR 2016-C31                              | MORGAN STANLEY BK AMER MERRILL LYNCH TR 2016-C31 A5 3.102% 10/15/2026                              | CUSIP: 61766RAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $439797.11    | 0.03%             | 2049-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                      | LLOYDS BANKING GROUP PLC 3.574%/VAR 11/07/2028                                                     | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $4925365.10   | 0.31%             | 2028-11-07      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                | US BANCORP DEL 5.083%/VAR 05/15/2031                                                               | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1284285.35   | 0.08%             | 2031-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                      | FLEX LTD 4.875% 06/15/2029                                                                         | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   2200000 | PA      | $2224448.45   | 0.14%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 5% 09/01/2055 #TBA                                                                         | CUSIP: 21H050698<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6000000 | PA      | $5935987.20   | 0.37%             | 2055-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST                                                 | SYNCHRONY CARD ISSUANCE TRUST 4.78% 02/15/2031                                                     | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2034579.60   | 0.13%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                | BURLINGTON NORTHN SANTA FE LLC 4.15% 04/01/2045                                                    | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $457443.32    | 0.03%             | 2045-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                  | Fidelity Cash Central Fund                                                                         | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        | 181175274 | NS      | $181211508.68 | 11.33%            |  |  |  | No            |                  1 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                 | FHLG 30YR 4.5% 07/01/2053#SD8340                                                                   | CUSIP: 3132DWHR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    702013 | PA      | $677191.77    | 0.04%             | 2053-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                     | UST NOTES 4.625% 05/31/2031                                                                        | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27000000 | PA      | $28144335.87  | 1.76%             | 2031-05-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOTAL CAPITAL INTL SA                                                         | TOTAL CAP INTL 2.986% 06/29/2041                                                                   | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   1750000 | PA      | $1297787.98   | 0.08%             | 2041-06-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                              | ALTRIA GROUP INC 3.875% 09/16/2046                                                                 | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $930624.60    | 0.06%             | 2046-09-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V6 MTG TR                                                      | BENCHMARK 2024-V6 MTG TR 6.38427% 03/15/2057                                                       | CUSIP: 081927AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    420000 | PA      | $440632.46    | 0.03%             | 2057-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                      | GENERAL MTRS FINL CO INC 2.7% 08/20/2027                                                           | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $970193.40    | 0.06%             | 2027-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                     | UST NOTES 4.125% 02/28/2027                                                                        | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10057031.20  | 0.63%             | 2027-02-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                          | UMBS 30YR 4.5% 09/01/2055 #TBA                                                                     | CUSIP: 01F042699<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -5000000 | PA      | $-4809375.00  | -0.30%            | 2055-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                               | IBM CORPORATION 2.85% 05/15/2040                                                                   | CUSIP: 459200KK6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $370077.16    | 0.02%             | 2040-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                      | FORD MOTOR CREDIT CO LLC 5.303% 09/06/2029                                                         | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496425.02    | 0.03%             | 2029-09-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                   | BANK OF AMERICA CORPORATION 7.75% 05/14/2038                                                       | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    650000 | PA      | $781747.72    | 0.05%             | 2038-05-14      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| DELTA AIRLINES INC                                                            | DELTA AIRLINES INC 2% 12/10/2029                                                                   | CUSIP: 247361ZV3<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   1051546 | PA      | $992549.60    | 0.06%             | 2029-12-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                | OMEGA HEALTHCARE INVESTORS INC 3.625% 10/01/2029                                                   | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1914110.30   | 0.12%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2017-H1                                        | MORGAN STANLEY CAPITAL I TRUST 2017-H1 3.53% 06/15/2050                                            | CUSIP: 61691JAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $442441.31    | 0.03%             | 2050-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                 | FHLG 30YR 4.5% 01/01/2053#                                                                         | CUSIP: 3132DWF40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    859638 | PA      | $830318.53    | 0.05%             | 2053-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                 | FORD MOTOR CO 4.346% 12/08/2026                                                                    | CUSIP: 345370CR9<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1243348.51   | 0.08%             | 2026-12-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                 | SOUTHERN CALIFORNIA EDISON CO 5.85% 11/01/2027                                                     | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1287741.60   | 0.08%             | 2027-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                      | LLOYDS BANKING GROUP PLC 5.59%/VAR 11/26/2035                                                      | CUSIP: 539439BA6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $770883.20    | 0.05%             | 2035-11-26      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                        | ROPER TECHNOLOGIES INC 2.95% 09/15/2029                                                            | CUSIP: 776743AG1<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $954038.55    | 0.06%             | 2029-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                               | CVS HEALTH CORP 1.3% 08/21/2027                                                                    | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    450000 | PA      | $424906.57    | 0.03%             | 2027-08-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST                                                 | SYNCHRONY CARD ISSUANCE TRUST 23-A1 A 5.54% 07/15/2029                                             | CUSIP: 87166PAK7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1516691.40   | 0.09%             | 2029-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                 | APPLOVIN CORP 5.125% 12/01/2029                                                                    | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1892034.65   | 0.12%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TR 2023-2                                      | MERCEDES-BENZ AUTO RECEIVABLES TR 2023-2 6.01% 01/15/2031                                          | CUSIP: 58769FAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    800000 | PA      | $831337.60    | 0.05%             | 2031-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 30YR 4.5% 10/01/2052#MA4784                                                                   | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    479974 | PA      | $463753.10    | 0.03%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                        | COMMONWEALTH EDISON CO 2.2% 03/01/2030                                                             | CUSIP: 202795JR2<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1378183.97   | 0.09%             | 2030-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                | US BANCORP DEL 4.967%/VAR 07/22/2033                                                               | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993394.73    | 0.06%             | 2033-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC                                            | JOHNSON CTLS INTL PLC STEP 07/02/2044                                                              | CUSIP: 478375AL2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $86749.32     | 0.01%             | 2044-07-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC HOLDINGS PLC 4.583%/VAR 06/19/2029                                                            | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1007060.57   | 0.06%             | 2029-06-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                         | TRUIST FINANCIAL CORP 7.161%/VAR 10/30/2029                                                        | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1221011.55   | 0.08%             | 2029-10-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UBS COML MTG TR 2018-C9                                                       | UBS COML MTG TR 2018-C9 A4 4.117% 03/15/2051                                                       | CUSIP: 90291JAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98010.29     | 0.01%             | 2051-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                               | IBM CORPORATION 1.7% 05/15/2027                                                                    | CUSIP: 459200KH3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1202854.53   | 0.08%             | 2027-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V10 COML MTG TR                                                | BENCHMARK 2024-V10 COML MTG TR 5.7253% 10/15/2029                                                  | CUSIP: 08163UAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145000 | PA      | $149353.54    | 0.01%             | 2057-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                 | FHLG 15YR 2% 10/01/2036#                                                                           | CUSIP: 3132D6AY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1244239 | PA      | $1142458.85   | 0.07%             | 2036-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 2.5% 11/20/2050#MA6995                                                                     | CUSIP: 36179VXY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8283003 | PA      | $7070704.25   | 0.44%             | 2050-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                          | WESTPAC BANKING CORP 6.82% 11/17/2033                                                              | CUSIP: 961214FP3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   3575000 | PA      | $3972588.23   | 0.25%             | 2033-11-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 15YR 2.5% 05/01/37 #FS9492                                                                    | CUSIP: 3140XRRN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    446384 | PA      | $419846.89    | 0.03%             | 2037-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-2                             | GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-2 4.43% 10/16/2028                                 | CUSIP: 362583AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $401417.04    | 0.03%             | 2028-10-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                 | APPLOVIN CORP 5.5% 12/01/2034                                                                      | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1020706.65   | 0.06%             | 2034-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BMW VECHILE OWNER TRUST 2023-A                                                | BMW VECHILE OWNER TRUST 2023-A 5.25% 11/26/2029                                                    | CUSIP: 05592XAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     79000 | PA      | $80284.65     | 0.01%             | 2029-11-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC HOLDINGS PLC 3.973%/VAR 05/22/2030                                                            | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   5500000 | PA      | $5412825.94   | 0.34%             | 2030-05-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYSTEMS INC                                                    | CADENCE DESIGN SYSTEMS INC 4.3% 09/10/2029                                                         | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007244.96   | 0.06%             | 2029-09-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                  | MEXICO UNITED MEXICAN STATES 4.75% 04/27/2032                                                      | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3000000 | PA      | $2892000.00   | 0.18%             | 2032-04-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                          | UMBS 15YR 1.5% 09/01/2040 #TBA                                                                     | CUSIP: 01F012494<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    850000 | PA      | $759234.88    | 0.05%             | 2040-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                     | UST NOTES 4.25% 05/15/2035                                                                         | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3009375.00   | 0.19%             | 2035-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                                 | CALIFORNIA ST BUILD AMERICA BONDS-TAXABLE-VA                                                       | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1678788.72   | 0.10%             | 2039-04-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2023-A                                         | HYUNDAI AUTO RECEIVABLES TRUST 2023-A 4.48% 07/17/2028                                             | CUSIP: 448979AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    108000 | PA      | $108234.06    | 0.01%             | 2028-07-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 2.5% 09/01/2055 #TBA                                                                       | CUSIP: 21H022697<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -1540000 | PA      | $-1311770.15  | -0.08%            | 2055-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                | FEDERAL NAT MTG ASN GTD REM PA VAR 03/25/2031                                                      | CUSIP: 3136BF4D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $172895.72    | 0.01%             | 2031-03-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL / JBS USA FOODS GROUP HOLDINGS INC / JBS USA FOOD CO | JBS USA HOLDING LUX SARL / JBS USA FOODS GROUP HOLDINGS INC / JBS USA FOOD CO 5.5% 01/15/2036 144A | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1755774.02   | 0.11%             | 2036-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                                                                | TR FINANCE LLC 3.35% 05/15/2026                                                                    | CUSIP: 87268LAA5<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247725.53    | 0.02%             | 2026-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PROCTER and GAMBLE CO                                                         | PROCTER and GAMBLE CO 4.55% 10/24/2034                                                             | CUSIP: 742718GL7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251269.13    | 0.02%             | 2034-10-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                     | WRKCO INC 4% 03/15/2028                                                                            | CUSIP: 96145DAH8<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995162.66    | 0.06%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 2% 08/20/2050#MA6818                                                                       | CUSIP: 36179VSF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8839036 | PA      | $7243084.76   | 0.45%             | 2050-08-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                 | FHLG 30YR 4.5% 05/01/2054#SD8429                                                                   | CUSIP: 3132DWLJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3466278 | PA      | $3335866.80   | 0.21%             | 2054-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                     | UST NOTES 4.125% 05/31/2032                                                                        | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2531515.25   | 0.16%             | 2032-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                        | SEMPRA 4.125%/VAR 04/01/2052                                                                       | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484578.60    | 0.03%             | 2052-04-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 30YR 2.5% 11/01/2050#FM4862                                                                   | CUSIP: 3140X8ML8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    679374 | PA      | $564609.33    | 0.04%             | 2050-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PSNH FUNDING LLC 3                                                            | PSNH FUNDING LLC 3 2018-1 A3 3.81% 02/01/2035                                                      | CUSIP: 69363PAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $488158.70    | 0.03%             | 2035-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                | CANADIAN NATL RESOURCES LTD 5% 12/15/2029 144A                                                     | CUSIP: 136385BB6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $509669.04    | 0.03%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                 | FHLG 30YR 5.5% 07/01/2053#SD8342                                                                   | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    583000 | PA      | $588204.32    | 0.04%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                  | MEXICO UNITED MEXICAN STATES 6% 05/07/2036                                                         | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1000000 | PA      | $1003000.00   | 0.06%             | 2036-05-07      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                | US BANCORP DEL 2.491%/VAR 11/03/2036                                                               | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    400000 | PA      | $344202.29    | 0.02%             | 2036-11-03      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES                                                               | FANNIE MAE-ACES VAR 11/25/2030                                                                     | CUSIP: 3136BDUC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $130991.70    | 0.01%             | 2030-11-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                   | CENCORA INC 4.85% 12/15/2029                                                                       | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1022796.04   | 0.06%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA PITTSBURGH PA                                                     | PNC BANK NA PITTSBURGH PA 4.429%/VAR 07/21/2028                                                    | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2007539.90   | 0.13%             | 2028-07-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                  | NISOURCE INC 6.95%/VAR 11/30/2054                                                                  | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    625000 | PA      | $649868.13    | 0.04%             | 2054-11-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 6% 10/01/2055 #TBA                                                                         | CUSIP: 21H0606A4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4475000 | PA      | $4560093.47   | 0.29%             | 2055-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                          | UMBS 30YR 3.5% 09/01/2055 #TBA                                                                     | CUSIP: 01F032690<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        | -17550000 | PA      | $-15857384.99 | -0.99%            | 2055-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2019-C51                                              | WELLS FARGO COML MTG TR 2019-C51 3.311% 06/15/2052                                                 | CUSIP: 95001VAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $236531.03    | 0.01%             | 2052-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                               | PHILIP MORRIS INTL INC 2.1% 05/01/2030                                                             | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    750000 | PA      | $682325.24    | 0.04%             | 2030-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 2.5% 12/20/2050#MA7052                                                                     | CUSIP: 36179VZR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    244160 | PA      | $208233.90    | 0.01%             | 2050-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                           | GILEAD SCIENCES INC 5.25% 10/15/2033                                                               | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2077617.64   | 0.13%             | 2033-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                              | WILLIAMS COS INC 4.625% 06/30/2030                                                                 | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    707000 | PA      | $710720.19    | 0.04%             | 2030-06-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                     | APPLE INC 3.2% 05/11/2027                                                                          | CUSIP: 037833CR9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247437.66    | 0.02%             | 2027-05-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 6% 09/01/2055 #TBA                                                                         | CUSIP: 21H060697<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -5950000 | PA      | $-6068719.76  | -0.38%            | 2055-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                            | ALLY FINL INC 5.548%/VAR 07/31/2033                                                                | CUSIP: 02005NCA6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1608853.50   | 0.10%             | 2033-07-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V9 MORTGAGE TRUST                                              | BENCHMARK MORTGAGE TRUST 2024-V9 AS 6.06412% 08/15/2057                                            | CUSIP: 081919AS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $677542.45    | 0.04%             | 2057-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                       | BRISTOL-MYERS SQUIBB CO 4.9% 02/22/2029                                                            | CUSIP: 110122EF1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256788.83    | 0.02%             | 2029-02-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN CORP                                                   | BERKSHIRE HATHAWAY FIN CORP 3.85% 03/15/2052                                                       | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $1860447.44   | 0.12%             | 2052-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                              | KILROY REALTY LP 5.875% 10/15/2035                                                                 | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    539000 | PA      | $536457.74    | 0.03%             | 2035-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES 2023-A OWNER TRUST                                    | NISSAN AUTO RECEIVABLES 2023-A A4 OWNER TRUST 4.85% 06/17/2030                                     | CUSIP: 65480WAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $504547.10    | 0.03%             | 2030-06-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                 | FHLG 30YR 6% 07/01/2054#RJ1974                                                                     | CUSIP: 3142GSFQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    371703 | PA      | $380675.98    | 0.02%             | 2054-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                               | IBM CORPORATION 4.7% 02/19/2046                                                                    | CUSIP: 459200JH5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1100399.09   | 0.07%             | 2046-02-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA and NEW ZEALAND BANKING GROUP LTD NEW YORK BRANCH                   | AUSTRALIA and NZ BKG GRP LTD NEW YORK BRH 4.362% 06/18/2028                                        | CUSIP: 05253JB75<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2530461.65   | 0.16%             | 2028-06-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                            | ROYALTY PHARMA PLC 5.4% 09/02/2034                                                                 | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $506362.38    | 0.03%             | 2034-09-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                    | PACIFICORP 4.15% 02/15/2050                                                                        | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $1818286.80   | 0.11%             | 2050-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                      | FORD MOTOR CREDIT CO LLC 3.815% 11/02/2027                                                         | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4574051.42   | 0.29%             | 2027-11-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | BARCLAYS PLC 7.119%/VAR 06/27/2034                                                                 | CUSIP: 06738ECH6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   6675000 | PA      | $7381675.58   | 0.46%             | 2034-06-27      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                      | DUKE ENERGY PROGRESS LLC 6.3% 04/01/2038                                                           | CUSIP: 144141CY2<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    500000 | PA      | $546039.86    | 0.03%             | 2038-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                    | PACIFICORP 6% 01/15/2039                                                                           | CUSIP: 695114CL0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2577384.43   | 0.16%             | 2039-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 15YR 2% 03/01/2036#MA4279                                                                     | CUSIP: 31418DXH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    546788 | PA      | $503597.99    | 0.03%             | 2036-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                | GNMA II 6% 11/20/2052#MA8430                                                                       | CUSIP: 36179XLK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    248221 | PA      | $255372.46    | 0.02%             | 2052-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN INC                                                            | BROOKFIELD FIN INC 4.85% 03/29/2029                                                                | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $203307.01    | 0.01%             | 2029-03-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                          | LAS VEGAS SANDS CORP 6% 08/15/2029                                                                 | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1038594.01   | 0.06%             | 2029-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINANCE BV                                                | EMBRAER NETHERLANDS FINANCE BV 5.98% 02/11/2035                                                    | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |   1350000 | PA      | $1397250.00   | 0.09%             | 2035-02-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                                      | JOHNSON CONTROLS/TYCO FI 5.5% 04/19/2029                                                           | CUSIP: 477921AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    750000 | PA      | $781935.40    | 0.05%             | 2029-04-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 30YR 2.5% 09/01/2051#FM8745                                                                   | CUSIP: 3140XCWF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3906635 | PA      | $3247918.62   | 0.20%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2023-B                                         | HYUNDAI AUTO RECEIVABLES TRUST 2023-B 5.31% 08/15/2029                                             | CUSIP: 44933XAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     75000 | PA      | $76309.52     | 0.00%             | 2029-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK20                                                               | BANK 2019-BNK20 3.011% 09/15/2062                                                                  | CUSIP: 06540AAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $327204.05    | 0.02%             | 2062-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 30YR 5% 07/01/2054#MA5419                                                                     | CUSIP: 31418FAV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    788391 | PA      | $778200.85    | 0.05%             | 2054-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN INC                                                            | BROOKFIELD FIN INC 5.675% 01/15/2035                                                               | CUSIP: 11271LAM4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   2640000 | PA      | $2728933.97   | 0.17%             | 2035-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                   | BANK OF AMERICA CORPORATION T5Y+NA 09/21/2036                                                      | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2162781.50   | 0.14%             | 2036-09-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK42                                                               | BANK 2022-BNK42 A5 CSTR 06/15/2055                                                                 | CUSIP: 06541MBN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230000 | PA      | $225350.32    | 0.01%             | 2055-06-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                             | NATWEST GROUP PLC 4.445%/VAR 05/08/2030                                                            | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   7000000 | PA      | $7022880.55   | 0.44%             | 2030-05-08      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                      | LLOYDS BANKING GROUP PLC 4.55% 08/16/2028                                                          | CUSIP: 539439AT6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1250000 | PA      | $1262595.00   | 0.08%             | 2028-08-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                     | UST NOTES 0.625% 08/15/2030                                                                        | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $8617578.10   | 0.54%             | 2030-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                  | ALPHABET INC 1.9% 08/15/2040                                                                       | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1170439.17   | 0.07%             | 2040-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                         | MICRON TECHNOLOGY INC 4.663% 02/15/2030                                                            | CUSIP: 595112BQ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006092.77   | 0.06%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 30YR 5.5% 11/01/2053#MA5190                                                                   | CUSIP: 31418EXU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4299221 | PA      | $4336252.57   | 0.27%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                          | UMBS 30YR 3.5% 09/01/2055 #TBA                                                                     | CUSIP: 01F032690<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  24700000 | PA      | $22317801.09  | 1.40%             | 2055-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                              | LPL HOLDINGS INC 4.9% 04/03/2028                                                                   | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1012726.28   | 0.06%             | 2028-04-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                             | BERKSHIRE HATHAWAY ENERGY COMPANY 6.125% 04/01/2036                                                | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1078126.68   | 0.07%             | 2036-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                              | HF SINCLAIR CORP 5.5% 09/01/2032                                                                   | CUSIP: 403949AT7<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3010162.98   | 0.19%             | 2032-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TR 2022-3                                               | ALLY AUTO RECEIVABLES TR 2022-3 5.07% 10/16/2028                                                   | CUSIP: 02008DAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    221000 | PA      | $222150.59    | 0.01%             | 2028-10-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 15YR 2.5% 07/36#MA4384                                                                        | CUSIP: 31418D2S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1959896 | PA      | $1840930.55   | 0.12%             | 2036-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROWN and BROWN INC                                                           | BROWN and BROWN INC 4.9% 06/23/2030                                                                | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   1284000 | PA      | $1299979.86   | 0.08%             | 2030-06-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                   | UNITED STATES TREASURY BOND 2.875% 05/15/2043                                                      | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21000000 | PA      | $16060078.02  | 1.00%             | 2043-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | BARCLAYS PLC 3.564%/VAR 09/23/2035                                                                 | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $934309.93    | 0.06%             | 2035-09-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                                       | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 5.15% 03/01/2034                                           | CUSIP: 15189XBE7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507947.07    | 0.03%             | 2034-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 30YR 5% 01/01/2054#                                                                           | CUSIP: 31418EZK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4118139 | PA      | $4071345.65   | 0.25%             | 2054-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                    | FANNIE MAE 5.625% 07/15/2037                                                                       | CUSIP: 31398AFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1250000 | PA      | $1370858.46   | 0.09%             | 2037-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                      | FORD MOTOR CREDIT CO LLC 5.113% 05/03/2029                                                         | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1479310.65   | 0.09%             | 2029-05-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                    | TENNESSEE VALLEY AUTHORITY 5.25% 02/01/2055                                                        | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |   2500000 | PA      | $2419391.53   | 0.15%             | 2055-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                          | WESTPAC BANKING CORP 4.322%/VAR 11/23/2031                                                         | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    800000 | PA      | $797000.82    | 0.05%             | 2031-11-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                   | UNITED STATES TREASURY BOND 4.75% 11/15/2043                                                       | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1750000 | PA      | $1733798.83   | 0.11%             | 2043-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                    | ABBVIE INC 4.875% 03/15/2030                                                                       | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1545334.32   | 0.10%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                    | PACIFICORP 4.1% 02/01/2042                                                                         | CUSIP: 695114CN6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $800099.80    | 0.05%             | 2042-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVT CORP                                                              | DIAGEO INVT CORP 4.25% 05/11/2042                                                                  | CUSIP: 25245BAA5<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $432588.85    | 0.03%             | 2042-05-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMDB COML MTG SECS TR 2017-C5                                                | JPMDB 2017-C5 A5 3.6939% 03/50                                                                     | CUSIP: 46590TAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $343983.01    | 0.02%             | 2050-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 15YR 2.5% 05/01/2037#FS6376                                                                   | CUSIP: 3140XNCN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3944424 | PA      | $3707463.03   | 0.23%             | 2037-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 30YR 2.5% 02/01/2052#FS6380                                                                   | CUSIP: 3140XNCS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121509 | PA      | $101097.01    | 0.01%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                               | IBM CORPORATION 3.5% 05/15/2029                                                                    | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1470579.38   | 0.09%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                      | EQT CORP STEP 02/01/2030                                                                           | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2175187.82   | 0.14%             | 2030-02-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                            | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.95%/VAR 03/10/2055                            | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    950000 | PA      | $994638.94    | 0.06%             | 2055-03-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 30YR 5% 08/01/2054#MA5443                                                                     | CUSIP: 31418FBM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9468224 | PA      | $9342886.00   | 0.58%             | 2054-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 2% 12/20/2050#MA7051                                                                       | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1283237 | PA      | $1050837.33   | 0.07%             | 2050-12-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                             | EOG RESOURCES INC 4.4% 07/15/2028                                                                  | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3331921.69   | 0.21%             | 2028-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                           | AMERICAN EXPRESS CO 5.016%/VAR 04/25/2031                                                          | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1054000 | PA      | $1083012.38   | 0.07%             | 2031-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                         | FEDERAL HOME LN MTG MLT CTF GT 2.25% 01/25/2032                                                    | CUSIP: 3137H6LZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $889349.70    | 0.06%             | 2032-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                              | ALTRIA GROUP INC 3.4% 02/04/2041                                                                   | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $1912833.13   | 0.12%             | 2041-02-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                | WHIRLPOOL CORP 4.75% 02/26/2029                                                                    | CUSIP: 963320AW6<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    750000 | PA      | $740502.77    | 0.05%             | 2029-02-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                   | AMERICAN HONDA FINANCE CORP 4.55% 07/09/2027                                                       | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1813027.34   | 0.11%             | 2027-07-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JOHNSON and JOHNSON                                                           | JOHNSON and JOHNSON 4.8% 06/01/2029                                                                | CUSIP: 478160CU6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258066.99    | 0.02%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                 | GOLDMAN SACHS GROUP INC (THE) 5.049%/VAR 07/23/2030                                                | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1535658.62   | 0.10%             | 2030-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SARL / JBS USA FOOD CO / JBS USA FOODS GROUP                      | JBS USA LUX SARL / JBS USA FOOD CO / JBS USA FOODS GROUP 6.375% 02/25/2055 144A                    | CUSIP: 472140AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $502496.24    | 0.03%             | 2055-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020 MORTGAGE TRUST                                                 | BENCHMARK 2020 MORTGAGE TRUST 1.973% 01/15/2054                                                    | CUSIP: 08163BBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1219540.56   | 0.08%             | 2054-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                           | HUNGARY REPUBLIC OF 5.5% 03/26/2036 144A                                                           | CUSIP: 445545AU0<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |    600000 | PA      | $589782.00    | 0.04%             | 2036-03-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                | DEUTSCHE BANK AG NEW YORK BNCH 4.95%/VAR 08/04/2031                                                | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1512333.33   | 0.09%             | 2031-08-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                         | TRUIST FINANCIAL CORP 5.435%/VAR 01/24/2030                                                        | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207333.92    | 0.01%             | 2030-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                   | NETFLIX INC 5.4% 08/15/2054                                                                        | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    700000 | PA      | $682318.11    | 0.04%             | 2054-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLP CAP LP / GLP FING II INC                                                  | GLP CAP LP / GLP FING II INC 5.375% 04/15/2026                                                     | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2755791.50   | 0.17%             | 2026-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                              | T-MOBILE USA INC 3.375% 04/15/2029                                                                 | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $968297.80    | 0.06%             | 2029-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FINANCE BV                                                | SHELL INTL FIN B V 6.375% 12/15/2038                                                               | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   1750000 | PA      | $1950840.29   | 0.12%             | 2038-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DUPONT (EI) DE NEMOURS and CO                                                 | DUPONT (EI) DE NEMOURS and CO 5.125% 05/15/2032                                                    | CUSIP: 263534CS6<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1539016.25   | 0.10%             | 2032-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS LTD                                                    | RENAISSANCERE HOLDINGS LTD 5.8% 04/01/2035                                                         | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    350000 | PA      | $362899.36    | 0.02%             | 2035-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                  | COCA COLA CO 1.65% 06/01/2030                                                                      | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $224383.23    | 0.01%             | 2030-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                  | ENBRIDGE INC 4.9% 06/20/2030                                                                       | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2300000 | PA      | $2348029.50   | 0.15%             | 2030-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 2% 09/20/2050#MA6864                                                                       | CUSIP: 36179VTV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10720856 | PA      | $8785128.50   | 0.55%             | 2050-09-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 15YR 2.5% 05/01/2037#FS6377                                                                   | CUSIP: 3140XNCP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    788791 | PA      | $741404.41    | 0.05%             | 2037-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                         | FEDERAL HOME LN MTG MLT CTF GT 3.39% 02/25/2032                                                    | CUSIP: 3137H8BH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    408303 | PA      | $396855.98    | 0.02%             | 2032-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                                              | RELX CAPITAL INC 4.75% 03/27/2030                                                                  | CUSIP: 74949LAF9<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1021469.73   | 0.06%             | 2030-03-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                    | FIDELITY NATL INFORMN SVCS INC 1.65% 03/01/2028                                                    | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $942131.63    | 0.06%             | 2028-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WORLD FINL NETWORK CC MASTR TR                                                | WORLD FINL NETWORK CC MASTR TR 4.62% 05/15/2031                                                    | CUSIP: 981464HU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    630000 | PA      | $635960.75    | 0.04%             | 2031-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                   | AVOLON HOLDINGS FUNDING LTD 5.375% 05/30/2030 144A                                                 | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     75000 | PA      | $76955.25     | 0.00%             | 2030-05-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES 2023-1 OWNER TRUST                                     | HONDA AUTO RECEIVABLES 2023-1 A4 OWNER TRUST 4.97% 06/21/2029                                      | CUSIP: 43815JAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100674.58    | 0.01%             | 2029-06-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                       | FHLM 30YR 6% 05/01/2055#SL1194                                                                     | CUSIP: 31427NKG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2877891 | PA      | $2944066.66   | 0.18%             | 2055-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 3% 04/20/2051#MA7313                                                                       | CUSIP: 36179WDS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    702005 | PA      | $623084.98    | 0.04%             | 2051-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                 | FHLG 30YR 4.5% 09/01/2053#SD8360                                                                   | CUSIP: 3132DWJD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    431803 | PA      | $416535.26    | 0.03%             | 2053-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                   | UNITED STATES TREASURY BOND 4.375% 05/15/2040                                                      | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12500000 | PA      | $12162109.38  | 0.76%             | 2040-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                       | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 8.5% 01/18/2031                                            | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1225472.58   | 0.08%             | 2031-01-18      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                       | ASTRAZENECA FINANCE LLC 1.75% 05/28/2028                                                           | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $969512.26    | 0.06%             | 2028-05-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CSAIL 2020-C19 COMMERCIAL MORTGAGE TRUST                                      | CSAIL 2020-C19 COMMERCIAL MORTGAGE TRUST 2.5608% 03/15/2053                                        | CUSIP: 12597NAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $226681.93    | 0.01%             | 2053-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO TRUST 2024-C                                                  | WORLD OMNI AUTO TRUST 2024-C 4.44% 05/15/2030                                                      | CUSIP: 98164NAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    130000 | PA      | $130973.66    | 0.01%             | 2030-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                           | SUMITOMO MITSUI FINL GRP INC 5.316% 07/09/2029                                                     | CUSIP: 86562MDM9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2000000 | PA      | $2072088.54   | 0.13%             | 2029-07-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 5% 10/01/2055 #TBA                                                                         | CUSIP: 21H0506A5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3000000 | PA      | $2965649.70   | 0.19%             | 2055-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                       | MPLX LP 6.2% 09/15/2055                                                                            | CUSIP: 55336VCD0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2137957.03   | 0.13%             | 2055-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC HOLDINGS PLC 5.13%/VAR 03/03/2031                                                             | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1750000 | PA      | $1792680.86   | 0.11%             | 2031-03-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                            | PANAMA REPUBLIC OF 6.4% 02/14/2035                                                                 | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1300000 | PA      | $1307800.00   | 0.08%             | 2035-02-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                       | SANTANDER HLDGS USA INC 5.353%/VAR 09/06/2030                                                      | CUSIP: 80282KBM7<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1284084.56   | 0.08%             | 2030-09-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                          | DUKE ENERGY CORP NEW 3.25%/VAR 01/15/2082                                                          | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $4919294.76   | 0.31%             | 2082-01-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                | DEUTSCHE BANK AG NEW YORK BNCH 4.999%/VAR 09/11/2030                                               | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    750000 | PA      | $762134.36    | 0.05%             | 2030-09-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                            | MITSUBISHI UFJ FIN GRP INC 3.195% 07/18/2029                                                       | CUSIP: 606822BM5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $962450.24    | 0.06%             | 2029-07-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 2.5% 10/20/2050#MA6931                                                                     | CUSIP: 36179VVY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    608148 | PA      | $519139.64    | 0.03%             | 2050-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                            | VICI PROPERTIES LP 4.95% 02/15/2030                                                                | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2022417.86   | 0.13%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROWN and BROWN INC                                                           | BROWN and BROWN INC 4.7% 06/23/2028                                                                | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    628000 | PA      | $634015.30    | 0.04%             | 2028-06-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                    | VMWARE INC 1.8% 08/15/2028                                                                         | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1636737.34   | 0.10%             | 2028-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 15YR 2% 08/01/2036#MA4403                                                                     | CUSIP: 31418D3M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3635040 | PA      | $3337690.54   | 0.21%             | 2036-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                           | SYNCHRONY FINANCIAL 5.019%/VAR 07/29/2029                                                          | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1812660.73   | 0.11%             | 2029-07-29      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD CR FLOORPLAN MAST OWN TR                                                 | FORD CR FLOORPLAN MAST OWN TR 4.06% 11/15/2030                                                     | CUSIP: 34528PAK2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    525000 | PA      | $524676.39    | 0.03%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | CITIGROUP INC 4.643%/VAR 05/07/2028                                                                | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005562.39   | 0.06%             | 2028-05-07      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                     | AMGEN INC 3.2% 11/02/2027                                                                          | CUSIP: 031162CQ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490614.78    | 0.03%             | 2027-11-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                   | CUMMINS INC 5.3% 05/09/2035                                                                        | CUSIP: 231021BA3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2043197.00   | 0.13%             | 2035-05-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TR 2023-2                                                   | CARMAX AUTO OWNER TR 2023-2 5.01% 11/15/2028                                                       | CUSIP: 142921AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    567000 | PA      | $572812.09    | 0.04%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2024-C                                           | FORD CREDIT AUTO OWNER TRUST 2024-C 4.11% 07/15/2030                                               | CUSIP: 34532UAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $401260.32    | 0.03%             | 2030-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                          | UMBS 15YR 2% 09/01/2040 #TBA                                                                       | CUSIP: 01F020497<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1600000 | PA      | $1467937.44   | 0.09%             | 2040-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                               | SANTANDER UK GROUP HOLDINGS PLC 5.694%/VAR 04/15/2031                                              | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    475000 | PA      | $495564.94    | 0.03%             | 2031-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 2.5% 07/20/2050#MA6765                                                                     | CUSIP: 36179VQS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5634466 | PA      | $4815089.29   | 0.30%             | 2050-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2018-GS10                                                      | GS MTG SECS TR 2018-GS10 A5 4.155% 07/10/2051                                                      | CUSIP: 36250SAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98253.70     | 0.01%             | 2051-07-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                                          | WESTERN DIGITAL CORP 2.85% 02/01/2029                                                              | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2348229.00   | 0.15%             | 2029-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                | FEDERAL NAT MTG ASN GTD REM PA 4.45% 08/25/2034                                                    | CUSIP: 3136BTHF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1478744.10   | 0.09%             | 2034-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMM 2018-COR3 MORTGAGE TRUST                                                 | COMM 2018-COR3 MORTGAGE TRUST 4.228% 05/10/2051                                                    | CUSIP: 12595VAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $196875.58    | 0.01%             | 2051-05-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-30

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer